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Systemic risk analysis and SIFI detection: Mechanisms and measurement
Riccetti, Luca - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 245-259
Persistent link: https://www.econbiz.de/10013391976
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Financial stability in networks of financial institutions and market infrastructures
Berndsen, Ron; León, Carlos; Renneboog, Luc - In: Journal of financial stability 35 (2018), pp. 120-135
Persistent link: https://www.econbiz.de/10012156854
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The effect of liquidity and solvency risk on the inclusion of bond covenants
Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136
Persistent link: https://www.econbiz.de/10010506929
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Effects of financial statement and macroeconomic factors on risk measures of banks in India : panel and decision tree analysis approach
Banerjee, Gaurango; Gupta, Abhimanyu; Das, Abhiman - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 42-55
Persistent link: https://www.econbiz.de/10013460147
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Managing the rising tide of settlement risk in cross-border payments and the future development of CLS
Jessé, Marc Bayle de - In: Journal of payments strategy & systems 16 (2022) 3, pp. 277-282
Persistent link: https://www.econbiz.de/10014267062
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The value of central clearing
Vuillemey, Guillaume - 2018
: central clearing counterparties (CCPs) for derivatives. The first CCP was created in Le Havre (France) in 1882, in the coffee … futures market. Using triple difference-in-differences estimation, I show that central clearing changed the geography of trade … both a "missing market" problem and adverse selection issues. Central clearing also facilitated entry of new traders in the …
Persistent link: https://www.econbiz.de/10012122778
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The exposure of microfinance institutions to financial risk
Gietzen, Thomas - 2015
This study examines the exposure of microfinance institutions to liquidity, interest rate and foreign exchange (FX) risk. It builds on a manually collected set of data on FX positions and the maturity structure of assets and liabilities of the largest microfinance institutions worldwide. The...
Persistent link: https://www.econbiz.de/10011344326
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Study on the risk of commercial banks by the debt-for-equity swap
Wang, Xiao; Chen, Xin-ming; Zhen, De-yun; Gao, Ke - In: International journal of business and economics … 6 (2017) 4, pp. 58-60
Persistent link: https://www.econbiz.de/10011750297
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The exposure of microfinance institutions to financial risk
Gietzen, Thomas - In: Review of development finance 7 (2017) 2, pp. 120-133
This study examines the exposure of microfinance institutions to liquidity-, interest rate and foreign exchange (FX) risk. Using manually collected data from microfinance institutions' financial reporting, I find that the microfinance sector faces minimal liquidity risk, high interest rate risk...
Persistent link: https://www.econbiz.de/10011779562
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Stress-testing of liquidity risk in TARGET2
Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...
Persistent link: https://www.econbiz.de/10011627053