Bank risk dynamics where assets are risky debt claims
Year of publication: |
January 2017
|
---|---|
Authors: | Peleg-Lazar, Sharon ; Raviv, Alon |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 23.2017, 1, p. 3-31
|
Subject: | risk taking | asset risk | financial institutions | stress test | leverage | Bankrisiko | Bank risk | Risikomanagement | Risk management | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikopräferenz | Risk attitude | Stresstest | Stress test |
-
Banks' risk taking and creditors' bargaining power
Heller, Yuval, (2022)
-
A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval, (2019)
-
On a quest for robustness : about model risk, randomness and discretion in credit risk stress tests
Siemsen, Thomas, (2018)
- More ...
-
Designing bankers' pay : using contingent capital to reduce risk-shifting incentives
Hilscher, Jens, (2022)
-
A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval, (2019)
-
Banks' risk taking and creditors' bargaining power
Heller, Yuval, (2022)
- More ...