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UK banks face huge investments to comply with Bank of England stress test
Thun, Christian - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 389-394
Persistent link: https://www.econbiz.de/10011346964
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
This paper uncovers if and how insurance companies react to shocks to collateral in their portfolio of securitized assets. We address this question in the context of commercial real estate cash flow shocks, which are informationally opaque to holders of commercial mortgage-backed securities...
Persistent link: https://www.econbiz.de/10015061135
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
This paper uncovers if and how insurance companies react to shocks to collateral in their portfolio of securitized assets. We address this question in the context of commercial real estate cash flow shocks, which are informationally opaque to holders of commercial mortgage-backed securities...
Persistent link: https://www.econbiz.de/10015062908
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Emerging risks in lease rental discounting transactions
Oza, Kalpit; Nayak, Anal - In: Praj̄nȧn : journal of social and management sciences 47 (2019) 3, pp. 237-253
Persistent link: https://www.econbiz.de/10012020042
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Ausfallrisiken gewerblicher Immobilienfinanzierungen
Mönke, Reinhard - 2002
Persistent link: https://www.econbiz.de/10001718801
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
Persistent link: https://www.econbiz.de/10015070472
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Modeling loss given default regressions
Li, Phillip; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of risk 23 (2020/2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
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The generation of synthetic data for risk modelling
Hurst, James; Mayorov, Kirill; Tatsinkou, Joseph … - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
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Stresstests in Banken : von Basel II bis ICAAP
Klauck, Kai-Oliver (ed.); Stegmann, Claus (ed.) - 2006
Persistent link: https://www.econbiz.de/10003320458