Verfügbarkeit: Capital Structures and Portfolio Composition During Banking Crisis

Capital Structures and Portfolio Composition During Banking Crisis: Lessons from Argentina 1995

This paper constructs a theoretical framework that rationalizes banks' short- and long-run adjustment dynamics-in portfolio composition and in the capital structure-following a period of financial distress. The model captures stylized facts about banks' behavior following a shock to the ca...

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1. Verfasser:	Ramos, Alberto M. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1998
Schriftenreihe:	IMF Working Papers Working Paper No. 98/121
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper constructs a theoretical framework that rationalizes banks' short- and long-run adjustment dynamics-in portfolio composition and in the capital structure-following a period of financial distress. The model captures stylized facts about banks' behavior following a shock to the capital base-namely, the rush to liquidity and credit crunch. Bank panel data show that Argentine domestic retail banks underwent a period of adjustment of six quarters following the Mexican devaluation crisis, reducing their risk-exposure since, owing to bank capital scarcity, depositors became less prone to tolerate bank default risk. Foreign-owned banks suffered a milder shock and adjusted immediately
Beschreibung:	1 Online-Ressource (54 p)
ISBN:	1451854358 9781451854350

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spelling	Ramos, Alberto M. Verfasser aut Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995 Ramos, Alberto M Washington, D.C International Monetary Fund 1998 1 Online-Ressource (54 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 98/121 This paper constructs a theoretical framework that rationalizes banks' short- and long-run adjustment dynamics-in portfolio composition and in the capital structure-following a period of financial distress. The model captures stylized facts about banks' behavior following a shock to the capital base-namely, the rush to liquidity and credit crunch. Bank panel data show that Argentine domestic retail banks underwent a period of adjustment of six quarters following the Mexican devaluation crisis, reducing their risk-exposure since, owing to bank capital scarcity, depositors became less prone to tolerate bank default risk. Foreign-owned banks suffered a milder shock and adjusted immediately Online-Ausg http://elibrary.imf.org/view/IMF001/01103-9781451854350/01103-9781451854350/01103-9781451854350.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Ramos, Alberto M. Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995
title	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995
title_auth	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995
title_exact_search	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995
title_exact_search_txtP	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995
title_full	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995 Ramos, Alberto M
title_fullStr	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995 Ramos, Alberto M
title_full_unstemmed	Capital Structures and Portfolio Composition During Banking Crisis Lessons from Argentina 1995 Ramos, Alberto M
title_short	Capital Structures and Portfolio Composition During Banking Crisis
title_sort	capital structures and portfolio composition during banking crisis lessons from argentina 1995
title_sub	Lessons from Argentina 1995
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work_keys_str_mv	AT ramosalbertom capitalstructuresandportfoliocompositionduringbankingcrisislessonsfromargentina1995

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