Showing 1 - 8 of 8
Purpose -The purpose of this paper is to model the components of credit risk in primary debt markets and evaluate changes in these factors in times of crisis. Design/methodology/approach - The authors use a unique dataset consisting of nearly 163,000 new loans and bond issues in the USA and...
Persistent link: https://www.econbiz.de/10011014321
Purpose – The purpose of this paper is to study the impact of cross-listing and cross-listing location on the terms of the private debt of firms not located in the USA. Specifically, the paper examines the empirical relationship between three syndicated loan terms (pricing, maturity and...
Persistent link: https://www.econbiz.de/10009249158
PPurpose – This paper seeks to identify factors potentially conditioning firms’ financial internationalization. Companies often internationalize their financial areas as part of their larger internationalization strategy. In other words, such an initiative is associated with the...
Persistent link: https://www.econbiz.de/10009319853
Purpose – The Basel II Accord requires that banks and other authorized deposit-taking institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure value-at-risk (VaR). The risk...
Persistent link: https://www.econbiz.de/10010675799
Purpose – The purpose of this paper is to study the impact of cross‐listing and cross‐listing location on the terms of the private debt of firms not located in the USA. Specifically, the paper examines the empirical relationship between three syndicated loan terms (pricing, maturity and...
Persistent link: https://www.econbiz.de/10014940056
Purpose – This paper seeks to identify factors potentially conditioning firms’ financial internationalization. Companies often internationalize their financial areas as part of their larger internationalization strategy. In other words, such an initiative is associated with the...
Persistent link: https://www.econbiz.de/10014940086
Purpose – The Basel II Accord requires that banks and other authorized deposit‐taking institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure value‐at‐risk (VaR). The...
Persistent link: https://www.econbiz.de/10014940207
Purpose – The purpose of this paper is to model the components of credit risk in primary debt markets and evaluate changes in these factors in times of crisis. Design/methodology/approach – The authors use a unique dataset consisting of nearly 163,000 new loans and bond issues in the USA and...
Persistent link: https://www.econbiz.de/10014940229