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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019 - This version: June 2019
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...
Persistent link: https://www.econbiz.de/10012040065
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...
Persistent link: https://www.econbiz.de/10011975602
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Risk exposures of European cooperative banks : a comparative analysis
Mare, Davide Salvatore; Gramlich, Dieter - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012432620
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Handbuch SREP
Igl, Andreas (ed.); Heuter, Henning (ed.);  … - 2016 - 1. Auflage 2016
Persistent link: https://www.econbiz.de/10011449815
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Europäisierte Finanz- und Kapitalmärkte : Horrorszenario oder Trutzburg? Pars pro toto : wachsende strafrechtliche Risiken als notwendige Kehrseite kapitalmarktpraktischer und -rec...
Wastl, Ulrich - In: "Chancen und Risiken einer europäisierten …, (pp. 9-41). 2008
Persistent link: https://www.econbiz.de/10003916350
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Stand des Liquiditätsrisikomanagements in Banken : Umsetzung regulatorischer Ansätze und Optionen zur Ausgestaltung
Pföstl, Georg von - In: Risiko-Manager (2008) 9, pp. 16-23
Persistent link: https://www.econbiz.de/10003691465
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Weiterentwicklung der MaRisk : die vierte Novelle
Budy, Katrin; Treskova, Natalia; Maghssudnia, Bahar - In: Basel III, Risikomanagement und neue Bankenaufsicht, (pp. 737-758). 2015
Persistent link: https://www.econbiz.de/10011387523
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Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
Foos, Daniel; Lütkebohmert-Holtz, Eva; Markovych, Mariia; … - In: European financial management : the journal of the … 28 (2022) 4, pp. 883-925
Persistent link: https://www.econbiz.de/10013415731
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Nuovi modelli di gestione dei flussi finanziari nelle banche
Fabrizi, Pier Luigi (contributor) - 1995
Persistent link: https://www.econbiz.de/10000960140