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Wolfgang Stützels "bestandsökonoische Darstellung" und die neuere Finanzierungstheorie
Bitz, Michael - 2000
Persistent link: https://www.econbiz.de/10013409159
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Investor runs in wholesale funding markets : three essays
Thierfelder, Felix - 2014
Persistent link: https://www.econbiz.de/10010426637
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Credit risk transfer, real sector productivity, and financial deepening
Behr, Patrick (contributor); Lee, Samuel (contributor) - 2005
We derive the effects of credit risk transfer (CRT) markets on real sector productivity and on the volume of financial intermediation in a model where banks choose their optimal degree of CRT and monitoring. We find that CRT increases productivity in the up-market real sector but decreases it in...
Persistent link: https://www.econbiz.de/10002844073
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Moral hazard, collateral and liquidity
Acharya, Viral V. (contributor); Viswanathan, S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003638333
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Moral hazard, collateral and liquidity
Acharya, Viral V.; Viswanathan, S. - 2008
Persistent link: https://www.econbiz.de/10003640583
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Collateral, default penalties and almost finite-time solvency
Martins-da-Rocha, Victor Filipe (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003651341
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Relevance of risk capital and margining for the valuation of power plants : cash requirements for credit risk mitigation
Lang, Joachim; Madlener, Reinhard - 2010
Persistent link: https://www.econbiz.de/10003950410
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Liquidating illiquid collateral
Oehmke, Martin - In: Journal of economic theory 149 (2014), pp. 183-210
Persistent link: https://www.econbiz.de/10010258381
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Liquidating Illiquid Collateral
Oehmke, Martin - 2015
Defaults of financial institutions can cause large, disorderly liquidations of repo collateral. This paper analyzes the … dynamics of such liquidations. The model shows that (i) the equilibrium price of the collateral asset can overshoot; (ii) the …' by competing sellers of collateral; (iii) repo lenders should take into account creditor structure, strategic interaction …
Persistent link: https://www.econbiz.de/10013036180