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Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics

Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of financial services research : JFSR 44 (2013) 3, pp. 229-257

Persistent link: https://www.econbiz.de/10010336307

Explaining CDS prices with Merton's model before and after the Lehman default

Gemmill, Gordon; Marra, Miriam - In: Journal of banking & finance 106 (2019), pp. 93-109

Persistent link: https://www.econbiz.de/10012224244

Nonlinear modeling of financial stability using default probabilities from the capital market

Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir; … - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10012021954

Designing macro-prudential policy in mortgage lending : do first time buyers default less?

Kelly, Robert; O'Malley, Terry; O'Toole, Conor - 2015

Persistent link: https://www.econbiz.de/10011317246

The double trigger for mortgage default : evidence from the fracking boom

Cunningham, Christopher R.; Gerardi, Kristopher; Shen, Lily - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3943-3964

Persistent link: https://www.econbiz.de/10012607214

Determinants of European bank risk during financial crisis

Jabra, Wiem Ben; Mighri, Zouheir; Mansouri, Fayçal - In: Cogent economics & finance 5 (2017) 1, pp. 1-20

This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank characteristics, regulatory, institutional and macroeconomic...

Persistent link: https://www.econbiz.de/10011877555