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The impact on loan-to-value on the default rate of residential mortgage-backed securities
Otero-González, Luis; Durán-Satomil, Pablo; … - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10011642638
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Liquidity windfalls : The consequences of repo rehypothecation
Infante, Sebastian - In: Journal of financial economics 133 (2019) 1, pp. 42-63
Persistent link: https://www.econbiz.de/10012164078
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Economic crises and the eligiblity for the lender of last resort : evidence from 19th century France
Bignon, Vincent; Jobst, Clemens - 2017
This paper uses panel econometric techniques to estimate a macro-financial model for fee and commission income over total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis projecting the fee and commission income ratio over a three...
Persistent link: https://www.econbiz.de/10011637365
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Chapter 20. Credit Derivatives
Hull, John; White, Alan - 2013
of credit derivatives is an estimation of the probability that reference entities will default. The chapter discusses … both the risk-neutral probabilities of default implied from credit spreads and the real-world (physical) default … explain the difference between these two probability estimates is summarized. The characteristics of credit default swaps …
Persistent link: https://www.econbiz.de/10014025358
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Macroprudential and monetary policy rules : a welfare analysis
Rubio, Margarita; Carrasco Gallego, José Antonio - In: The Manchester School 83 (2015) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10011374736
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Macroprudential and monetary policies : implications for financial stability and welfare
Rubio, Margarita; Carrasco Gallego, José Antonio - In: Journal of banking & finance 49 (2014), pp. 326-336
Persistent link: https://www.econbiz.de/10010508019
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Taming the housing crisis : an LTV macroprudential policy
Forster, Robert; Sun, Xiaojin - In: Economic modelling 108 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013347907
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When could macroprudential and monetary policies be in conflict?
Garcia Revelo, Jose D.; Levieuge, Grégory - In: Journal of banking & finance 139 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013464330
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Financial fragility in small open economies : firm balance sheets and the sectoral structure
Kalantzis, Yannick - In: The review of economic studies 82 (2015) 3, pp. 1194-1222
Persistent link: https://www.econbiz.de/10011346758
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Financial crisis and inequality in Hungary
Kónya, István - 2021
The goal of this paper is to analyze the connections Hungarian income and wealth distribution on the one hand, and the macroeconomics impactsof the global financial crisis of 2007-2008 on the other hand. To do this, I build a heterogenous agent, dynamic, general equilibrium model, which I...
Persistent link: https://www.econbiz.de/10012623745