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Search: subject:"Contingent claims analysis"
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contingent claims analysis
20
Contingent claims analysis
15
Optionspreistheorie
14
Option pricing theory
13
Contingent Claims Analysis
8
Systemic risk
7
Real options
6
Systemrisiko
6
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5
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Saldías, Martín
6
Kyriakopoulos, Constantinos
4
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2
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2
Bastien, Josée
2
Brière, Marie
2
Castrén, Olli
2
Ferrarini, Benno
2
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2
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2
Gu, Jenny
2
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2
Kavonius, Ilja Kristian
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Keles, Gursu
2
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2
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2
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Tandja M., Charli D.
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1
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1
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1
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1
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1
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1
Chen, Louisa
1
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1
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1
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1
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VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
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ECONIS (ZBW)
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2
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1
Importance of the
contingent
claims
analysis
in detecting banking risks: Evidence from the Greek bank crisis
Kyriakopoulos, Constantinos
;
Koulis, Alexandros
; …
- In:
Journal of Central Banking Theory and Practice
12
(
2023
)
2
,
pp. 63-82
In this paper we apply the
Contingent
Claims
Analysis
(CCA) to the banking sector in Greece with a particular focus on …
Persistent link: https://www.econbiz.de/10014558383
Saved in:
2
Importance of the
contingent
claims
analysis
in detecting banking risks : evidence from the Greek bank crisis
Kyriakopoulos, Constantinos
;
Koulis, Alexandros
; …
- In:
Journal of central banking theory and practice
12
(
2023
)
2
,
pp. 63-82
In this paper we apply the
Contingent
Claims
Analysis
(CCA) to the banking sector in Greece with a particular focus on …
Persistent link: https://www.econbiz.de/10014316650
Saved in:
3
Measuring sovereign credit risk of the EU countries
Siuda, Vojtěch
;
Szabo, Milan
- In:
Journal of Central Banking Theory and Practice
10
(
2021
)
3
,
pp. 169-192
contingent
claims
analysis
that is based on the Merton's Credit Risk Model and the Black-Scholes option pricing techniques. The …
Persistent link: https://www.econbiz.de/10014558450
Saved in:
4
Measuring sovereign credit risk of the EU countries
Siuda, Vojtěch
;
Szabo, Milan
- In:
Journal of central banking theory and practice
10
(
2021
)
3
,
pp. 169-192
contingent
claims
analysis
that is based on the Merton's Credit Risk Model and the Black-Scholes option pricing techniques. The …
Persistent link: https://www.econbiz.de/10012650932
Saved in:
5
A comprehensive approach for calculating banking sector risks
Salleo, Carmelo
;
Grassi, Alberto
;
Kyriakopoulos, …
- In:
International Journal of Financial Studies
8
(
2020
)
4
,
pp. 1-21
metric shows that
Contingent
Claims
Analysis
underestimates banks risk in stable periods and overstates it during crisis …
Persistent link: https://www.econbiz.de/10013200316
Saved in:
6
Robert C. Merton and the science of finance
Bodie, Zvi
- In:
Annual review of financial economics
12
(
2020
),
pp. 19-38
Persistent link: https://www.econbiz.de/10012404616
Saved in:
7
A comprehensive approach for calculating banking sector risks
Salleo, Carmelo
;
Grassi, Alberto
;
Kyriakopoulos, …
- In:
International Journal of Financial Studies : open …
8
(
2020
)
4/69
,
pp. 1-21
metric shows that
Contingent
Claims
Analysis
underestimates banks risk in stable periods and overstates it during crisis …
Persistent link: https://www.econbiz.de/10012321152
Saved in:
8
Bank funding costs and capital structure
Gimber, Andrew R
;
Rajan, Aniruddha
-
2019
Persistent link: https://www.econbiz.de/10012201129
Saved in:
9
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath
;
Jobst, Andreas A.
-
2019
Persistent link: https://www.econbiz.de/10012202397
Saved in:
10
Quantifying the vulnerabilities of China's corporate sector with contingent claims
Sun, Lixin
- In:
Journal of Asian economics
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803732
Saved in:
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