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Bank funding costs and solvency
Arnould, Guillaume; Pancaro, Cosimo; Żochowski, Dawid - 2020
Persistent link: https://www.econbiz.de/10012203053
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Bank funding costs and solvency
Arnould, Guillaume; Pancaro, Cosimo; Żochowski, Dawid - 2020
This paper investigates the relationship between bank funding costs and solvency for a large sample of euro area banks using two proprietary ECB datasets for both wholesale funding costs and deposit rates. In particular, the paper studies the relationship between bank solvency, on the one hand,...
Persistent link: https://www.econbiz.de/10012139725
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How do global banks scramble for liquidity? : evidence from the asset-backed commercial paper freeze of 2007
Acharya, Viral V.; Afonso, Gara; Kovner, Anna - 2013
Persistent link: https://www.econbiz.de/10009745638
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Banking in the international environment
Georgescu-Goloşoiu, Ligia - 2003
Persistent link: https://www.econbiz.de/10002112399
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On the lease rate, convenience yield and speculative effects in the gold futures market
Barone-Adesi, Giovanni; Geman, Hélyette; Theal, John - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 282-307
Persistent link: https://www.econbiz.de/10010476912
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Futures contracts in water leasing : an experimental analysis using basin characteristics of the Rio Grande, NM
Broadbent, Craig D.; Brookshire, David S.; Coursey, Don L. - In: Environmental & resource economics : the official … 68 (2017) 3, pp. 569-594
Persistent link: https://www.econbiz.de/10011803766
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Contingent convertible lease modeling and credit risk management
Triki, Ons; Abid, Fathi - In: Financial innovation : FIN 8 (2022), pp. 1-29
and compensate for the lessor's position. A leasing defaultable contract allows the lessor to obtain the rent that will be … recovered if the lessee defaults. A leasing convertible contract can be automatically converted into shares when certain default …'s value and leasing payments. A Defaultable-Convertible-Leasing contract with a payback option grants the lessor the right but …
Persistent link: https://www.econbiz.de/10013413113
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Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
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Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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Understanding the funding cost differences between global systemically important banks (G-SIBs) and non-G-SIBs in the USA
Araten, Michel; Turner, Christopher - In: Journal of risk management in financial institutions 6 (2012/13) 4, pp. 387-410
Persistent link: https://www.econbiz.de/10010227154