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Does goodwill pressure drive business restructuring based on subsidiary disposal?

Xu, Jingjing; Huang, Haijie; Lee, Edward; Jirada Petaibanlue - In: International review of financial analysis 86 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248606

The stochastic-volatility American put option of banks' credit line commitments : valuation and policy implications

Chateau, Jean-Pierre D.; Dufresne, D. - In: International review of financial analysis 11 (2002) 2, pp. 159-181

Persistent link: https://www.econbiz.de/10001715955

Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments

Chateau, Jean-Pierre D. - In: International review of financial analysis 16 (2007) 5, pp. 412-433

Persistent link: https://www.econbiz.de/10003612960

Ratings-based credit risk modelling : an empirical analysis

Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - In: International review of financial analysis 16 (2007) 5, pp. 434-451

Persistent link: https://www.econbiz.de/10003612970

Marking-to-model credit and operational risks of loan commitments : a Basel-2 advanced internal ratings-based approach

Chateau, Jean-Pierre D. - In: International review of financial analysis 18 (2009) 5, pp. 260-270

Within a marking-to-model framework, this research computes the bank's capital charge for credit and operational risks of loan commitments at Basel-2 fixed audit date. This is done in three steps. The first one prices commitment credit risk as a Gram-Charlier put value and determines the...

Persistent link: https://www.econbiz.de/10003936604

Bail-in vs bail-out : Bank resolution and liability structure

Leanza, Luca; Sbuelz, Alessandro; Tarelli, Andrea - In: International review of financial analysis 73 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012803610

The real impact of ratings-based capital rules on the finance-growth nexus

Hasan, Iftekhar; Hassan, Gazi M.; Kim, Suk-Joong; Wu, Eliza - In: International review of financial analysis 73 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012803740

Basel-2 capital adequacy : computing the "fair" capital charge for loan commitment "true" credit risk

Chateau, Jean-Pierre D.; Wu, J. - In: International review of financial analysis 16 (2007) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10003407483

Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data

Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190

Persistent link: https://www.econbiz.de/10011741290

In good times and in bad : bank capital ratios and lending rates

Osborne, Matthew; Fuertes, Ana María; Milne, Alistair - In: International review of financial analysis 51 (2017), pp. 102-112

Persistent link: https://www.econbiz.de/10011868675