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Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP).

Avesani, Renzo G - 2006

Intro -- Contents -- I. INTRODUCTION -- II. THE BASIC MODEL SETTING -- III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES -- IV. INTRODUCING THE POISSON APPROXIMATION -- V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED -- VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT...

Persistent link: https://www.econbiz.de/10012690978

Financial intermediation, competition, and risk : a general equilibrium exposition

De Nicolò, Gianni; Lucchetta, Marcella - 2009

Persistent link: https://www.econbiz.de/10003883025

Financial Intermediation, Competition, and Risk

De Nicoló, Gianni - 2009

banks can extract market power rents. We show that more bank competition results in lower economy-wide risk, lower bank … allocation and optimal levels of bank risk and capitalization. These results are at variance with those obtained by a large …