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Bank risk and cross-border banking : an empirical analysis
Neugebauer, Katja - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009010058
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Could regional and cantonal banks reduce credit risk through national diversification?
Rime, Bertrand - In: Swiss journal of economics and statistics 143 (2007) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10003484549
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Stress-testing German credit portfolios
Mager, Ferdinand; Schmieder, Christian - In: The journal of risk model validation 3 (2009/10) 4, pp. 27-45
Persistent link: https://www.econbiz.de/10009262133
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On the stability of different financial systems
Fecht, Falko - 2003
An economy in which deposit-taking banks of a Diamond/Dybvig style and an asset market coexist is modelled. Firstly, within this framework we characterize distinct financial systems depending on the fraction of households with direct investment opportunities that are less efficient than those...
Persistent link: https://www.econbiz.de/10011432080
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Macro-financial linkages in Egypt : a panel analysis of economic shocks and loan portfolio quality
Love, Inessa; Turk Ariss, Rima - 2013
Persistent link: https://www.econbiz.de/10009771897
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Macro-financial linkages in Egypt : a panel analysis of economic shocks and loan portfolio quality
Love, Inessa; Turk Ariss, Rima - In: Journal of international financial markets, … 28 (2014), pp. 158-181
Persistent link: https://www.econbiz.de/10010411569
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Network-based modeling and analysis of systemic risk in banking systems
Hu, Daning; Zhao, J. Leon; Hua, Zhimin; Wong, Michael C. S. - In: Management information systems : mis quarterly 36 (2012) 4, pp. 1269-1291
Persistent link: https://www.econbiz.de/10009680748
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Systemic bank risk in Brazil : an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations
Barnhill, Theodore M. (contributor);  … - 2008
assessing the correlated impacts of market risk, and private sector, sovereign and inter-bank default risk on both individual … ratings. When omitting sovereign risk our analysis indicates that none of the banks face significant default risk over a 1 …-year horizon. This low default risk stems primarily from the large amount of government securities held by Brazilian banks …
Persistent link: https://www.econbiz.de/10003721590