What impact do past experiences have on the expectation formation of banks? This article analyses the risk management … the likelihood of credit defaults and forced banks to implement new strategies of risk assessment. The Herstatt failure of … 1974 triggered a series of new regulations, partly based on initiatives of the banks themselves. After the sovereign debt …

We study the credit risk of banks in Germany from lending to non-financial firms. We model changes in Expected Credit … PD, we encounter a missing data problem since only a subset of banks reports default probabilities in AnaCredit. We … and report how this would affect the capital of German banks. …

The paper analyzes Information Technology (IT) governance disclosure on a sample of the major 20 EU banks (from Italy …, Germany, France and Spain) to observe if, how and where banks report on their IT governance issues. Since IT governance (like … banks' operational functioning; it is a key resource in developing and supporting banking services, enabling institutions …

What impact do past experiences have on the expectation formation of banks? This article analyses the risk management … the likelihood of credit defaults and forced banks to implement new strategies of risk assessment. The Herstatt failure of … 1974 triggered a series of new regulations, partly based on initiatives of the banks themselves. After the sovereign debt …

This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach … economic multi-sector stress on banks' credit portfolios is captured by a state-of-theart CreditMetrics-type portfolio model … with access to highly granular risk information on loan volumes and banks' internal estimates of default probabilities …