Narrow search
Showing 1 - 10 of 1,027
Cover Image
Credit Ratings as Indicators of Implicit Government Support for Global Systemically Important Banks
Araten, Michel - 2013
Systemically Important Banks (G-SIBs) translate into lower spreads and a funding cost advantage for those G-SIBs. We analyze …
Persistent link: https://www.econbiz.de/10013081236
Cover Image
Changes in Basel capital requirements and lending ability of African commercial banks
Oyetade, Damilola; Obalade, Adefemi Alamu; Muzindutsi, … - In: Journal of central banking theory and practice 11 (2022) 3, pp. 179-201
representative banks as if the selected banks had implemented Basel IV CAR for the period 2000 and 2018 and used actual data for … banks transitioned from lower to higher Basel CAR. Lastly, this study shows that complying with Basel IV CAR will help … African banks to achieve financial deepening and increase bank lending ability. …
Persistent link: https://www.econbiz.de/10013407522
Cover Image
Instabile Finanzmärkte
Franke, Günter; Krahnen, Jan Pieter - 2009
Selbstverständlichkeit angesehen, ist durch die aktuelle Banken- und Kreditkrise in Frage gestellt. Trotz ausgefeilten Risikomanagements der … Banken und einer an Basel II orientierten Aufsicht ist es in den Jahren 2007-2009 zu einem Zusammenbruch des …
Persistent link: https://www.econbiz.de/10010303746
Cover Image
Securitization and moral hazard: Evidence from a lender cutoff rule
Bubb, Ryan; Kaufman, Alex - 2009
Credit score cutoff rules result in very similar potential borrowers being treated differently by mortgage lenders. Recent research has used variation induced by these rules to investigate the connection between securitization and lender moral hazard in the recent financial crisis. However, the...
Persistent link: https://www.econbiz.de/10010286943
Cover Image
Securitization and moral hazard: Evidence from credit score cutoff rules
Bubb, Ryan; Kaufman, Alex - 2011
Mortgage originators use credit score cutoff rules to determine how carefully to screen loan applicants. Recent research has hypothesized that these cutoff rules result from a securitization rule of thumb. Under this theory, an observed jump in defaults at the cutoff would imply that...
Persistent link: https://www.econbiz.de/10010286944
Cover Image
Instabile Finanzmärkte
Franke, Günter; Krahnen, Jan Pieter - 2009
Selbstverständlichkeit angesehen, ist durch die aktuelle Banken- und Kreditkrise in Frage gestellt. Trotz ausgefeilten Risikomanagements der … Banken und einer an Basel II orientierten Aufsicht ist es in den Jahren 2007-2009 zu einem Zusammenbruch des …
Persistent link: https://www.econbiz.de/10003864312
Cover Image
Securitization and moral hazard : evidence from a lender cutoff rule
Bubb, Ryan; Kaufman, Alex - 2009
Credit score cutoff rules result in very similar potential borrowers being treated differently by mortgage lenders. Recent research has used variation induced by these rules to investigate the connection between securitization and lender moral hazard in the recent financial crisis. However, the...
Persistent link: https://www.econbiz.de/10003941871
Cover Image
Securitization and moral hazard : evidence from credit score cutoff rules
Bubb, Ryan; Kaufman, Alex - 2011 - This version: August 30, 2011
Mortgage originators use credit score cutoff rules to determine how carefully to screen loan applicants. Recent research has hypothesized that these cutoff rules result from a securitization rule of thumb. Under this theory, an observed jump in defaults at the cutoff would imply that...
Persistent link: https://www.econbiz.de/10009298472
Cover Image
Credit Ratings in Structured Finance and the Role of Systemic Risk
Violi, Roberto - 2011
tranches inflicted severe losses on banks, calling into question the credibility of Rating Agencies. I discuss the limits of …
Persistent link: https://www.econbiz.de/10013128337
Cover Image
Credit Ratings in Structured Finance and the Role of Systemic Risk
Violi, Roberto - 2011
tranches inflicted severe losses on banks, calling into question the credibility of Rating Agencies. I discuss the limits of …
Persistent link: https://www.econbiz.de/10013131934