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Five years after the Liikanen Report : what have we learned?
Götz, Martin; Krahnen, Jan Pieter; Tröger, Tobias - 2017
liabilities subject to bail-in. The combination of both components leads to a three-layer structure of bank capital: a bail …
Persistent link: https://www.econbiz.de/10011762942
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Risk transfer with CDOs
Krahnen, Jan Pieter (contributor);  … - 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through …
Persistent link: https://www.econbiz.de/10003768041
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Risk transfer with CDOs
Krahnen, Jan Pieter; Wilde, Christian - 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through …
Persistent link: https://www.econbiz.de/10010298398
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Risk transfer with CDOs
Krahnen, Jan Pieter; Wilde, Christian - 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through …
Persistent link: https://www.econbiz.de/10010269733
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The future of securitization
Franke, Günter; Krahnen, Jan Pieter - 2008
Securitization is a financial innovation that experiences a boom-bust cycle, as many other innovations before. This paper analyzes possible reasons for the breakdown of primary and secondary securitization markets, and argues that misaligned incentives along the value chain are the primary cause...
Persistent link: https://www.econbiz.de/10010303677
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The future of securitization
Franke, Günter; Krahnen, Jan Pieter - Center for Financial Studies - 2008
Securitization is a financial innovation that experiences a boom-bust cycle, as many other innovations before. This paper analyzes possible reasons for the breakdown of primary and secondary securitization markets, and argues that misaligned incentives along the value chain are the primary cause...
Persistent link: https://www.econbiz.de/10010986376
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What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB's supervisory response conclusive and exhaustive? : a critical ass...
Farina, Tatiana; Krahnen, Jan Pieter; Pelizzon, Loriana; … - 2019
academic literature on bank profitability do not provide support for the business model approach of supervisory guidance. We …
Persistent link: https://www.econbiz.de/10012182561
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Deposit insurance suitable for Europe : proposal for a three-stage deposit guarantee scheme with limited European liability
Krahnen, Jan Pieter - 2013
political reservations against a mutualization of the liability for bank deposits. The three-stage model for deposit insurance …
Persistent link: https://www.econbiz.de/10010472989
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Taking bail-in seriously : the looming risks for banking policy in the rescue of Monte Paschi di Siena
Götz, Martin; Krahnen, Jan Pieter; Tröger, Tobias - 2017
According to the Bank Recovery and Resolution Directive (BRRD), introduced as a lesson from the recent financial crisis …, the losses a failing bank incurred should generally be borne by its investors. Before a minimum bail-in has occurred … financial stability. This policy letter argues that in case of the Italian Bank Monte dei Paschi di Siena (MPS), which the …
Persistent link: https://www.econbiz.de/10011596844
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Risk transfer with CDOs
Krahnen, Jan Pieter (contributor);  … - 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through … CDO-investors. Our findings can be used to explain major stylized facts observed in credit markets. -- Modern bank …
Persistent link: https://www.econbiz.de/10003750079