Why do banks default when asset quality is high?
Year of publication: |
2012
|
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Authors: | Kao, Lie Jane ; Wu, Po-cheng ; Chen, Tai-yuan |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 6.2012, 2, p. 83-96
|
Subject: | Asset-backed commercial paper (ABCP) | Repurchase agreements (REPO) | Rollover risk | Collateral assets fundamental | Market illiquidity | Structural default model | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Commercial Paper | Commercial paper | Repo-Geschäft | Repo transactions | Insolvenz | Insolvency | Kreditsicherung | Collateral | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | Finanzkrise | Financial crisis |
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