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Syndicated Loan Risk : The Effects of Covenants and Collateral

Ding, Jianglin Dennis; Pennacchi, George - 2021

collateral and various covenants on syndicated loan risk. It addresses firms’ self-selection of these contract terms by analyzing … how a loan’s collateral and covenants affect: 1) the difference between the loan’s credit rating and the senior, unsecured … loan’s credit spread. The results show that the rating agency and investors agree that a collateral requirement, a capital …

Persistent link: https://www.econbiz.de/10013231165

Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper

Pausch, Thilo - 2013 - First draft

The industrial organization approach to banking is extended to analyze the effects of interbank market activity and … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank … separating effect of interbank money markets and recreate endogenous risk aversion of banks. …

Persistent link: https://www.econbiz.de/10010344667

Interbank connections, bank risk and returns

Albinali, Abdulla Ahmed; Ghosh, Saibal - In: Review of Middle East economics and finance 18 (2022) 3, pp. 171-193

Persistent link: https://www.econbiz.de/10014292891

Dissecting Interbank Risk

Lafuente, Juan Angel - 2016

This paper analyses interbank risk using the information content of basis swap (BS) spreads, floating …

Persistent link: https://www.econbiz.de/10012981962

How Do Banks Determine Capital? Empirical Evidence for Germany

Weber, Martin; Kleff, Volker - 2003

This paper examines how capital is determined by German banks. We analyse whether the determinants found in the previous empirical literature hold for the special German banking sector with its three characteristic banking groups of savings banks, cooperative banks and other banks. On the basis...

Persistent link: https://www.econbiz.de/10010297333

The importance of qualitative risk assessment in banking supervision before and during the crisis

Kick, Thomas; Pfingsten, Andreas - 2011

Banking supervision requires regular inspection and assessment of financial institutions. In Germany this task is carried out by the central bank ('Deutsche Bundesbank, BBK') in cooperation with the Federal Financial Supervisory Authority ('Bundesanstalt für Finanzdienstleistungsaufsicht,...

Persistent link: https://www.econbiz.de/10010305993

Management of FX settlement risk in Hungary (Report II): Payments and securities settlements

Tanai, Eszter - 2008

[...] The objective of this study is to analyse - relying on 2006 data - FX settlement risk that may arise in the domestic banking system under its current operations, and to chart the changes which took place after 2000, covering improvements and, if necessary, formulating (new) recommendations...

Persistent link: https://www.econbiz.de/10010322397

On Risk, Leverage and Banks: Do highly Leveraged Banks take on Excessive Risk?

Koudstaal, Martin; van Wijnbergen, Sweder - 2012

This paper deals with the relation between excessive risk taking and capital structure in banks. Examining a quarterly dataset of U.S. banks between 1993 and 2010, we find that equity is valued higher when more risky portfolios are chosen when leverage is high, and that more risk taking has a...

Persistent link: https://www.econbiz.de/10010326471

Growth and earnings persistence in banking firms: a dynamic panel investigation

Shehzad, Choudhry Tanveer; de Haan, Jakob; Scholtens, Bert - 2009

This paper investigates (i) whether growth and profitability persist in banking firms, (ii) whether the level and volatility of growth and profitability are bank-size dependent, and (iii) the relationship between growth and profitability of a bank. Using a dynamic panel model estimated by GMM...

Persistent link: https://www.econbiz.de/10010274050

Die internationale Finanzkrise: Ursachen, Treiber, Veränderungsbedarf und Reformansätze

Rudolph, Bernd - 2009

Der vorliegende Beitrag beschäftigt sich mit der Aufarbeitung der Hintergründe der Subprime-Krise sowie der nachfolgenden internationalen Banken- und Finanzkrisen. Auf dieser Basis werden Vor-schläge diskutiert, wie die erkannten Schwachstellen im Finanzsystem repariert bzw. behoben werden...

Persistent link: https://www.econbiz.de/10010427768

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