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~person:"Härdle, Wolfgang"
~person:"Ongena, Steven"
~person:"Strahan, Philip E."
~subject:"Bank"
~subject:"Theory"
~type:"article"
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Härdle, Wolfgang
Ongena, Steven
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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ECONIS (ZBW)
147
USB Cologne (business full texts)
4
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
The demise of branch banking : technology, consolidation, bank fragility
Keil, Jan
;
Ongena, Steven
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451964
Saved in:
3
Leverage ratio, risk-based capital requirements, and risk-taking in the United Kingdom
Fatouh, Mahmoud
;
Giansante, Simone
;
Ongena, Steven
- In:
Financial markets, institutions & instruments
33
(
2024
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10014468733
Saved in:
4
Supranational rules, national discretion : increasing versus inflating regulatory bank capital?
Gropp, Reint
;
Mosk, Thomas
;
Ongena, Steven
;
Simac, Ines
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 830-862
Persistent link: https://www.econbiz.de/10014520127
Saved in:
5
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
6
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
Saved in:
7
Bank stress testing : public interest or regulatory capture?
Schneider, Thomas Ian
;
Strahan, Philip E.
;
Yang, Jun
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 423-467
Persistent link: https://www.econbiz.de/10014317887
Saved in:
8
Banks, non-banks, and the incorporation of local information in CMBS loan pricing
Eichholtz, Piet
;
Ongena, Steven
;
Simeth, Nagihan
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486640
Saved in:
9
Close competitors? : bilateral bank competition and spatial variation in firms' access to credit
Haas, Ralph de
;
Lu, Liping
;
Ongena, Steven
- In:
Journal of economic geography
23
(
2023
)
6
,
pp. 1237-1271
Persistent link: https://www.econbiz.de/10014444679
Saved in:
10
Deposit market power, funding stability and long-term credit
Li, Lei
;
Loutskina, Elena
;
Strahan, Philip E.
- In:
Journal of monetary economics
138
(
2023
),
pp. 14-30
Persistent link: https://www.econbiz.de/10014487366
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