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EU banks' margins and credit standards
2000
Persistent link: https://www.econbiz.de/10001563548
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The Janus-headed salvation : sovereign and bank credit risk premia during 2008-09
Ejsing, Jacob Wellendorph - 2009
financial institutions. In this paper, we put the joint response of euro area bank and sovereign CDS premia under the microscope …. We find that the bank rescue packages led to a clear structural break in these premia's comovement, which had been rather … to any further aggravation of the crisis. At the same time, the sensitivity of bank credit risk premia declined and …
Persistent link: https://www.econbiz.de/10003969276
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AQR adjustment to asset carrying values in ECB comprehensive assessment
In: Economic & financial modelling : a journal of the … 21 (2014) 4, pp. 153-198
Persistent link: https://www.econbiz.de/10010491052
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Credit risk transfer by EU banks : activities, risks and risk management
2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002216725
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Central bank reserves and sovereign wealth management
Berkelaar, Arjan B. (contributor);  … - Conference on Strategic Asset Allocation for Central … - 2010
"This book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher
Persistent link: https://www.econbiz.de/10003877327
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Main drivers of the ECB financial accounts and ECB financial strength over the first 11 years
Vergote, Olivier; Studener, Werner; Efthymiadis, Ioannis; … - 2010
Persistent link: https://www.econbiz.de/10011627119
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Main drivers of the ECB financial accounts and ECB financial strength over the first 11 years
Vergote, Olivier (contributor); Studener, Werner (contributor) - 2010
Persistent link: https://www.econbiz.de/10013439698
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The euro equity markets
2001
Persistent link: https://www.econbiz.de/10001645068
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The New Basel Capital Accord : comments of the European Central Bank
2001
Persistent link: https://www.econbiz.de/10001732405
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Availability of high-quality liquid assets and monetary policy operations : an analysis for the euro area
Grandia, Roel (ed.); Hänling, Petra (ed.);  … - Europäische Zentralbank - 2019
This paper provides an overview of supply and demand factors influencing the availability of euro-denominated debt instruments that qualify as high-quality liquid assets (HQLA) in the euro area. The paper estimates the supply of HQLA issued by the public and private sectors as well as the...
Persistent link: https://www.econbiz.de/10011976095