Browse

You are looking at 1 - 8 of 8 items :

  • Real Estate - Mortgages x
  • Keywords: mortgage x
  • Keywords: banking x
Clear All
Bank Capital Adequacy in Australia

Bank Capital Adequacy in Australia »

Source: Bank Capital Adequacy in Australia

Volume/Issue: 2012/25

Series: IMF Working Papers

Author(s): Niamh Sheridan , and B. Jang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463932527

Keywords: Canada, Basel II, Basel III, loss given default, probability of default, stress tests, mortgages, residential mortgages, banking, mortgage

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital qualit...

Bank Capital Adequacy in Australia

Bank Capital Adequacy in Australia »

Volume/Issue: 2012/25

Series: IMF Working Papers

Author(s): Niamh Sheridan , and B. Jang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463932527.001

ISBN: 9781463932527

Keywords: Canada, Basel II, Basel III, loss given default, probability of default, stress tests, mortgages, residential mortgages, banking, mortgage

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital qualit...

New Zealand Bank Vulnerabilities in International Perspective

New Zealand Bank Vulnerabilities in International Perspective »

Volume/Issue: 2009/224

Series: IMF Working Papers

Author(s): Rodrigo Cubero , and Ray Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873719.001

ISBN: 9781451873719

Keywords: bank funding, bank asset quality, mortgages, mortgage, banking, probability of default, bank capital,

The global financial crisis is creating stress on banking systems across the world through funding and asset quality shocks. This paper combines different stress scenarios, as well as cross-country analysis, to ass...

New Zealand Banks' Vulnerabilities and  Capital Adequacy

New Zealand Banks' Vulnerabilities and Capital Adequacy »

Volume/Issue: 2013/7

Series: IMF Working Papers

Author(s): B. Jang , and Masahiko Kataoka

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2013

DOI: http://dx.doi.org/10.5089/9781475561371.001

ISBN: 9781475561371

Keywords: Basel II, loss given default, probability of default, mortgages, banking, mortgage, residential mortgages, General, Government Policy and Regulation,

The paper finds that, given New Zealand's conservative approach in implementing the Basel II framework, New Zealand banks' headline capital ratios underestimate their capital strength. A comparison with Canadian, U...

Securitization
			: Lessons Learned and the Road Ahead

Securitization : Lessons Learned and the Road Ahead »

Volume/Issue: 2013/255

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto , Bradley Jones , Peter Lindner , and Johannes Blankenheim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 December 2013

DOI: http://dx.doi.org/10.5089/9781475541946.001

ISBN: 9781475541946

Keywords: Finance, ntermediation, Bank, Mortgages, and Foreclosures, Institutional Investors, Investment Banking, Rating, Rating Agencies, Regulation

This paper examines the financial stability implications arising from securitization markets, with one eye on the past and another on the future. The paper begins by deriving a number of 'lessons learned' based on...

New Zealand Bank Vulnerabilities in International Perspective

New Zealand Bank Vulnerabilities in International Perspective »

Source: New Zealand Bank Vulnerabilities in International Perspective

Volume/Issue: 2009/224

Series: IMF Working Papers

Author(s): Rodrigo Cubero , and Ray Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873719

Keywords: bank funding, bank asset quality, mortgages, mortgage, banking, probability of default, bank capital,

The global financial crisis is creating stress on banking systems across the world through funding and asset quality shocks. This paper combines different stress scenarios, as well as cross-country analysis, to ass...

New Zealand Banks’ Vulnerabilities and  Capital Adequacy

New Zealand Banks’ Vulnerabilities and Capital Adequacy »

Source: New Zealand Banks' Vulnerabilities and Capital Adequacy

Volume/Issue: 2013/7

Series: IMF Working Papers

Author(s): B. Jang , and Masahiko Kataoka

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2013

ISBN: 9781475561371

Keywords: Basel II, loss given default, probability of default, mortgages, banking, mortgage, residential mortgages, General, Government Policy and Regulation,

The paper finds that, given New Zealand's conservative approach in implementing the Basel II framework, New Zealand banks' headline capital ratios underestimate their capital strength. A comparison with Canadian, U...

Securitization: Lessons Learned and the Road Ahead

Securitization: Lessons Learned and the Road Ahead »

Source: Securitization : Lessons Learned and the Road Ahead

Volume/Issue: 2013/255

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto , Bradley Jones , Peter Lindner , and Johannes Blankenheim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 December 2013

ISBN: 9781475541946

Keywords: Finance, ntermediation, Bank, Mortgages, and Foreclosures, Institutional Investors, Investment Banking, Rating, Rating Agencies, Regulation

This paper examines the financial stability implications arising from securitization markets, with one eye on the past and another on the future. The paper begins by deriving a number of 'lessons learned' based on...