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Credit Risk Transfer, Real Sector Productivity, and Financial Deepening

Behr, Patrick; Lee, Samuel - 2005

We derive the effects of credit risk transfer (CRT) markets on real sector productivity and on the volume of financial intermediation in a model where banks choose their optimal degree of CRT and monitoring. We find that CRT increases productivity in the up-market real sector but decreases it in...

Persistent link: https://www.econbiz.de/10010263314

A leverage ratio rule for capital adequacy

Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976

Persistent link: https://www.econbiz.de/10009708725

Financial constraints of private firms and bank lending behavior

Behr, Patrick; Norden, Lars; Noth, Felix - In: Journal of banking & finance 37 (2013) 9, pp. 3472-3485

Persistent link: https://www.econbiz.de/10010126386

The effect of information sharing between lenders on access to credit, cost of credit and loan performance : evidence from a credit registry introduction

Behr, Patrick; Sonnekalb, Simon - In: Journal of banking & finance 36 (2012) 11, pp. 3017-3032

Persistent link: https://www.econbiz.de/10009672994

Pricing derivatives on financial securities subject to credit risk

Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004

Persistent link: https://www.econbiz.de/10002432611

Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update

Jarrow, Robert A.; Deventer, Donald R. van - In: Credit risk models and management, (pp. 573-597). 2004

Persistent link: https://www.econbiz.de/10002433486

The intersection of market and credit risk

Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299

Persistent link: https://www.econbiz.de/10001432993

Did government regulations lead to inflated credit ratings?

Behr, Patrick; Kisgen, Darren J.; Taillard, Jérôme P. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1034-1054

Persistent link: https://www.econbiz.de/10011847126

The (un)intended effects of government bailouts : the impact of TARP on the interbank market and bank risk-taking

Behr, Patrick; Wang, Weichao - In: Journal of banking & finance 116 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012489214