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Insuring Sovereign Debt Against Default.
Babbel, D.F. - World Bank Group - 1996
This World Bank Discussion Paper brings together two contributions on external debt issues. The first paper discusses the insurability of sovereign debt against default. The second paper reviews numerous studies that have been conducted over the years to identify the variables that could predict...
Persistent link: https://www.econbiz.de/10005669758
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Contagion at the interbank market with stochastic LGD
Memmel, Christoph; Sachs, Angelika; Stein, Ingrid - Deutsche Bundesbank - 2011
This paper investigates contagion at the German interbank market under the assumption of a stochastic loss given … tendency to trigger contagion: banks with strongly varying impact, banks whose impact is relatively constant, and banks with no …
Persistent link: https://www.econbiz.de/10009004688
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Contagion in the interbank market and its determinants
Memmel, Christoph; Sachs, Angelika - Deutsche Bundesbank - 2011
Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of … interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the …
Persistent link: https://www.econbiz.de/10010954917