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DEMATERIALISING CAPITAL IN FINANCIAL FIRMS: AN OPTION BASED APPROACH
Salvatore, Ciccarelli - EconWPA - 2004
Risk management is at present essential to the banking business mainly as a discipline geared to the protection of depositors with a strong capital support. But risk management yields other benefits, offering a well-grounded procedure to allocate capital and to price banking products. Value at...
Persistent link: https://www.econbiz.de/10005134794
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The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study
Roy, Patrick Van - EconWPA - 2005
inclusion of a variable measuring the role of market discipline in influencing bank capital and risk choices. All in all, the …
Persistent link: https://www.econbiz.de/10005134754
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CORPORATE CREDIT RISK MODELING: QUANTITATIVE RATING SYSTEM AND PROBABILITY OF DEFAULT ESTIMATION
Fernandes, João - EconWPA - 2005
The literature on corporate credit risk modeling for privately-held firms is scarce. Although firms with unlisted equity or debt represent a significant fraction of the corporate sector worldwide, research in this area has been hampered by the unavailability of public data. This study is an...
Persistent link: https://www.econbiz.de/10005413176
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Basel II's New Standardized Approach: Possible Effects of Implementation
Wyatt, Katherine - EconWPA - 2003
bank to 83% of minimum required capital for a specialty bank. In this paper, we present a breakdown of the effects of the …
Persistent link: https://www.econbiz.de/10005413198
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Simulation-based stress testing of banks’ regulatory capital adequacy
Peura, Samu; Jokivuolle, Esa - EconWPA - 2004
standard credit portfolio analysis in that we simulate actual bank capital and minimum capital requirements simultaneously …. Actual bank capital (absent mark- to-market accounting) is driven by bank income and default losses, whereas capital … capital buffers, given bank management’s specified confidence level for capital adequacy. We provide a tentative calibration …
Persistent link: https://www.econbiz.de/10005134940
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CASO SOROS
Rubio, Fernando - EconWPA - 2005
El caso analiza al inversor internacional George Soros y su entorno. Se pretende mostrar una serie de operaciones financieras que reflejen sus estrategias de inversión. Adicionalmente, se pretende que los alumnos asuman la figura del Administrador de un HEDGE FUND, especializado en inversiones...
Persistent link: https://www.econbiz.de/10005413075
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CASO ZURICH Y BSCH EN BOLIVIA
Rubio, Fernando - EconWPA - 2004
El caso analiza la hipotética compra por parte del Grupo español Santander Central Hispano de la AFP Futuro de Bolivia a su actual dueño Zurich Financial Services. Se pretende que los alumnos asuman la figura de un consultor financiero que debe dar respuestas concretas a cuatro cuestiones: la...
Persistent link: https://www.econbiz.de/10005413153
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VALUATION OF CALLABLE BONDS: THE SALOMON BROTHERS APROACH
Rubio, Fernando - EconWPA - 2005
This paper explain, analyze and apply in an example the original paper developed by Kopprasch, Boyce, Koenigsberg, Tatevossian, and Yampol (1987) from The Salomon Brothers Inc. Bond Portfolio Analysis Group. Please, be aware. This paper is for educational issues only. There is a Spanish version...
Persistent link: https://www.econbiz.de/10005413157
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CASO BANCO GALICIA Y BUENOS AIRES S.A.
Rubio, Fernando - EconWPA - 2004
El caso analiza las especiales circunstancias que vivió el Banco Galicia y Buenos Aires S.A. durante el “corralito” que afectó al sistema financiero argentino durante 2001. Adicionalmente, pretende que los alumnos asuman la figura del Presidente del Banco y de la Sociedad Controladora de...
Persistent link: https://www.econbiz.de/10005561673
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INDIAN VENTURE CAPITALISTS (VCs) INVESTMENT EVALUATION CRITERIA
Mishra, Asim - EconWPA - 2005
The Venture capital (VC) industry in India is of recent origin. However, the average investment value of each deal in India have grown from $3.85 million in 2000 to $7.89 million in 2001.These developments together with the recent steps taken by government to promote venture capitalism in India...
Persistent link: https://www.econbiz.de/10005134795