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This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …
Persistent link: https://www.econbiz.de/10009621630
Persistent link: https://www.econbiz.de/10010388854
on bank credit and as they represent the vast majority of the corporate sector reduced credit availability for those …-sized enterprises (SME). We measure the financing opportunities of SMEs based on the bank debt/assets ratio and the logarithmized credit … size and control both explicitly for bank mergers and for the increase in the average bank size in the course of the …
Persistent link: https://www.econbiz.de/10012989293
This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …
Persistent link: https://www.econbiz.de/10014395738