Measuring off-balance-sheet leverage /
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| Author / Creator: | Breuer, Peter (Peter D.) |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, Research Dept., ©2000. |
| Description: | 1 online resource (36 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/00/202 IMF working paper ; WP/00/202. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497920 |
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| 050 | 4 | |a HG3810 |b .I44 v.2000 no.202 | |
| 100 | 1 | |a Breuer, Peter |q (Peter D.) |0 http://id.loc.gov/authorities/names/no99087555 | |
| 245 | 1 | 0 | |a Measuring off-balance-sheet leverage / |c Peter Breuer. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, Research Dept., |c ©2000. | ||
| 300 | |a 1 online resource (36 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/00/202 | |
| 504 | |a Includes bibliographical references (pages 35-36). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
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| 588 | 0 | |a Print version record. | |
| 520 | 8 | |a Annotation |b The simultaneous unwinding of leveraged positions can trigger financial market turbulence. Although balance-sheet measures of leverage are available, it is useful to construct a measure of leverage that incorporates both on- and off-balance-sheet activities. This paper provides measures of leverage implicit in derivative contracts by decomposing the contracts into cash market equivalent components. a leverage ratio can then be calculated for this replicating portfolio, which consists of own funds (equity) and borrowed funds equivalents (debt). Methods for aggregating leverage by institution and by markets are presented. the interaction between leverage and risk is discussed, and a modified capital adequacy ratio is calculated, which captures off-balance-sheet exposure. | |
| 546 | |a English. | ||
| 650 | 0 | |a Off balance sheet financing |x Econometric models. | |
| 650 | 0 | |a Derivative securities |x Econometric models. | |
| 650 | 0 | |a Financial leverage |x Econometric models. | |
| 650 | 6 | |a Poste hors bilan |x Finances |x Modèles économétriques. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Modèles économétriques. | |
| 650 | 6 | |a Effet de levier |x Modèles économétriques. | |
| 650 | 6 | |a Financement hors bilan |x Modèles économétriques. | |
| 650 | 7 | |a Derivative securities |x Econometric models. |2 fast |0 (OCoLC)fst00891022 | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. |0 http://id.loc.gov/authorities/names/n77001219 | |
| 776 | 0 | 8 | |i Print version: |a Breuer, Peter (Peter D.). |t Measuring off-balance-sheet leverage. |d [Washington, D.C.] : International Monetary Fund, Research Dept., ©2000 |w (OCoLC)45832797 |
| 830 | 0 | |a IMF working paper ; |v WP/00/202. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2000/202/001.2000.issue-202-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3810.I44 v.2000 no.202 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2000/202/001.2000.issue-202-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12141964 | ||