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Bank Capitalization As a Signal

Bank Capitalization As a Signal »

Source: Bank Capitalization As a Signal

Volume/Issue: 2012/114

Series: IMF Working Papers

Author(s): Daniel Hardy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503357

Keywords: pro-cyclicality, signaling games, probability, equation, probability of default, present value,

The level of a bank‘s capitalization can effectively transmit information about its riskiness and therefore support market discipline, but asymmetry information may induce exaggerated or distortionary behavior: ban...

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System*

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System* »

Source: Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

Volume/Issue: 2012/124

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503531

Keywords: Dynamic provisions, procyclicality, simulation, Chile, banking, calibration, bank solvency, equation, statistics

Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business practices, an...

Bank Capitalization As a Signal

Bank Capitalization As a Signal »

Volume/Issue: 2012/114

Series: IMF Working Papers

Author(s): Daniel Hardy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

DOI: http://dx.doi.org/10.5089/9781475503357.001

ISBN: 9781475503357

Keywords: pro-cyclicality, signaling games, probability, equation, probability of default, present value,

The level of a bank‘s capitalization can effectively transmit information about its riskiness and therefore support market discipline, but asymmetry information may induce exaggerated or distortionary behavior: ban...

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System »

Volume/Issue: 2012/124

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

DOI: http://dx.doi.org/10.5089/9781475503531.001

ISBN: 9781475503531

Keywords: Dynamic provisions, procyclicality, simulation, Chile, banking, calibration, bank solvency, equation, statistics

Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business practices, an...