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~isPartOf:"ECB Working Paper"
~subject:"Kreditrisiko"
~subject:"United Kingdom"
~type:"book"
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1
Subprime Consumer Credit Demand : Evidence From a Lender's Pricing Experiment
Alan, Sule
-
2011
We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is novel about our contribution is that we were given details of a randomized interest rate experiment conducted by the lender between October 2006 and...
Persistent link: https://www.econbiz.de/10013130142
Saved in:
2
Drift and Breaks in Labor Productivity
Benati, Luca
-
2007
- both per hour and per worker - in the United States, the Eurozone, the United Kingdom, Australia, and
Japan
over the post …
Persistent link: https://www.econbiz.de/10012777974
Saved in:
3
Sticky Information Phillips Curves : European Evidence
Döpke, Jörg
-
2008
professional forecasters from four major European economies. Our estimates imply that inflation expectations in France,
Germany
and …
Persistent link: https://www.econbiz.de/10012770725
Saved in:
4
Are Internet Prices Sticky?
Lunnemann, Patrick
;
Wintr, Ladislav
-
2021
,
Germany
, Italy, the UK and the US. The following results emerge from our analysis. First, and contrary to the recent findings …
Persistent link: https://www.econbiz.de/10013317571
Saved in:
5
An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio
;
Drehmann, Mathias
-
2009
Banks typically determine their capital levels by separately analysing credit and interest rate risk, but the interaction between the two is significant and potentially complex. We develop an integrated economic capital model for a banking book where all exposures are held to maturity. Our...
Persistent link: https://www.econbiz.de/10011605087
Saved in:
6
Clearing, Counterparty Risk and Aggregate Risk
Biais, Bruno
-
2012
We study the optimal design of clearing systems. We analyze how counterparty risk should be allocated, whether traders should be fully insured against that risk, and how moral hazard affects the optimal allocation of risk. The main advantage of centralized clearing, as opposed to no or...
Persistent link: https://www.econbiz.de/10013100399
Saved in:
7
Conditional and Joint Credit Risk
Lucas, Andre
-
2013
We propose an empirical framework to assess joint and conditional probabilities of credit events from CDS prices observed in the market. Our model is based on a dynamic skewed-t distribution that captures many salient features of CDS data, including skewed and heavy-tailed changes in the price...
Persistent link: https://www.econbiz.de/10013072036
Saved in:
8
Risk Characteristics of Covered Bonds : Monitoring Beyond Ratings
Grothe, Magdalena
-
2020
This paper proposes a set of indicators relevant for the risk characteristics of covered bonds, as based on granular publicly available transparency data. The indicators capture various aspects of cash flow risks related to the issuer, the cover pool and the payment structure. They offer unified...
Persistent link: https://www.econbiz.de/10012836662
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9
Stress Tests and Capital Requirement Disclosures : Do They Impact Banks’ Lending and Risk-Taking Decisions?
Konietschke, Paul
;
Ongena, Steven
;
Ponte Marques, Aurea
-
2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks’ lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013404671
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10
Banking system stability: a cross-Atlantic perspective
Hartmann, Philipp
;
Straetmans, Stefan
;
de Vries, Casper
-
2005
This paper derives indicators of the severity and structure of banking system risk from asymptotic interdependencies between banks’ equity prices. We use new tools available from multivariate extreme value theory to estimate individual banks’ exposure to each other (“contagion risk”) and...
Persistent link: https://www.econbiz.de/10011604573
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