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Banking system stability : a cross-Atlantic perspective
Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - In: The risks of financial institutions : [...papers and …, (pp. 133-192). 2006
Persistent link: https://www.econbiz.de/10003445425
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Banking system stability : a cross-Atlantic perspective
Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - 2005
Persistent link: https://www.econbiz.de/10003163197
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Banking system stability: a cross-Atlantic perspective
Hartmann, Philipp (contributor);  … - 2005
assess the relative importance of cross-border bank spillovers as compared to domestic bank spillovers. The results suggest …
Persistent link: https://www.econbiz.de/10003117209
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The performance and risk of banks in the U.S., Europe and Japan post-financial crisis
Weigand, Robert A. - In: Investment management and financial innovations 13 (2016) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011667555
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What Drives Mortgage Default Risk in Europe and the U.S.?
Gross, Marco; Tressel, Thierry; Ding, Xiaodan; Tereanu, … - 2022
counterfactual analysis of the responsiveness of mortgage PDs, LGDs, and bank capitalization conditional on adverse scenarios related …We present an analysis of the sensitivity of household mortgage probabilities of default (PDs) and loss given default …
Persistent link: https://www.econbiz.de/10013291773
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What Drives Mortgage Default Risk in Europe and the U.S.?
Gross, Marco - 2022
counterfactual analysis of the responsiveness of mortgage PDs, LGDs, and bank capitalization conditional on adverse scenarios related …We present an analysis of the sensitivity of household mortgage probabilities of default (PDs) and loss given default …
Persistent link: https://www.econbiz.de/10015060521
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Essays in financial economics
López-Quiles Centeno, Carolina - 2021
Persistent link: https://www.econbiz.de/10012615062
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How has CDO market pricing changed during the turmoil? : evidence from CDS index tranches
Scheicher, Martin (contributor) - 2008
This paper applies regression analysis to investigate the fundamental factors of the variation of CDS index tranches. The sample comprises daily data on the tranche premia of the European iTraxx and North American CDX index from the start of the market in summer 2004 to January 2008. I estimate...
Persistent link: https://www.econbiz.de/10003782657
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Slovak Republic : selected issues
Internationaler Währungsfonds - 2021
Persistent link: https://www.econbiz.de/10012604213
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One monetary policy and two bank lending standards : a tale of two Europes
Choi, Sangyup; Jeong, Kimoon; Kim, Jiseob - 2023
Persistent link: https://www.econbiz.de/10014432657