Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework:
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| 100 | 1 | |a Sun, Tao |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework |c Sun, Tao |
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| 520 | 3 | |a This paper attempts to identify the indicators that can demonstrate the vulnerabilities in systemically important financial institutions. The paper finds that (i) indicators on leverage, liquidity, and business scope can help identify the differences between the intervened and non-intervened financial institutions during the subprime crisis; (ii) the expected default frequencies react positively to shocks to leverage, inflation, global financial stress, and global excess liquidity, and negatively to return on assets and equity prices; and (iii) leverage has been the most robust factor with a long-run causal effect on the expected default frequencies | |
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| id | DE-604.BV048346433 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:11Z |
| institution | BVB |
| isbn | 1455261408 9781455261406 |
| language | English |
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| oclc_num | 1337122418 |
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| physical | 1 Online-Ressource (39 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spellingShingle | Sun, Tao Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework |
| title | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework |
| title_auth | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework |
| title_exact_search | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework |
| title_full | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework Sun, Tao |
| title_fullStr | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework Sun, Tao |
| title_full_unstemmed | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework Sun, Tao |
| title_short | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework |
| title_sort | identifying vulnerabilities in systemically important financial institutions in a macro financial linkages framework |
| url | http://elibrary.imf.org/view/IMF001/11816-9781455261406/11816-9781455261406/11816-9781455261406.xml |
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