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Debt, financial fragility, and systemic risk

Author: E P Davis
Publisher: Oxford : Clarendon Press ; New York : Oxford Univ. Press, ©1995.
Edition/Format:   eBook : Document : English : [Rev. and extended ed.]View all editions and formats
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A guide to the theory of how default and failure of individual financial institutions can turn into a crisis for a whole financial system. The theory is related to the experience of major countries  Read more...

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Davis, E.P. (E. Philip), 1957-
Debt, financial fragility, and systemic risk.
Oxford : Clarendon Press ; New York : Oxford Univ. Press, ©1995
(DLC) 95013723
(OCoLC)32272238
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: E P Davis
ISBN: 9780191521614 0191521612 0198233310 9780198233312 0198287526 9780198287520
OCLC Number: 344105657
Description: 1 online resource (xi, 393 pages) : illustrations
Contents: ""Contents""; ""List of Charts and Figures""; ""List of Tables""; ""Introduction""; ""1. DEBT""; ""(1) The Nature of the Debt Contract""; ""(2) Aspects of the Economics of Debt""; ""(3) Theories of Credit Rationing""; ""(4) Theories of Intermediation""; ""(5) Aspects of the Structure and Development of Financial Systems""; ""Summary""; ""Appendix: The Development of Financial Systems�a Long View""; ""2. FINANCIAL FRAGILITY IN THE CORPORATE SECTOR""; ""(1) Recent Trends in Corporate Sector Indebtedness""; ""(2) Theories of Corporate Debt""; ""(3) Costs of Bankruptcy"" ""(4) Explaining Relative Levels of Corporate Indebtedness""""(5) Explaining Divergences From Structural Patterns of Gearing""; ""(6) Company Sector Debt and Default""; ""Conclusions""; ""3. FINANCIAL FRAGILITY IN THE PERSONAL SECTOR""; ""(1) Recent Trends in Personal-Sector Indebtedness""; ""(2) Theoretical Considerations: the Household-Sector Demand for Credit""; ""(3) An Interpretation of Patterns of Indebtedness""; ""(4) Personal-Sector Debt and Default""; ""(5) Personal Debt, Saving, and Asset Prices""; ""Conclusions""; ""4. ECONOMIC EFFECTS OF FINANCIAL FRAGILITY"" ""(1) Effects on Other Companies""""(2) Effects on Public Expenditure""; ""(3) Effects on Economic Policy""; ""(4) Cyclical Effects on Saving and Investment""; ""(5) Effects Operating via the Financial System""; ""(6) Financial Fragility and Longterm Economic Performance""; ""(7) Volatility of Asset Prices""; ""(8) Bank Insolvency""; ""(9) Financial Fragility: a Case-study""; ""Conclusions""; ""Appendix: Public Debt and Financial Fragility""; ""5. THE ECONOMIC THEORY OF SYSTEMIC RISK""; ""(1) Bank Runs""; ""(2) Financial Regulation against Systemic Risk""; ""(3) Debt and Financial Fragility"" ""(4) The Monetarist Approach""""(5) Rational Expectations""; ""(6) Uncertainty""; ""(7) Credit Rationing""; ""(8) Asymmetric Information and Agency Costs""; ""(9) Dynamics of Dealer Markets""; ""Conclusions""; ""6. FINANCIAL INSTABILITY 1966�1990""; ""(1) Wholesale Market Structure and Dynamics""; ""(2) Six Episodes of Financial Instability""; ""(3) Price and Quantities in the Financial Markets 1966�90""; ""(4) A Comparative Empirical Analysis of the Periods of Instability""; ""(5) The Theory of Crises Viewed in the Light of Empirical Evidence""; ""Conclusions"" ""Appendix 1: Euromarkets during the 1987 Crash""""Appendix 2: Prediction of Systemic Risk: a Simple Econometric Test""; ""7. SYSTEMIC RISK AND FINANCIAL MARKET STRUCTURE""; ""(1) Theories of Financial Crisis""; ""(2) Recent Developments in Industrial Economics and their Application to Financial Markets""; ""(3) An Industrial Approach to Financial Instability""; ""(4) Structural Reasons for Overshooting""; ""(5) Financial Instability: a Re-examination""; ""(6) New Entry without Instability""; ""Conclusions""; ""Appendix: The Industrial Economics of the Primary Eurobond Market""
Responsibility: E. Philip Davis.

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`The book's findings are relevant to all advanced countries, and especially to the USA, Japan, Germany, France, UK and Canada whose experience is examined in detail.'Banking World

 
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