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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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Synthetic leverage and fund risk-taking
Fricke, Daniel - 2021
activities. For this purpose, I propose a novel measure of synthetic leverage, which can be estimated based on publicly available … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10012489580
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Synthetic leverage and fund risk-taking
Fricke, Daniel - 2021
activities. For this purpose, I propose a novel measure of synthetic leverage, which can be estimated based on publicly available … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10012622826
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Reconstructing and stress testing credit networks
Ramadiah, Amanah; Caccioli, Fabio; Fricke, Daniel - 2018
Financial networks are an important source of systemic risk, but often only partial network information is available. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network reconstruction methods in terms of their ability to...
Persistent link: https://www.econbiz.de/10011984867
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Generalists and Specialists in the Credit Market
Fricke, Daniel - 2018
shocks compared to specialists. In fact, high leverage levels can undo the benefits of diversification …
Persistent link: https://www.econbiz.de/10012936349
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Reconstructing and Stress Testing Credit Networks
Ramadiah, Amanah; Caccioli, Fabio; Fricke, Daniel - 2021
Financial networks are an important source of systemic risk, but often only partial network information is available. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network reconstruction methods in terms of their ability to...
Persistent link: https://www.econbiz.de/10013315071
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Reconstructing and stress testing credit networks
Ramadiah, Amanah; Caccioli, Fabio; Fricke, Daniel - 2018
Financial networks are an important source of systemic risk, but often only partial network information is available. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network reconstruction methods in terms of their ability to...
Persistent link: https://www.econbiz.de/10011978815
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Synthetic leverage and fund risk-taking
Fricke, Daniel - 2021
activities. For this purpose, I propose a novel measure of synthetic leverage, which can be estimated based on publicly available … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10012490467
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Synthetic leverage and fund risk-taking
Fricke, Daniel - 2021
activities. For this purpose, I propose a novel measure of synthetic leverage, which can be estimated based on publicly available … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10012653463
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Synthetic Leverage and Fund Risk-Taking
Fricke, Daniel - 2021
activities. For this purpose, I propose a novel measure of synthetic leverage, which can be estimated based on publicly available … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …
Persistent link: https://www.econbiz.de/10013233933