Narrow search
Showing 1 - 10 of 30
Cover Image
Financial intermediary leverage and value-at-risk
Adrian, Tobias; Shin, Hyun Song - 2008
We study a contracting model of leverage and balance sheet size for financial intermediaries that fund their activities through collateralized borrowing. Leverage and balance sheet size increase together when measured risks decrease. When the loss distribution is exponential, the behavior of...
Persistent link: https://www.econbiz.de/10010283543
Cover Image
Risk and liquidity in a system context
Shin, Hyun Song - In: Journal of financial intermediation 17 (2008) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10003756374
Cover Image
Financial intermediary leverage and value-at-risk
Adrian, Tobias (contributor); Shin, Hyun Song (contributor) - 2008
We study a contracting model of leverage and balance sheet size for financial intermediaries that fund their activities through collateralized borrowing. Leverage and balance sheet size increase together when measured risks decrease. When the loss distribution is exponential, the behavior of...
Persistent link: https://www.econbiz.de/10003781655
Cover Image
Risk and liquidity in a system context
Shin, Hyun Song - 2006
Persistent link: https://www.econbiz.de/10003376562
Cover Image
Financial intermediation and the post-crisis financial system
Shin, Hyun Song - 2010
Persistent link: https://www.econbiz.de/10008668343
Cover Image
Risk and liquidity
Shin, Hyun Song - 2010
Persistent link: https://www.econbiz.de/10003929101
Cover Image
Financial intermediation and the post-crisis financial system with implications for Korea
Shin, Hyun Song - In: Han gug gae bal yeon gu 32 (2010) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008796954
Cover Image
Non-core bank liabilities and financial vulnerability
Hahm, Joon-ho; Shin, Hyun Song; Shin, Kwanho - 2012
Persistent link: https://www.econbiz.de/10009658219
Cover Image
Procyclical leverage and value-at-risk
Adrian, Tobias; Shin, Hyun Song - In: The review of financial studies 27 (2014) 2, pp. 373-403
Persistent link: https://www.econbiz.de/10010357216
Cover Image
Sovereign yields and the risk-taking channel of currency appreciation
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun Song - 2016
Persistent link: https://www.econbiz.de/10011438454