Connected to whom? : International interbank borrowing during the global crisis /
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| Author / Creator: | Tintchev, Kalin. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2013. |
| Description: | 1 online resource (33 pages) |
| Language: | English |
| Series: | IMF working paper ; WP/13/14 IMF working paper ; WP/13/14. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12501481 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 No. 13/14eb | |
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| 100 | 1 | |a Tintchev, Kalin. |0 http://id.loc.gov/authorities/names/no2012009113 | |
| 245 | 1 | 0 | |a Connected to whom? : |b International interbank borrowing during the global crisis / |c prepared by Kalin Tintchev. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2013. | ||
| 300 | |a 1 online resource (33 pages) | ||
| 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/13/14 | |
| 500 | |a Title from PDF title page (IMF Web site, viewed Jan. 23, 2013). | ||
| 520 | |a The unprecedented collapse of international interbank borrowing was a prominent feature of the global financial crisis that started in August 2007. This paper focuses on the drivers of the retrenchment from 32 advanced and emerging banking systems. Using novel risk-weighted indexes the paper examines whether the banking systems' access to credit was related to their domestic financial soundness and exposure to distressed international counterparties. The empirical findings suggest that both domestic and international risk factors contributed to the decline in international interbank borrowing during the crisis. | ||
| 504 | |a Includes bibliographical references. | ||
| 500 | |a "Monetary and Capital Markets Department." | ||
| 500 | |a "January 2013." | ||
| 505 | 0 | |a Cover; Abstract; Content; I. Introduction; II. Related Literature; III. Cross-Border Counterparty Risk; Figures; 1. Common Creditor and Borrower Effects; IV. Empirical Model; 2. Balance Sheet Effects: Credit and Liquidity Shocks; V. The Variables; A. Credit Risk Index; B. Indirect Credit Risk Index; C. Liquidity Risk Index; D. Indirect Liquidity Risk Index; E. Macroeconomic Variables; VI. Data; VII. Stylized Facts; VIII. Empirical Findings; 3. International Interbank Borrowing, December 2005-September 2011; 4. Cumulative Change in International Borrowing, December 2007-September 2011; Tables. | |
| 505 | 8 | |a 1. Country Sample5. Banking System Expected Default Frequency; IX. Concluding Remarks; 2. International Interbank Borrowing: Mean-Comparison Tests; 3. Panel Data Analysis: Immediate Crisis Period; 4. Panel Data Analysis: Extended Period; Appendices; I. Variable Definitions and Data Sources; II. Data Caveats; 6. Cross-Border Counterparty Risk Indexes; III. Supplementary Figures and Tables; References. | |
| 650 | 0 | |a Banks and banking |x Econometric models. | |
| 650 | 0 | |a Banks and banking, International |x Econometric models. | |
| 650 | 0 | |a Credit |x Econometric models. | |
| 650 | 0 | |a Risk |x Econometric models. | |
| 650 | 0 | |a Financial crises |x Econometric models. | |
| 650 | 0 | |a Global Financial Crisis, 2008-2009. |0 http://id.loc.gov/authorities/subjects/sh2009003683 | |
| 650 | 6 | |a Banques internationales |x Modèles économétriques. | |
| 650 | 6 | |a Crédit |x Modèles économétriques. | |
| 650 | 6 | |a Risque |x Modèles économétriques. | |
| 650 | 6 | |a Crise financière mondiale, 2008-2009. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Banks & Banking. |2 bisacsh | |
| 650 | 7 | |a Banks and banking |x Econometric models. |2 fast |0 (OCoLC)fst00826918 | |
| 650 | 7 | |a Banks and banking, International |x Econometric models. |2 fast |0 (OCoLC)fst00827106 | |
| 650 | 7 | |a Credit |x Econometric models. |2 fast |0 (OCoLC)fst00882527 | |
| 650 | 7 | |a Financial crises |x Econometric models. |2 fast |0 (OCoLC)fst00924608 | |
| 650 | 7 | |a Risk |x Econometric models. |2 fast |0 (OCoLC)fst01098121 | |
| 647 | 7 | |a Global Financial Crisis |d (2008-2009) |2 fast |0 (OCoLC)fst01755654 | |
| 648 | 7 | |a 2008-2009 |2 fast | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department. |0 http://id.loc.gov/authorities/names/no2006113696 | |
| 830 | 0 | |a IMF working paper ; |v WP/13/14. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2013/014/001.2013.issue-014-en.xml |y INTERNATIONAL MONETARY FUND |
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