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Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective

Lu, Yinqiu - 2006

Intro -- Contents -- I. INTRODUCTION -- II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS -- III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS -- IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES -- V. DATA AND EMPIRICAL FRAMEWORK -- VI. RESULTS -- VII. CONCLUSIONS -- REFERENCES.

Persistent link: https://www.econbiz.de/10012691162

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

Fund, International Monetary - 2012

This study finds that equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis have been driven mainly by weak growth prospects and heightened sovereign risk and to a lesser extent, by deteriorating funding conditions and investor sentiment....

Persistent link: https://www.econbiz.de/10012677547

Distress in European Banks

Poghosyan, Tigran - 2009

identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures … of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sou …

Persistent link: https://www.econbiz.de/10012677700

Regional Financial Spillovers Across Europe

Sgherri, Silvia - 2009

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of international spillovers following a historical slowdown in U.S. equity prices. The...

Persistent link: https://www.econbiz.de/10012677717

House Price Developments in Europe : A Comparison

Hilbers, Paul - 2008

House prices in Europe have shown diverging trends, and this paper seeks to explain these differences by analyzing …

Persistent link: https://www.econbiz.de/10014409059

Feeling Rich, Feeling Poor: Housing Wealth Effects and Consumption in Europe

Cevik, Serhan - 2023

Households across Europe are struggling with a double crisis-the worst inflation shock since the World War II and a … on 20 countries in Europe over the period 1980-2023, we analyze the dynamic relationship between inflation … first quarter of 2023 in Europe could dampen consumer spending by about -0.51 percentage points in real terms on a …

Persistent link: https://www.econbiz.de/10015058864

Reaching (Beyond) the Frontier: Energy Efficiency in Europe

Cevik, Serhan - 2023

absent a global green transition. Policymakers in Europe-and beyond-still have an opportunity both to achieve net zero …

Persistent link: https://www.econbiz.de/10015059064

Calibrating Macroprudential Policies in Europe Amid Rising Housing Market Vulnerability

Valderrama, Laura - 2023

Housing market developments are in the spotlight in Europe. Over-stretched valuations amid tightening financial …-related systemic risk in Europe, providing design solutions to avoid unintended consequences during a tightening phase, and navigating …

Persistent link: https://www.econbiz.de/10015059558

Regional Disparities in Europe

Balakrishnan, Ravi - 2022

pandemic might accelerate the automation of jobs across Europe, something which often happens following recessions. While …

Persistent link: https://www.econbiz.de/10015060090

Second-Round Effects of Oil Price Shocks -- Implications for Europe's Inflation Outlook

Baba, Chikako - 2022

characteristics of an economy. The effects have declined over time in Europe and been higher in emerging European economies than in …

Persistent link: https://www.econbiz.de/10015060129

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