Narrow search
Showing 1 - 10 of 373
Cover Image
Banking for the Poor: Evidence from India
Burgess, Robin; Pande, Rohini; Wong, Grace - London School of Economics and Political Science - 2004
Indian states. In addition, the enforcement ofdirected bank lending requirements was associated with increased bankborrowing …
Persistent link: https://www.econbiz.de/10009248838
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Credit Portfolio Modelling, Marginal Risk Contributions, and Granularity Adjustment
Rau-Bredow, Hans - 2002
This paper first provides a simple but very general framework for credit portfolio modellingwhich is based on the distinction between systematic and unsystematic risk. Unsystematicor borrower-specific risk vanishes through diversification in a very large, infinitelyfine-grained portfolio. The...
Persistent link: https://www.econbiz.de/10005843044
Cover Image
The link between default and recovery rates: Implications for credit risk models and procyclicality
Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2002
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
Cover Image
A Critical Comment on the Planned Deposit InsuranceReform in Belarus
Minuk, Olga; Rossaro, Fabiana; Walther, Ursula - Universität <Bayreuth> / Lehrstuhl für … - 2006
The transformation of private savers’ funds into business loans – the very essential function ofbanking intermediation - is weak in Belarus compared to other Eastern European economies.High concentration, governmental interference, an inconsistent regulation and a difficultbusiness environment...
Persistent link: https://www.econbiz.de/10005858572
Cover Image
Bank Risk Management and the Franchise Value
Bauer, Wolfgang; Ryser, Marc - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003
We analyze optimal risk management strategies for a regulatory restricted bank financed with deposits and equity in an … infinite horizonmodel. The bank has a positive franchise value from rents coming from deposit related services (liquidity … franchise value and the liquidation costs in case of a bank run give the bank a motivation for risk management. The franchise …
Persistent link: https://www.econbiz.de/10005859100
Cover Image
Fear of fire sales and the credit freeze
Diamond, Douglas W.; Rajan, Raghuram Govind - Bank für Internationalen Zahlungsausgleich <Basel> - 2010
taking bad assets off bank balance sheets, or can one wait till the crisis is over? We argue that an “overhang” of impaired …
Persistent link: https://www.econbiz.de/10005870915