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Kapitalmaßnahmen im Insolvenzplan
Segmiller, Alexander - 2013 - 1. Aufl.
Persistent link: https://www.econbiz.de/10012520190
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A viable insolvency procedure for sovereigns in the euro area
Fuest, Clemens; Heinemann, Friedrich; Schröder, Christoph - In: Journal of common market studies : JCMS 54 (2016) 2, pp. 301-317
Persistent link: https://www.econbiz.de/10011442013
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A viable insolvency procedure for sovereigns (VIPS) in the euro area
Fuest, Clemens; Heinemann, Friedrich; Schröder, Christoph - 2014
architecture of the euro area. The introduction of an insolvency procedure for sovereigns faces a dilemma: In the foreseeable … blueprints for sovereign insolvency procedures in the euro area and develops a “Viable Insolvency Procedure for Sovereigns” (VIPS … transition towards the new regime. The VIPS proposal comprises two pillars: An insolvency procedure for the long run and a …
Persistent link: https://www.econbiz.de/10010394484
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The Impact of Brexit on Debt Restructuring and Insolvency Practice
Penades, Manuel - 2018
The management of international insolvency proceedings and debt-restructuring operations constitutes a field in which … industry lies on the uniform regime that EU Law (specially the Regulation on Insolvency Proceedings) provides for this matter …
Persistent link: https://www.econbiz.de/10012929848
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A debt restructuring mechanism for sovereigns : do we need a legal procedure?
Paulus, Christoph G. (ed.) - 2014
from Insolvency Proceedings / Jay L. Westbrook -- A Skeptic's Case for Sovereign Bankruptcy / Anna Gelpern …
Persistent link: https://www.econbiz.de/10010367041
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The empirical relationship between average asset correlation, firm probability of default, and asset size
López, José A. - In: Journal of financial intermediation 13 (2004) 2, pp. 265-283
Persistent link: https://www.econbiz.de/10002062671
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The empirical relationship between average asset correlation, firm probability of default and asset size
López, José A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001676187
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Loss Given Default of Corporate Bank Loans : Large Scale Evidence from Europe
Deborgies-Sanches, Laurence D. M. - 2014
Using a unique data set on companies' defaults provided by a consortium of 31 banks, this paper gives new insights into the determinants of the workout-loss-given-default (W-LGD): losses based on the cash flows observed between the default and the resolution times.As between 1997 and 2010, 18%...
Persistent link: https://www.econbiz.de/10013067402
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Factors influencing the European bank's probability of default : an application of SYMBOL methodology
Parrado-Martínez, Purificación; … - In: Journal of international financial markets, … 61 (2019), pp. 223-240
Persistent link: https://www.econbiz.de/10012128294
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Capital and liquidity ratios and financial distress. Evidence from the European banking industry
Chiaramonte, Laura; Casu, Barbara - In: The British accounting review : the journal of the … 49 (2017) 2, pp. 138-161
Persistent link: https://www.econbiz.de/10011685240