Narrow search
Showing 1 - 10 of 17,715
Cover Image
Market Risk Disclosure in Banking : An Empirical Analysis on Four Global Systemically Important European Banks
Scannella, Enzo - 2018
Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We propose a hybrid methodology to assess whether or not...
Persistent link: https://www.econbiz.de/10012934301
Cover Image
Credit contagion between financial systems
Podlich, Natalia; Wedow, Michael - 2011
We examine contagion from a number of financial systems to the German financial system using the information content of CDS prices in a GARCH model. After controlling for common factors which may cause comovement in security prices, we find evidence for contagion from the US and European...
Persistent link: https://www.econbiz.de/10009529228
Cover Image
Assessing systemic risk : an analysis of the German banking sector
Rotermund, Sophie-Dorothee - 2019
This paper examines the impact of bank heterogeneity on the assessment of systemic risk in the context of the German …' heterogeneity and to signal systemic risk reliably regardless of different bank types’ individual characteristics. For the … assessment, currently employed systemic risk indicators are applied to bank-type-specific data for six different bank types from …
Persistent link: https://www.econbiz.de/10012117773
Cover Image
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 Vorschläge diskutiert, wie die erkannten Schwachstellen im Finanzsystem repariert bzw. behoben werden...
Persistent link: https://www.econbiz.de/10003922564
Cover Image
Banks' holdings of risky sovereign bonds in the absence of the nexus : yield seeking with central bank funding or de-risking?
Frey, Rainer; Weth, Mark - 2019
recourse to central bank finance is rather limited and does not affect the risk-taking behaviour of banks in a non … capitalised banks, a kind of "hidden moral suasion" or "home-biased" gambling for resurrection to actively push the sovereign-bank …
Persistent link: https://www.econbiz.de/10012268051
Cover Image
Ökonomische Analyse europäischer Bankenregulierung : Verbriefung und Interbankenmarkt im Fokus
Bobek, Andreas; Bohm, Thomas; Neuner, Stefan; Paintner, … - 2011
Die Bankenneuregulierung der Europäische Kommission sieht eine Beschränkung der Kreditvergabe im Interbankenmarkt auf 25 % des Eigenkapitals sowie einen Selbsteinbehalt des Originators in Höhe von 5 % am gesamten zu verbriefenden Forderungsportfolio vor. Eine starre Regulierung führt aber...
Persistent link: https://www.econbiz.de/10009413577
Cover Image
Ökonomische Analyse europäischer Bankenregulierung : Verbriefung und Interbankenmarkt im Fokus
Bobek, Andreas; Bohm, Thomas; Neuner, Stefan; Paintner, … - 2011
Persistent link: https://www.econbiz.de/10008840238
Cover Image
Leveraging and risk taking within the German banking system: Evidence from the financial crisis in 2007 and 2008
Schmielewski, Frank - 2012
The present study is centered primarily on determining whether the German banking system is to be characterized by procyclical behavior from 2000 to 2011 and to what extent specific sectors of the German banking system showed significant balance sheet operations to increase their leverage within...
Persistent link: https://www.econbiz.de/10010286583
Cover Image
Leveraging and risk taking within the German banking system : evidence from the financial crisis in 2007 and 2008
Schmielewski, Frank - 2012
The present study is centered primarily on determining whether the German banking system is to be characterized by procyclical behavior from 2000 to 2011 and to what extent specific sectors of the German banking system showed significant balance sheet operations to increase their leverage within...
Persistent link: https://www.econbiz.de/10009419529
Cover Image
Are private banks the better banks? : an insight into the principal-agent structure and risk-taking behavior of German banks
Schmielewski, Frank; Wein, Thomas - 2012
significantly influencing the risk-taking attitudes of bank managers. Particularly, we intend to substantiate the theory that banks … banking sectors due to a missing ability to monitor bank managers. Our results underline that these problems appear to mislead … bank managers showing an unreasonable risk-taking behavior. In a first stage, we rely on a theoretical model explaining …
Persistent link: https://www.econbiz.de/10009515838