Narrow search
Showing 1 - 10 of 4,579
Cover Image
Non-performing loans, systemic risk and resilience in financial networks
Bottazzi, Giulio; Sanctis, Alessandro de; Vanni, Fabio - 2016
After the outbreak of the financial crisis in 2007-2008 the level of non-performing loans (NPLs) in the economy has generally increased. However, while in some countries this has been a transitory phenomenon, in others it still represents a major threat for economic recovery and financial...
Persistent link: https://www.econbiz.de/10011436618
Cover Image
Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400
Persistent link: https://www.econbiz.de/10010476907
Cover Image
Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
Cover Image
Stress Testing of Liquidity Maturity Transformation Risk in Banks
Schmitt, Eugenia - 2019
costs. The importance of applying a good liquidity risk measurement system becomes apparent. The present paper provides an … approach to the measurement of liquidity maturity transformation risk within a stress testing framework, for middle-sized banks …. The costs of liquidity arising due to a downturn in refinancing conditions are calculated by using modern risk measures …
Persistent link: https://www.econbiz.de/10012861641
Cover Image
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama - 2020
. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which … testing of solvency and liquidity: our approach exploits the mechanisms underlying the solvency-liquidity nexus to derive … relations between solvency shocks and liquidity shocks. These relations are then used to model liquidity and solvency risk in a …
Persistent link: https://www.econbiz.de/10012828230
Cover Image
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama - 2020
. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which … testing of solvency and liquidity: our approach exploits the mechanisms underlying the solvency-liquidity nexus to derive … relations between solvency shocks and liquidity shocks. These relations are then used to model liquidity and solvency risk in a …
Persistent link: https://www.econbiz.de/10012849054
Cover Image
Crisis management at cross-roads : challenges facing cross-border financial institutions at the EU level : a joint publication with the Centre for European Policy Studies (CEPS)
Ayadi, Rym (ed.); Lierman, Frank (ed.); Balling, Morten (ed.) - Conference "Crisis Management at Cross-Roads" <2009, …; … - 2010
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
Cover Image
People's Republic of China-Hong Kong Special Administrative Region : financial sector assessment program : technical note : stress testing the banking sector and systemic risk anal...
Internationaler Währungsfonds - 2021
Hong Kong SAR (HKSAR) is a small and open economy, and a major international financial center with extensive linkages to Mainland China. Over the past two years, Hong Kong SAR's economy and financial sector were adversely impacted by domestic social unrest, US-China tensions, and the global...
Persistent link: https://www.econbiz.de/10012604066
Cover Image
Risk Allocation Through Securitization – Evidence From Non-Performing Loans
Wengerek, Sascha Tobias; Hippert, Benjamin; Uhde, André - 2021
Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock-listed banks across the EU-12 plus Switzerland over the period from 1997 to 2010, this paper empirically analyzes the relationship between true sale loan securitization and the...
Persistent link: https://www.econbiz.de/10013233839
Cover Image
Comparative study of microfinance sustainability : credit risk-taking and capital structure
Fersi, Marwa; Abbes, Mouna Boujelbène - In: International journal of management, economics and … 12 (2023) 3, pp. 184-216
The purpose of this paper was to investigate the determinants of risk-taking in the context of Islamic and conventional microfinance institutions (MFIs) while considering the capital structure’s role in moderating the risk-taking decisions’ effect on financial performance. Fixed and Random...
Persistent link: https://www.econbiz.de/10014368527