This master’s paper provides the names of the risks which influence the performance of commercial banks. In this paper … Lithuanian and foreign authors. The analysis of the main performance indicators of Lithuanian commercial banks is represented in … often named as the main source of the credit’s risk. The diversification of Lithuanian commercial banks’ loans portfolios is …

riesgo, mientras que la liquidez no afecta de manera significativa al riesgo ; Using international listed banks from the … measure, namely the volatility of banks’ stock returns. We also examine the effect of government support during the financial … with securities trading and a negative association with capital. Banks’ chosen liquidity is unimportant for this measure of …

) unconventional monetary policies since 2011 for euro area banks’ holdings of loans, government securities and cash deposited in … central banks. The three ECB policies are longer-term refinancing operations (LTROs), the asset purchase programmes and the …

Diese Dissertation besteht aus drei eigenständigen theoretischen Aufsätzen, in denen das Kreditrisiko von Firmen, die …

, that was motivated by the US mortgage market crisis. Banks' lending standards have been criticized to have contributed to … Verbriefungstransaktionen sind sogenannte collateralized debt obligations, kurz CDOs, die sich auf das Kreditrisiko von Portfolios bestehend aus …

This thesis aims at analyzing the impact of model specification on credit rating models as used by banks to forecast …