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Global bank regulation : principles and policies

Schooner, Heidi Mandanis; Taylor, Michael - 2010

Persistent link: https://www.econbiz.de/10003860768

Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks

Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015

We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...

Persistent link: https://www.econbiz.de/10011308474

Bankenimage und Finanzmarktkrise : was Sparer über Einlagensicherheit wissen und wie sie Banken (ein)schätzen

Goedde-Menke, Michael (contributor) - 2009

Persistent link: https://www.econbiz.de/10003828536

How stressed are banks in the interbank market?

Abbassi, Puriya; Fecht, Falko; Weber, Patrick - 2013

We use a unique data set that comprises each bank’s bids in the Eurosystem’s main refinancing operations and its … that a bank’s willingness-to-pay is a good indicator for the probability that this bank draws on the LOLR facility. Our …