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Banking crises in transition countries : theory and empirical evidence : the case of Russia
Thießen, Ulrich - 2000
, daß die Förderung der Finanzintermediation Rußlands zwingend die Verbesserung der aufsichtsrechtlichen Regulierung und … identifizierten Kanäle des Beitrags der Finanzintermediation für das wirtschaftliche Wachstum, um so Ansatzpunkte zu finden, wie die … Finanzintermediation in Rußland eventuell gefördert werden kann. Diese Betrachtung ergibt jedoch kein neues Ergebnis, sondern lediglich …
Persistent link: https://www.econbiz.de/10011432619
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Banking crises in transition countries - theory and empirical evidence: the case of Russia
Thießen, Ulrich - 2000
, daß die Förderung der Finanzintermediation Rußlands zwingend die Verbesserung der aufsichtsrechtlichen Regulierung und … identifizierten Kanäle des Beitrags der Finanzintermediation für das wirtschaftliche Wachstum, um so Ansatzpunkte zu finden, wie die … Finanzintermediation in Rußland eventuell gefördert werden kann. Diese Betrachtung ergibt jedoch kein neues Ergebnis, sondern lediglich …
Persistent link: https://www.econbiz.de/10010276794
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Default probabilities and default correlations
Erlenmaier, Ulrich; Gersbach, Hans - 2001 - First Version: April 2000, This Version: October 2001
Starting from the Merton framework for firm defaults, we provide the analytics and robustness of the relationship between default correlations. We show that loans with higher default probabilities will not only have higher variances but also higher correlations between loans. As a consequence,...
Persistent link: https://www.econbiz.de/10010503718
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Mandatory retention rules and bank risk
Cheng, Yuteng - 2023 - Last updated: August 9, 2023
This paper studies, theoretically and empirically, the unintended consequences of mandatory retention rules in securitization. The Dodd-Frank Act and the EU Securitisation Regulation both impose a 5% mandatory retention requirement to motivate screening and monitoring. I first propose a novel...
Persistent link: https://www.econbiz.de/10013482589
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Financial market regulation in Germany under the special focus of capital requirements of financial institutions
Detzer, Daniel - 2014
This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...
Persistent link: https://www.econbiz.de/10010256881
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Model risk : an agency theoretic approach ; conference paper
Hakenes, Hendrik; Schlegel, Friederike - 2013
In the recent financial crisis, risk management tools have been proven inadequate. Model risk, a key component of bank risk, has shown its negative impact. It seems that risk models did not cover the included risks comprehensively and were not kept up-to-date by banks, and also rating agencies....
Persistent link: https://www.econbiz.de/10010339401
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High and low credit risk in SME portfolios : evidence from regulatory risk grade dissemination
Nokkala, Jan - In: International journal of business and economic sciences … 15 (2022) 2, pp. 25-34
Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME sector's funding is mainly supplied by financial institutions and SME sector is both diversified and large sector in both well developed and less developed economies. Specific...
Persistent link: https://www.econbiz.de/10013489519
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The dynamics of deposit insurance and the consumption trap
Gersbach, Hans; Wenzelburger, Jan - 2001
We investigate a banking system subject to repeated macroeconomic shocks and show that without deposit rate control, the banking system collapses with certainty. Any initial level of reserves will delay the collapse but not avoid it. Even without a banking collapse, the economy still converges...
Persistent link: https://www.econbiz.de/10011399268
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A macroprudential framework for the early detection of banking problems in emerging economies
Loser, Claudio M.; Kiguel, Miguel A.; Mermelstein, David - 2010
This paper develops an analytical framework that can be used to anticipate problems in the banking system and enable supervisors to take mitigating actions at an early stage. This paper has two components. First, it develops an early warning indicator that is intended to capture a number of the...
Persistent link: https://www.econbiz.de/10011283443
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Capital charges under Basel II : corporate credit risk modelling and the macro economy
Carling, Kenneth; Jacobson, Tor; Lindé, Jesper; … - 2002
The Internal Ratings Based (IRB) approach for capital determination is one of the cornerstones in the proposed revision of the Basel Committee rules for bank regulation. We evaluate the IRB approach using historical business loan portfolio data from a major Swedish bank for the period 1994 to...
Persistent link: https://www.econbiz.de/10011584521