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Prinzipien gelenkt, wie in Zukunft das Risikomanagement, die interne Banksteuerung und die Bankenaufsicht reformiert und auf die … Finanzkrise vorgeschlagen oder bereits politisch umgesetzt worden sind. …
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Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world …
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has a particularly pronounced effect on German dealer banks. -- Systemic Risk ; CDS Spreads ; Contagion ; OTC Dealer …
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We analyze the reaction of stock returns and CDS spreads of banks from Europe and the United States to four major regulatory reforms in the aftermath of the subprime crisis, employing an event study analysis. In contrast to the public perception that nothing has happened, we find that financial...
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securities with the highest yield and lowest collateral quality among ABS with the same regulatory risk weight. This ABS …
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If regulation fails to differentiate between priced and idiosyncratic risk, it incentivizes investors to reach for … conditionally on rating-implied regulatory risk weights. ABS investments of constrained banks tend to perform worse ex post in terms …
Persistent link: https://www.econbiz.de/10011293796
We analyze securities trading by banks during the crisis and the associated spillovers to the supply of credit. We use a proprietary dataset that has the investments of banks at the security level for 2005-2012 in conjunction with the credit register from Germany. We find that - during the...
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