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Quantitative Standards zur Berechnung der Eigenmittelunterlegung von Marktrisiken mit internen Modellen am Beispiel von Aktienkursrisiken

Zanthier, Ulrich von - 1998

Persistent link: https://www.econbiz.de/10012699289

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis

Staub, Markus - 1999 - Als Ms. gedr

Persistent link: https://www.econbiz.de/10001381943

The importance of qualitative risk assessment in banking supervision before and during the crisis

Kick, Thomas; Pfingsten, Andreas - 2011

Banking supervision requires regular inspection and assessment of financial institutions. In Germany this task is …

Persistent link: https://www.econbiz.de/10009160856

Bank bailouts, interventions, and moral hazard

Dam, Lammertjan; Koetter, Michael - 2011

To test if safety nets create moral hazard in the banking industry, we develop a simultaneous structural two-equations model that specifies the probability of a bailout and banks’ risk taking.We identify the effect of expected bailout probabilities on risk taking using exclusion restrictions...