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Bank lending and interest-rate derivatives
Zhao, Fang; Moser, James T. - In: International journal of financial research 8 (2017) 4, pp. 23-37
Persistent link: https://www.econbiz.de/10011781357
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Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009
Persistent link: https://www.econbiz.de/10003827094
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Management von Risikokonzentrationen : praxisorientierter Umgang mit neuen Anforderungen nach SREP und MaRisk
Bärmann, Tim; Batz, Christian; Bembom, Tobias - 2018 - 2. Auflage
Persistent link: https://www.econbiz.de/10011796769
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The effects of climate change-related risks on banks : a literature review
Bandt, Olivier de; Kuntz, Laura-Chloé; Pankratz, Nora; … - 2023
Persistent link: https://www.econbiz.de/10014448399
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Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe; Merrouche, Ouarda - 2015
disruptions in the FX swap market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
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Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe; Merrouche, Ouarda - 2015
Persistent link: https://www.econbiz.de/10011414476
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Bank Loan Renegotiation and Credit Default Swaps
Clark, Brian J. - 2020
Using Roberts (2015) loan-level data from 2000 to 2011, we find that the inception of CDS trading on reference firms' debt is associated with a decreased number and lower probability of amendments, restatements, and rollovers to existing lenders of bank loans. Reference firms are also less...
Persistent link: https://www.econbiz.de/10012853623
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Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin; Pachón, Ricardo; Pötz, Christian - In: Quantitative finance 21 (2021) 3, pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi; Chang, Chuen-Ping - In: International review of economics & finance : IREF 38 (2015), pp. 131-141
Persistent link: https://www.econbiz.de/10011572342
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Government capital injection, credit risk transfer, and bank performance during a financial crisis
Chang, Chuen-Ping; Chen, Shi - In: Economic modelling 53 (2016), pp. 477-486
Persistent link: https://www.econbiz.de/10011641089