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Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A. - In: Review of derivatives research 16 (2013) 3, pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
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Global versus non-global banks : a capital ratios-based analysis
Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22
This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...
Persistent link: https://www.econbiz.de/10012549173
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Capital : pre- and post-crisis performance and risk-taking of banks
Wu, Meng-Wen; Shen, Chung-hua; Huang, Kuo-Jui - In: Journal of financial studies : JFS : the official … 31 (2023) 1, pp. 77-128
Persistent link: https://www.econbiz.de/10014340541
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Are banks special?
Crouhy, Michel; Galai, Dan - In: The quarterly journal of finance 8 (2018) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011922067
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Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
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The impact of asset price bubbles on credit risk measures
Jacobs, Michael <Jr.> - In: Inventi impact: emerging economies (2016) 3, pp. 160-175
Persistent link: https://www.econbiz.de/10011567800
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Portfolio diversification, leverage, and financial contagion
Schinasi, Garry J.; Smith, Richard Todd - 2007
Persistent link: https://www.econbiz.de/10003500744
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Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo; Missong, Martin - In: International review of financial analysis 33 (2014), pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
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Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg; Mitov, Georgi; Rüschendorf, Ludger - In: Journal of empirical finance 32 (2015), pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
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Extreme downside risk and financial crises
Harris, Richard D. F.; Nguyen, Linh H.; Stoja, Evarist - 2015
Persistent link: https://www.econbiz.de/10011402719