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Risikotriade : Zins-, Kredit- und operationelle Risiken
Wiedemann, Arnd - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002259671
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Financial markets : imperfect information and risk management
Baldassarri, Mario (ed.); Bagella, Michele (contributor);  … - 2001 - 1. publ.
Persistent link: https://www.econbiz.de/10001567050
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Calculating trading book capital : is risk separation appropriate?
Raupach, Peter - 2015
Regulatory capital for trading book positions includes two components that cover different risks but apply to the same portfolio, one for market risk and one for credit risk. Similar approaches are common in banks’ internal models for economic capital. Although it is known that joint market...
Persistent link: https://www.econbiz.de/10011299075
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Risikotriade : Zins-, Kredit- und operationelle Risiken
Wiedemann, Arnd - 2008 - 2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10003794070
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Womit handeln Banken? : Eine Untersuchung zur Risikoverarbeitung in der Wirtschaft
Baecker, Dirk - 1991 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000088066
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Uncertainty and bank wholesale funding
Dinger, Valeriya; Craig, Ben R. - 2013
In this paper we relate a bank’s choice between retail and wholesale liabilities to real economic uncertainty and the … resulting volatility of bank loan volumes. We argue that since the volume of retail deposits is slow and costly to adjust to … shocks in the volume of bank assets, banks facing more intense uncertainty and more volatile loan demand tend to employ more …
Persistent link: https://www.econbiz.de/10010192750
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Modellrisiko und Validierung von Risikomodellen : regulatorische Anforderungen, Verfahren, Methoden und Prozesse
Martin, Marcus R. W. (ed.) - 2013
Persistent link: https://www.econbiz.de/10009777418
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Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy
Barattieri, Alessandro; Eden, Maya; Stevanović, Dalibor - In: The journal of corporate finance : contracting, … 60 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012163679
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Fundamentals matter : idiosyncratic shocks and interbank relations
Bednarek, Peter; Dinger, Valeriya; Westernhagen, Natalja von - 2015
Our results uncover a so far undocumented ability of the interbank market to distinguish between banks of different quality in times of aggregate distress. We show empirical evidence that during the 2007 financial crisis the inability of some banks to roll over their interbank debt was not due...
Persistent link: https://www.econbiz.de/10011414244
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Solvency II: Risikoadäquanz von Standardmodellen : eine Analyse aus Sicht eines Schaden-Spezialversicherers
Zöbisch, Marion - 2009
Persistent link: https://www.econbiz.de/10008659112