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  • 1
    Online Resource
    Online Resource
    Washington, D.C : International Monetary Fund
    UID:
    gbv_845852485
    Format: Online-Ressource (28 p)
    Edition: Online-Ausg.
    ISBN: 1462311288 , 9781462311286
    Series Statement: IMF Working Papers Working Paper No. 11/180
    Content: This paper tests the role of different banks'' liquidity funding structures in explaining the banks'' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks'' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features to strenghten banks'' liquidity conditions and improve financial stability. Its correct implementation together with closer supervision of banks'' liquidity and funding conditions appear, however, the determinant for such improvements to be achieved
    Additional Edition: Erscheint auch als Druck-Ausgabe Bologna, Pierluigi Is there a Role for Funding in Explaining Recent U.S. Banks' Failures? Washington, D.C. : International Monetary Fund, 2011 ISBN 9781462311286
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edocfu_9958097295602883
    Format: 1 online resource (45 p.)
    ISBN: 1-4639-0191-7 , 1-4639-0044-9 , 1-283-56739-3 , 9786613879844 , 1-4639-0045-7
    Series Statement: IMF Working Papers
    Content: This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be achieved.
    Note: Description based upon print version of record. , Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Literature; A. Defaults Literature; B. Deposits Literature; III. The Rationale; IV. Empirical Analysis; A. Scope of the Analysis; B. Data and Definitions; 1. Banks' Defaults in the United States 2004-2010; 2. Asset Size of Defaulted and Nondefaulted Banks; 1. U.S. Banks Failures 2007-2009: Descriptive Statistics; 2. Paired Samples T-Test: Defaults and Non-Defaults; C. The Model; 3. Definition of Variables Used in the Main Model; D. Results; 4. Basic Determinants of Banks' Defaults , 5. Introducing Funding. The Impact of the Loan-to-Deposit Ratio on Banks' Defaults 6. Banks' Defaults. Does Deposit Composition Matter? Looking at Size, Contractual Maturity (Demand vs Time) and Brokered; E. Robustness; 7. Definition of Bank-Specific and Macroeconomic Variables Used in the Alternative Models; 8. Banks' Defaults. and Funding Relevance. Testing for Robustness to Alternative Macroeconomic Variables.; 9. Banks' Defaults. and Funding Relevance. Testing for Robustness to Alternative Bank-Specific Variables , 10. Testing for Robustness of Results to an Alternative Measure of Funding Mix.V. Conclusions; References; Footnotes , English
    Additional Edition: ISBN 1-4623-1128-8
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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  • 3
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    almafu_9958097295602883
    Format: 1 online resource (45 p.)
    ISBN: 1-4639-0191-7 , 1-4639-0044-9 , 1-283-56739-3 , 9786613879844 , 1-4639-0045-7
    Series Statement: IMF Working Papers
    Content: This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be achieved.
    Note: Description based upon print version of record. , Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Literature; A. Defaults Literature; B. Deposits Literature; III. The Rationale; IV. Empirical Analysis; A. Scope of the Analysis; B. Data and Definitions; 1. Banks' Defaults in the United States 2004-2010; 2. Asset Size of Defaulted and Nondefaulted Banks; 1. U.S. Banks Failures 2007-2009: Descriptive Statistics; 2. Paired Samples T-Test: Defaults and Non-Defaults; C. The Model; 3. Definition of Variables Used in the Main Model; D. Results; 4. Basic Determinants of Banks' Defaults , 5. Introducing Funding. The Impact of the Loan-to-Deposit Ratio on Banks' Defaults 6. Banks' Defaults. Does Deposit Composition Matter? Looking at Size, Contractual Maturity (Demand vs Time) and Brokered; E. Robustness; 7. Definition of Bank-Specific and Macroeconomic Variables Used in the Alternative Models; 8. Banks' Defaults. and Funding Relevance. Testing for Robustness to Alternative Macroeconomic Variables.; 9. Banks' Defaults. and Funding Relevance. Testing for Robustness to Alternative Bank-Specific Variables , 10. Testing for Robustness of Results to an Alternative Measure of Funding Mix.V. Conclusions; References; Footnotes , English
    Additional Edition: ISBN 1-4623-1128-8
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 4
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edoccha_9958097295602883
    Format: 1 online resource (45 p.)
    ISBN: 1-4639-0191-7 , 1-4639-0044-9 , 1-283-56739-3 , 9786613879844 , 1-4639-0045-7
    Series Statement: IMF Working Papers
    Content: This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be achieved.
    Note: Description based upon print version of record. , Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Literature; A. Defaults Literature; B. Deposits Literature; III. The Rationale; IV. Empirical Analysis; A. Scope of the Analysis; B. Data and Definitions; 1. Banks' Defaults in the United States 2004-2010; 2. Asset Size of Defaulted and Nondefaulted Banks; 1. U.S. Banks Failures 2007-2009: Descriptive Statistics; 2. Paired Samples T-Test: Defaults and Non-Defaults; C. The Model; 3. Definition of Variables Used in the Main Model; D. Results; 4. Basic Determinants of Banks' Defaults , 5. Introducing Funding. The Impact of the Loan-to-Deposit Ratio on Banks' Defaults 6. Banks' Defaults. Does Deposit Composition Matter? Looking at Size, Contractual Maturity (Demand vs Time) and Brokered; E. Robustness; 7. Definition of Bank-Specific and Macroeconomic Variables Used in the Alternative Models; 8. Banks' Defaults. and Funding Relevance. Testing for Robustness to Alternative Macroeconomic Variables.; 9. Banks' Defaults. and Funding Relevance. Testing for Robustness to Alternative Bank-Specific Variables , 10. Testing for Robustness of Results to an Alternative Measure of Funding Mix.V. Conclusions; References; Footnotes , English
    Additional Edition: ISBN 1-4623-1128-8
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
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