X
feed icon rss

Ihre E-Mail wurde erfolgreich gesendet. Bitte prüfen Sie Ihren Maileingang.

Leider ist ein Fehler beim E-Mail-Versand aufgetreten. Bitte versuchen Sie es erneut.

Vorgang fortführen?

Exportieren
Filter
  • Stabi Berlin  (38)
  • SeeCampus-Bibliothek
  • Charité
  • Ev. Landeskirche EKBO / Berl. Missionswerk
  • SB Prenzlau
  • Singh, Manmohan  (38)
  • 1
    Buch
    Buch
    Regional development banks (1970)
    New York, NY : Carnegie Endowment for International Peace
    Details
    UID:
    b3kat_BV013262090
    Umfang: 83 S.
    Serie: International conciliation 576
    Sprache: Englisch
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Buch
    Stabi Berlin get availability status
    TU Berlin get availability status
  • 2
    Bild
    Bild
    The Sasia story (2004)
    New Delhi : South Asia Foundation
    Details
    UID:
    gbv_1847140114
    Umfang: 219 pages , illustrations (chiefly color) , 25 x 30 cm
    Inhalt: Travelogue, covering South Asia
    Sprache: Englisch
    Schlagwort(e): Südasien ; Gesellschaft ; Entwicklung ; Indien ; Biografie
    Mehr zum Autor: Singh, Madanjeet 1924-2013
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Bild
    Stabi Berlin get availability status
  • 3
    Online-Ressource
    Online-Ressource
    Recovery Rates From Distressed Debt : Empirical Evidence From Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings (2003)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845865773
    Umfang: Online-Ressource (24 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451857837 , 9781451857832
    Serie: IMF Working Papers Working Paper No. 03/161
    Inhalt: On a credit rating-adjusted basis, spreads on U.S. high-yield debt have typically been regarded as a lower bound for emerging market debt. However in the C-rated and defaulted segment, emerging market debt has traded at lower spreads than similarly rated U.S. high yield debt. We show that the lower spreads reflect the fact that the total returns from defaulted debt in the emerging markets have been significantly higher than returns from similarly rated high yield defaulted debt under Chapter 11
    Sprache: Englisch
    DOI: 10.5089/9781451857832.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 4
    Online-Ressource
    Online-Ressource
    Use of Participatory Notes in Indian Equity Markets and Recent Regulatory Changes (2007)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845879839
    Umfang: Online-Ressource (13 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451868545 , 9781451868548
    Serie: IMF Working Papers Working Paper No. 07/291
    Inhalt: This paper focuses on the use of participatory notes (PNs) by foreign investors, as a conduit for portfolio flows into Indian equity markets for more than a decade. The broadening of India''s foreign investor base, in recent years, has a bias towards hedge funds/unregistered foreign investors who invest primarily via PNs. While tax arbitrage via capital gains tax has almost disappeared since July 2004, it is intriguing to note that since then the demand for PNs has actually increased. The paper suggests some reasons for the continuation of a buoyant market in PNs, and explains the possible impact from the recent regulatory changes
    Sprache: Englisch
    DOI: 10.5089/9781451868548.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 5
    Online-Ressource
    Online-Ressource
    Making OTC Derivatives Safe : A Fresh Look (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845880063
    Umfang: Online-Ressource (22 p)
    Ausgabe: Online-Ausg.
    ISBN: 1455228044 , 9781455228041
    Serie: IMF Working Papers Working Paper No. 11/66
    Inhalt: Recent regulatory efforts, especially in the U.S. and Europe, are aimed at reducing moral hazard so that the next financial crisis is not bailed out by tax payers. This paper looks at the possibility that central counterparties (CCPs) may be too-big-to-fail entities in the making. The present regulatory and reform efforts may not remove the systemic risk from OTC derivatives but rather shift them from banks to CCPs. Under the present regulatory overhaul, the OTC derivative market could become more fragmented. Furthermore, another taxpayer bailout cannot be ruled out. A reexamination of the two key issues of (i) the interoperability of CCPs, and (ii) the cost of moving to CCPs with access to central bank funding, indicates that the proposed changes may not provide the best solution. The paper suggests that a tax on derivative liabilities could make the OTC derivatives market safer, particularly in the transition to a stable clearing infrastructure. It also suggests reconsideration of a ""public utility"" model for the OTC market infrastructure
    Sprache: Englisch
    DOI: 10.5089/9781455228041.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 6
    Online-Ressource
    Online-Ressource
    Counterparty Risk in the Over-The-Counter Derivatives Market (2008)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845885146
    Umfang: Online-Ressource (19 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451871163 , 9781451871166
    Serie: IMF Working Papers Working Paper No. 08/258
    Inhalt: The financial market turmoil of recent months has highlighted the importance of counterparty risk. Here, we discuss counterparty risk that may stem from the OTC derivatives markets and attempt to assess the scope of potential cascade effects. This risk is measured by losses to the financial system that may result via the OTC derivative contracts from the default of one or more banks or primary broker-dealers. We then stress the importance of ""netting"" within the OTC derivative contracts. Our methodology shows that, even using data from before the worsening of the crisis in late Summer 2008, the potential cascade effects could be very substantial. We summarize our results in the context of the stability of the banking system and provide some policy measures that could be usefully considered by the regulators in their discussions of current issues
