Showing 2,961 - 2,970 of 3,011
Andreas Dombret, Deutsche Bundesbank, stellt die Ergebnisse einer Umfrage zur Ertragslage und Widerstandsfähigkeit deutscher Kreditinstitute, die von der Deutschen Bundesbank und der Bundesanstalt für Finanzdienstleistungsaufsicht durchgeführt wurde, vor: Es zeigt sich, dass die Institute...
Persistent link: https://www.econbiz.de/10011795672
In this paper we stress-test credit portfolios of 28 German banks based on a Mertontype multi-factor credit risk model …
Persistent link: https://www.econbiz.de/10010298778
Persistent link: https://www.econbiz.de/10011485149
Persistent link: https://www.econbiz.de/10012793051
Persistent link: https://www.econbiz.de/10012258886
This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within the global banking system. Drawing on a unique dataset, the paper documents the degree of interconnectedness and systemic risk of the euro area banking system based on bilateral...
Persistent link: https://www.econbiz.de/10012102210
We develop a methodology to measure the capital shortfall of commercial banks in a market downturn, which we call …
Persistent link: https://www.econbiz.de/10011877252
Persistent link: https://www.econbiz.de/10011523083
Persistent link: https://www.econbiz.de/10011894109
Persistent link: https://www.econbiz.de/10012117745