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Market perception of bank risk and securitization in Spain
Iglesias Casal, Ana; López Penabad, María Celia; … - In: Journal of business economics and management 17 (2016) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10011516815
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The effect of government ownership on bank profitability and risk : the Spanish experiment
Fernández Álvarez, Ana Isabel; Fonseca, Ana R.; … - In: Spain : economic, political and social issues, (pp. 9-29). 2009
Persistent link: https://www.econbiz.de/10008939484
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Planung in Ratingverfahren : die Berücksichtigung von Planungsaspekten in Kreditratingmodellen und Bonitätsanalysen
Krehl, Harald - In: Credit Analyst, (pp. 197 - 223). 2009
Persistent link: https://www.econbiz.de/10014561261
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Banks' sovereign exposures : in search of new rules
Baglioni, Angelo; Cefalà, Francesco - In: Journal of financial regulation 7 (2021) 1, pp. 100-148
Persistent link: https://www.econbiz.de/10012545858
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The effect of government ownership on bank profitability and risk : the Spanish experiment
Fernández Álvarez, Ana Isabel; Fonseca, Ana Rosa; … - In: International finance and monetary policy, (pp. 209-228). 2006
Persistent link: https://www.econbiz.de/10003459581
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Comparative analysis of operational risk approaches within Basel regulatory frame-work : case study of Spanish saving bank
Jimenez-Rodríguez, Enrique Jose; Feria-Domínguez, … - In: Journal of financial management and analysis : … 22 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003945433
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Comparative Analysis of Operational Risk Approaches within Basel Regulatory Frame-Work : Case Study of Spanish Saving Bank
Martin-Marin, Jose Luis - 2009
Standardised Approach (SA). As the former establishes a direct relationship between capital consumption and bank's gross accounting … applied. Based on the data provided by a Spanish Saving Bank which operates within the retail banking, our results confirm …
Persistent link: https://www.econbiz.de/10013155820
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How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja; Steinbacher, Matjaz - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks
Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015
We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
Persistent link: https://www.econbiz.de/10011308474
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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10010233376