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Towards a Regulatory Agenda for Banking in Europe
Benink, Harald A.; Schmidt, Reinhard H. - 2000
regulation continues to be narrowly defined by national boundaries. The main players here are still national governments and … working in the field of banking and financial regulation might be in a position to make a contribution to the improvement of … regulation in the United States, and thus ultimately to the stability of the entire financial sector. This provided the impetus …
Persistent link: https://www.econbiz.de/10005840292
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DIE INTERNATIONALE FINANZKRISE:URSACHEN, TREIBER, VERÄNDERUNGSBEDARF UNDREFORMANSÄTZE
Rudolph, Bernd - Universität <München> / Fakultät für Betriebswirtschaft - 2009
Der vorliegende Beitrag beschäftigt sich mit der Aufarbeitung der Hintergründe der Subprime-Krisesowie der nachfolgenden internationalen Banken- und Finanzkrisen. Auf dieser Basis werden Vorschlägediskutiert, wie die erkannten Schwachstellen im Finanzsystem repariert bzw. behoben...
Persistent link: https://www.econbiz.de/10009418807
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Ten propositions about liquidity crises
Borio, Claudio E. V. - Bank for International Settlements / Monetary and … - 2009
What are liquidity crises? And what can be done to address them? This short paper brings together some personal reflections on this issue, largely based on previous work. In the process, it questions a number of commonly held beliefs that have become part of the conventional wisdom. The paper is...
Persistent link: https://www.econbiz.de/10009138459
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Zentrale Gegenparteien für denaußerbörslichen Derivatehandel in der Praxis
Neuner, Stefan; Schäfer, Klaus - Universität <Bayreuth> / Lehrstuhl BWL I: … - 2011
diesembisher weitgehend unregulierten Marktsegment durch den vermehrten Einsatz zentralerGegenparteien (Central Clearing … and several vendors have already placed their platforms. Primarily oneprovider processes the clearing volume on this …
Persistent link: https://www.econbiz.de/10009360814
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DER INTERNAL CAPITAL ADEQUACY ASSESSMENT PROCESSALS REGULATORISCHER TREIBER EINES AKTIVENKREDITPORTFOLIOMANAGEMENTS
Gann, Philipp - Universität <München> / Fakultät für Betriebswirtschaft - 2008
Vorliegende Arbeit sucht die Ursachen des Wandels der traditionellen Geschäftsstrategie vonKreditinstituten zu einem aktiven Steuerungsansatz unter dem Gesichtspunkt des Einflussesaufsichtsrechtlicher Anforderungen genauer zu analysieren. Es wird gezeigt, dass nicht nurökonomische Faktoren,...
Persistent link: https://www.econbiz.de/10009418814
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Transparency through FinancialClaims with Fingerprints –A Free Market Mechanismfor Preventing MortgageSecuritization Induced FinancialCrises
Gründl, Helmut; Post, Thomas - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009
Lack of transparency in securitization transactions significantly contributed to thesevere financial crisis of 2007–2009. To increase transparency we—based on arecent idea by Markowitz (2009)—propose an incentive compatible mechanismfor future securitization transactions: financial claims...
Persistent link: https://www.econbiz.de/10008939784
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Monetary policy and bank distress:an integrated micro-macro approach
de Graeve, Ferre; Kick, Thomas; Koetter, Michael - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
Evidence on the interdependency between monetary policy and the state of thebanking system is scarce. We suggest an integrated micro-macro approach with twocore virtues. First, we measure the probability of bank distress directly at the banklevel. Second, we integrate a microeconomic hazard...
Persistent link: https://www.econbiz.de/10005866368
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Default recovery rates in credit risk modeling : A review of the literature and empirical evidence
Altman, Edward; Resti, Andrea; Sironi, Andrea - 2003
Evidence from many countries in recent years suggests that collateral values and recovery rates on corporate defaults can be volatile and, moreover, that they tend to go down just when the number of defaults goes up in economic downturns.(...)
Persistent link: https://www.econbiz.de/10005846813
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The link between default and recovery rates: Theory, empirical evidence and implications
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2003
This paper analyzes the association between aggregate default and recovery rates on credit assets, and seeks to empirically explain this critical relationship. We examine recovery rates on corporate bond defaults, over the period 1982-2002.(...)
Persistent link: https://www.econbiz.de/10005846818
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The link between default and recovery rates: Implications for credit risk models and procyclicality
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2002
This paper analyzes the impact of various assumptions about the association between aggregate default probabilities and the loss given default on bank loans and corporate bonds, and seeks to empirically explain this critical relationship.(...)
Persistent link: https://www.econbiz.de/10005846825