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Der Mittelstand in der Corona-Krise: Solide Eigenkapitalbasis wirkt stabilisierend
Röhl, Klaus-Heiner - 2020
Aufgrund der stark binnenwirtschaftlichen Ausrichtung der Lockdown-Maßnahmen gegen die Corona-Pandemie sind in weit stärkerem Maße als in der Finanz- und Wirtschaftskrise vor einem Jahrzehnt auch mittelständische Unternehmen bis hin zu Kleinstbetrieben betroffen. Zudem lei-det der...
Persistent link: https://www.econbiz.de/10012222250
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2011
We propose the systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we define the...
Persistent link: https://www.econbiz.de/10010281566
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2012
We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we...
Persistent link: https://www.econbiz.de/10010318787
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How do banks adjust their capital ratios? Evidence from Germany
Memmel, Christoph; Raupach, Peter - 2007
subset of large German banks, we estimate the target level and the adjustment speed of the capital ratio for each bank …
Persistent link: https://www.econbiz.de/10010295925
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How Do Banks Determine Capital? Empirical Evidence for Germany
Weber, Martin; Kleff, Volker - 2003
previous empirical literature hold for the special German banking sector with its three characteristic banking groups of … German banking groups. …
Persistent link: https://www.econbiz.de/10010297333
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Do inflation and high taxes increase bank leverage?
Hortlund, Per - 2005
Does the combination of inflation and high corporate taxes explain the increase in bank leverage in the 20th century …? Inflation automatically increases bank debt, while high corporate taxes hinder capital accumulation. Capital ratios therefore … Swedish bank data 1870-2001. Bank capital ratios dropped when inflation and corporate tax rates were high, during WWI and in …
Persistent link: https://www.econbiz.de/10010281190
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BankCaR (Bank Capital-at-Risk): A credit risk model for US commercial bank charge-offs
Frye, Jon; Pelz, Eduard - 2008
BankCaR is a credit risk model that forecasts the distribution of a commercial bank's charge-offs. The distribution … depends only on systematic factors; BankCaR takes each bank and projects its expected charge-off across a distribution of good … years and bad years. Since most bank failures occur in bad years, this analysis has promise for both banks and bank …
Persistent link: https://www.econbiz.de/10010292167
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Why do borrowers pledge collateral? New empirical evidence on the role of asymmetric information
Berger, Allen N.; Espinosa-Vega, Marco A.; Frame, W. Scott - 2007
An important theoretical literature motivates collateral as a mechanism that mitigates adverse selection, credit rationing, and other inefficiencies that arise when borrowers hold ex ante private information. There is no clear empirical evidence regarding the central implication of this...
Persistent link: https://www.econbiz.de/10010292292
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Auswirkungen des Basel II Akkords auf österreichisches KMU
Heimer, Thomas; Köhler, Thomas - 2004
The paper discusses the impact of the Basel II Accord on the financing of small and medium size enterprises (SME) in Austria. Although the Basel II Accord has not been established yet, the study tries to evaluate the expected impact of the Basel II Accord on SMEs, on the bases of the current...
Persistent link: https://www.econbiz.de/10010298895
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Marktpreisrisiko-Reporting bei Nichtfinanzinstituten nach IFRS 7: empirische Befunde zum Einsatz von Value at Risk und Sensitivitätsanalysen bei kapitalmarktorientierten Unternehme...
Fürst, Benedikt; Henselmann, Klaus; Klein, Martin - 2009
The paper shows the ways of disclosing financial risks by IFRS 7 and certain types of sensitivity analysis. The different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for reporting are faced critically. Following, the manner of...
Persistent link: https://www.econbiz.de/10010299998