Narrow search
Showing 1 - 10 of 2,198
Cover Image
The common drivers of default risk
Memmel, Christoph; Gündüz, Yalin; Raupach, Peter - In: Journal of Financial Stability 16 (2015) C, pp. 232-247
, and the state of the global economy, the loans’ maturity structure is identified as an additional driver of the bank …-wide loss rates in the credit portfolio. (ii) The nationwide loss rate has the largest impact, followed by the maturity …
Persistent link: https://www.econbiz.de/10011208764
Cover Image
ВЛИЯНИЕ ВРЕМЕННОЙ СТРУКТУРЫ ПОРТФЕЛЯ НА ПОКАЗАТЕЛИ МИНИМАЛЬНОГО ОБЪЕМА ЭКОНОМИЧЕСКОГО КАПИТАЛА КОММЕРЧЕСКИХ БАНКОВ И ВЕРОЯТНОСТИ ДЕФОЛТА ЗАЕМЩИКОВ...
ПОМАЗАНОВ МИХАИЛ ВЯЧЕСЛАВОВИЧ.; … - In: Вестник Южно-Уральского … 7 (2013) 3, pp. 6-12
Статья посвящена проблемам определения адекватной величины экономического капитала, необходимого для создания резервов в банковском секторе. Рассмотрены...
Persistent link: https://www.econbiz.de/10011247196
Cover Image
The At Issue Maturity of Corporate Bonds: The Influence of Credit Rating, Security Level, Duration and Macreoconomic Conditions
Bali, Geetajali; Skinner, Frank - Henley Business School, University of Reading - 2003
We examine the determinants of the at issue time to maturity of corporate bonds. We find evidence that corporations … partly determine the at issue maturity of bonds by responding to economic conditions. They also appear to immunize by … matching the maturity of assets with the at issue maturity of bonds regardless of credit quality. Finally, we find evidence …
Persistent link: https://www.econbiz.de/10005558303
Cover Image
The common drivers of default risk
Memmel, Christoph; Gündüz, Yalin; Raupach, Peter - Deutsche Bundesbank - 2012
regional factors, the loans' maturity structure is found to drive the bank-wide loss rates in the credit portfolio. (ii) The … nationwide loss rate has the most impact, followed by the maturity structure and the industry composition. (iii) For nationwide …
Persistent link: https://www.econbiz.de/10010984743
Cover Image
Probleme des Insolvenzplanverfahrens
Henselmann, Klaus; Gutbier, Manuel - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2010
The paper analyses options in case of insolvency. Although insolvency plans empirically are very successful, they are …
Persistent link: https://www.econbiz.de/10008479035
Cover Image
Cambodia; 2007 Article IV Consultation: Staff Report; Staff Supplement; and Public Information Notice on the Executive Board Discussion
International Monetary Fund (IMF); International … - 2007
This 2007 Article IV Consultation underlies that strong macroeconomic policies have enabled Cambodia to achieve impressive growth and make inroads into poverty. Supported by prudent fiscal and monetary policies that have strengthened the economy’s resilience to shocks, growth has averaged...
Persistent link: https://www.econbiz.de/10011244160
Cover Image
Bangladesh; Financial System Stability Assessment
International Monetary Fund (IMF); International … - 2010
This paper reports on Bangladesh’s Financial System Stability Assessment. Considerable progress has been made in strengthening the resilience of the country's financial sector. Total assets of the banking sector have increased twofold since 2003, and credit to the private sector has risen...
Persistent link: https://www.econbiz.de/10011245298
Cover Image
Republic of Latvia; Third Review Under the Stand-By Arrangement and Financing Assurances Review, Request for Rephasing of Purchases Under the Arrangement, and Request for Waiver of...
International Monetary Fund (IMF); International … - 2010
The labor market remains weak, disinflation has slowed, but falling wages are improving competitiveness. The weak economic environment is putting pressure on the banking sector. Financial conditions have deteriorated recently because of international financial market tensions. The Bank of Latvia...
Persistent link: https://www.econbiz.de/10011245352
Cover Image
Towards a Theory of the Credit-Risk Balance Sheet
Calafell, Josep Vallverdu; Lopez, Antonio David Somoza; … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2006
This article designs what it calls a Credit-Risk Balance Sheet (the risk being that of default by customers), a tool which, in principle, can contribute to revealing, controlling and managing the bad debt risk arising from a companys commercial credit, whose amount can represent a significant...
Persistent link: https://www.econbiz.de/10005022319
Cover Image
Republic of Korea; 2004 Article IV Consultation—Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion
International Monetary Fund (IMF); International … - 2005
This 2004 Article IV Consultation highlights that from 1999 to 2002, Korea’s economy grew rapidly, by an average of 7¼ percent per year. But starting in 2003, the economy has begun to sputter. Growth suddenly stopped in the first half of the year, leapt ahead in the second half as...
Persistent link: https://www.econbiz.de/10005252883