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Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests
Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10012607004
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The information content of stress test announcements
Guerrieri, Luca; Modugno, Michele - 2021
Persistent link: https://www.econbiz.de/10012438012
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The information content of stress test announcements
Guerrieri, Luca; Modugno, Michele - In: Journal of banking and finance 160 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015065725
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Accounting information and risk shifting with asymmetrically informed creditors
Baldenius, Tim; Deng, Mingcherng; Li, Jing - In: Journal of accounting and economics 77 (2024) 2/3, pp. 1-24
Persistent link: https://www.econbiz.de/10015048998
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Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
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Securitization, covered bonds and the risk taking behavior of european banks
Bottazzi, Laura; Arif, Ahmed; Pastorello, Sergio - 2022
Persistent link: https://www.econbiz.de/10013259993
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Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?
Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210
Persistent link: https://www.econbiz.de/10009301132
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The eurozone financial crisis : role of interdependencies between bank and sovereign risk
Barth, James R.; Prabha, Apanard; Yun, Greg - In: Journal of financial economic policy 4 (2012) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10009547141
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Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 722-732
Persistent link: https://www.econbiz.de/10010227893
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A simple method for measuring systemic risk using credit default swap market data
Suh, Sangwon; Jang, Inwon; Ahn, Misun - In: Journal of economic development 38 (2013) 4, pp. 75-100
Persistent link: https://www.econbiz.de/10010231840