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Securities Lending and the Untold Story in the Collapse of AIG
Peirce, Hester - 2018
American International Group, Inc. (AIG), a large insurance company, received a massive bailout during the financial crisis in response to difficulties centered on the company's multifaceted exposure to residential mortgage-backed securities. The company is back on its feet, albeit in more...
Persistent link: https://www.econbiz.de/10012937978
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A Stability of the Consensus of Financial Ratios as Predictors of Financial Distress in Nepal
Pradhan, Prof. Dr. Radhe Shyam - 2017
financial distress. This finding is consistent with the usual finding of the studies on bankruptcy prediction using statistical …
Persistent link: https://www.econbiz.de/10012969072
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Financial Distress, Financial Ratios, and Stakeholder Losses in Corporate Restructuring : A Case of Nepal
Pradhan, Prof. Dr. Radhe Shyam - 2016
Nepal. It is to be understood that liquidation, or privatization in case of public enterprises can be prevented if …
Persistent link: https://www.econbiz.de/10012989402
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Modeling Share Prices of Banks and Bankrupts
Kitov, Ivan - 2010
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium long-term relation between observed and predicted time...
Persistent link: https://www.econbiz.de/10013146882
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A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2014
Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices of five banks: Bank of America (BAC), Franklin Resources (BEN), Goldman Sachs (GS), JPMorgan Chase (JPM), and Morgan Stanley (MS). Using monthly closing prices (adjusted for...
Persistent link: https://www.econbiz.de/10011110482
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Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2012
We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...
Persistent link: https://www.econbiz.de/10011113939
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Modeling share prices of banks and bankrupts
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2010
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium long-term relation between observed and predicted time...
Persistent link: https://www.econbiz.de/10008562631
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It Takes Two To Tango: an empirical tale of distressed firms and assisting banks
de Jong, de Jong, A. - Erasmus Research Institute of Management (ERIM), … - 2004
We study the restructuring process of small and medium-sized firms in financial distress. We have a unique dataset with firms in the Netherlands that are guided in their restructuring effort by banks. Part of our dataset consists of firms that successfully restructure their operations and...
Persistent link: https://www.econbiz.de/10010731431
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Vanishing liquidity, market runs, and the welfare impact of TARP
Ewerhart, Christian - 2009
I model a financial market that dries out in the wake of premature liquidations. Two main results are obtained. First, liquidity may vanish even if small, riskneutral buyers could easily compensate the ongoing selling. Thus, more markets are vulnerable to quot;runsquot; than suggested by...
Persistent link: https://www.econbiz.de/10003966643
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Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
Blazy, Régis; Chopard, Bertrand; Fimayer, Agnès; … - Luxembourg School of Finance, Faculté de droit, … - 2007
as a going concern or liquidation). Addressing this dilemma, we discuss the determinants of bankruptcy courts’ selection … which bankruptcy courts have to combine both social efficiency (maintaining employment) and ex post financial efficiency …, using a large sample of decisions of French commercial courts concerning the future of bankrupt firms (reorganization, sale …
Persistent link: https://www.econbiz.de/10005590042