    Sprache: Englisch
    DOI: 10.5089/9781451871166.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 7
    Online-Ressource
    Online-Ressource
    CDS Spreads in European Periphery : Some Technical Issues to Consider (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845836161
    Umfang: Online-Ressource (18 p)
    Ausgabe: Online-Ausg.
    ISBN: 147550229X , 9781475502299
    Serie: IMF Working Papers Working Paper No. 12/77
    Inhalt: This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic recovery in CDS models when estimating probability of default (PD) and suggests that stochastic recovery may be a better harbinger of distress signals than fixed recovery. Similarly, PDs derived from CDS data are risk-neutral and may need to be adjusted when extrapolating to real world balance sheet and empirical data (e.g. estimating banks losses, etc). Another technical issue pertains to regressions trying to explain CDS spreads of sovereigns in peripheral Europe - the model specification should be cognizant of the under-collateralization aspects in the overall OTC derivatives market. One of the biggest drivers of CDS spreads in the region has been the CVA teams of the large banks that hedge their exposure stemming from derivative receivables due to non-posting of collateral by many sovereigns (and related entities)
    Sprache: Englisch
    DOI: 10.5089/9781475502299.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 8
    Online-Ressource
    Online-Ressource
    Velocity of Pledged Collateral : Analysis and Implications (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845844059
    Umfang: Online-Ressource (24 p)
    Ausgabe: Online-Ausg.
    ISBN: 1463923953 , 9781463923952
    Serie: IMF Working Papers Working Paper No. 11/256
    Inhalt: Large banks and dealers use and reuse collateral pledged by nonbanks, which helps lubricate the global financial system. The supply of collateral arises from specific investment strategies in the asset management complex, with the primary providers being hedge funds, pension funds, insurers, official sector accounts, money markets and others. Post-Lehman, there has been a significant decline in the source collateral for the large dealers that specialize in intermediating pledgeable collateral. Since collateral can be reused, the overall effect (i.e., reduced ?source'' of collateral times the velocity of collateral) may have been a $4-5 trillion reduction in collateral. This decline in financial lubrication likely has impact on the conduct of global monetary policy. And recent regulations aimed at financial stability, focusing on building equity and reducing leverage at large banks/dealers, may also reduce financial lubrication in the nonbank/bank nexus
    Sprache: Englisch
    DOI: 10.5089/9781463923952.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 9
    Online-Ressource
    Online-Ressource
    Money and Collateral (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845833596
    Umfang: Online-Ressource (21 p)
    Ausgabe: Online-Ausg.
    ISBN: 1475502850 , 9781475502855
    Serie: IMF Working Papers Working Paper No. 12/95
    Inhalt: Between 1980 and before the recent crisis, the ratio of financial market debt to liquid assets rose exponentially in the U.S. (and in other financial markets), reflecting in part the greater use of securitized assets to collateralize borrowing. The subsequent crisis has reduced the pool of assets considered acceptable as collateral, resulting in a liquidity shortage. When trying to address this, policy makers will need to consider concepts of liquidity besides the traditional metric of excess bank reserves and do more than merely substitute central bank money for collateral that currently remains highly liquid
    Sprache: Englisch
    DOI: 10.5089/9781475502855.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
  • 10
    Online-Ressource
    Online-Ressource
    The Nonbank-Bank Nexus and the Shadow Banking System (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845838431
    Umfang: Online-Ressource (19 p)
    Ausgabe: Online-Ausg.
    ISBN: 1463927231 , 9781463927233
    Serie: IMF Working Papers Working Paper No. 11/289
    Inhalt: The present way of thinking about financial intermediation does not fully incorporate the rise of asset managers as a major source of funding for banks through the shadow banking system. Asset managers are dominant sources of demand for non-M2 types of money and serve as source collateral ?mines'' for the shadow banking system. Banks receive funding through the re-use of pledged collateral ?mined'' from asset managers. Accounting for this, the size of the shadow banking system in the U.S. may be up to $25 trillion at year-end 2007 and $18 trillion at year-end 2010, higher than earlier estimates. In terms of policy, regulators will need to consider the re-use of pledged collateral when defining bank leverage ratios. Also, given asset managers'' demand for non-M2 types of money, monitoring the shadow banking system will warrant closer attention well beyond the regulatory perimeter
    Sprache: Englisch
    DOI: 10.5089/9781463927233.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    Stabi Berlin
Nichts oder nicht das Richtige gefunden? Bitte überprüfen Sie Ihre Suchanfrage oder benutzen Sie den Fernleihindex.
Schließen ⊗
Diese Webseite nutzt Cookies und das Analyse-Tool Matomo. Weitere Informationen finden Sie auf den KOBV Seiten zum Datenschutz