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Developments in risk-transfer instruments and risk management techniques in the last two decades have fundamentally … cooperative banks with higher ROEs. -- Asset-liability dependency ; maturity ; correlation analysis …
Persistent link: https://www.econbiz.de/10003891984
and should thus also be taken into account in risk assessment and when deriving risk-return profiles. In this paper, we … retrospective reduction of a feed-in tariff), thereby also taking into account energy price risk, resource risk, and inflation risk …
Persistent link: https://www.econbiz.de/10013003228
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The returns on bank stocks rise and fall with the business cycle, making bank equity financing cheaper in the boom and dearer during a recession. This provides support for prudential tools that give incentives for banks to build capital buffers at times when the cost of equity is lower. In...
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reaction of monetary policy. When everyone engages in maturity transformation, authorities have little choice but facilitating … correlate their risk exposures. Second, private borrowers may deliberately choose to increase their interest-rate sensitivity …
Persistent link: https://www.econbiz.de/10012463512
reaction of monetary policy. When everyone engages in maturity transformation, authorities have little choice but facilitating … correlate their risk exposures. Second, private borrowers may deliberately choose to increase their interest-rate sensitivity …
Persistent link: https://www.econbiz.de/10013158032
reaction of monetary policy. When everyone engages in maturity transformation, authorities haver little choice but facilitating … correlate their risk exposures. Second, private borrowers may deliberately choose to increase their interest-rate sensitivity …
Persistent link: https://www.econbiz.de/10013158408
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