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to the Italian bank risk profile, both in terms of credit and liquidity risks. Design/methodology/approach – To test our … research hypotheses, we adopt ordered probit models, in which we regress the changes in credit risk and liquidity on a set of …’s liquidity position, our results show that securitization improves it both during the pre-crisis and the crisis years. Our …
Persistent link: https://www.econbiz.de/10014902011
improves with liquidity. For non-financial firms, sources of liquidity are twofold: internal, by keeping cash, and external … financial system differences by focusing on corporate liquidity.  … verfahrensorientiertes Bankenmodell und für ein ausstiegsorientiertes Finanzsystem ist. Die Datenanalyse stützt die Sichtweise, daß der …
Persistent link: https://www.econbiz.de/10014608861
Purpose – The purpose of this paper is to assess and compare the forecast ability of existing credit risk models, answering three questions: Can these methods adequately predict default events? Are there dominant methods? Is it safer to rely on a mix of methodologies?...
Persistent link: https://www.econbiz.de/10014902041
risk and liquidity factors impact on issue spreads. Findings – Prior to March 2008, issue spreads are higher when issuers …
Persistent link: https://www.econbiz.de/10014968870
improvements can be made in relation to liquidity, leverage, loan to deposit, asset quality and capital ratios. Design … banks and the database “Factiva” and the Financial Times . The data contains liquidity, debt, capital, asset quality and …
Persistent link: https://www.econbiz.de/10014870836
trading strategies based on the underlying liquidity and volatility of hospitality REITs as compared traditional REITs and the … broader market. Design/methodology/approach The paper uses established microstructure measures for liquidity, trading volumes … liquidity measures post-crisis. The results of the study highlight the differences in trading volumes, liquidity and risk …
Persistent link: https://www.econbiz.de/10014898967
performance of real estate companies in the UAE. There is a significant fall in the liquidity, profitability, leverage and …
Persistent link: https://www.econbiz.de/10014745437
Abstract Der Beitrag analysiert die Hintergründe und Ursachen der weltweiten Finanzkrise und kommt zu dem Ergebnis …
Persistent link: https://www.econbiz.de/10014586322
Zusammenfassung Dieser Beitrag liefert einen Uberblick über die Bedeutung asymmetrischer makroökonomischer Strukturen in den EWU Mitgliedsländern für die einheitliche Geldpolitik. Zunächst wird im Rahmen eines Modells illustriert, welche grundsätzliche Bedeutung asymmetrischen...
Persistent link: https://www.econbiz.de/10014608865
Purpose – This study aims to investigate the impact of outside financing (equity and debt financing) on the quality of financial reporting in Iran. Design/methodology/approach – Sample includes the companies listed on the Tehran Stock Exchange – 152 companies in a period of four years...
Persistent link: https://www.econbiz.de/10014838431