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A new dimension of bank complexity : rescue agreements and default contamination
Luciano, Elisa; Wihlborg, Clas - 2022
Persistent link: https://www.econbiz.de/10013325541
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Bank interventions and options-based systemic risk : evidence from the global and euro-area crisis
Londono, Juan M.; Tian, Mary - 2014
Persistent link: https://www.econbiz.de/10010407446
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Essays in financial economics and credit risk
Hilscher, Jens - 2005
Persistent link: https://www.econbiz.de/10003384505
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Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk
Chan-Lau, Jorge A. - 2021
additional bank capital needs could be large. The paper concludes discussing uses of the mapping beyond PD valuation suitable for …
Persistent link: https://www.econbiz.de/10012613371
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Sovereign and bank CDS spreads : two sides of the same coin?
Cotter, John; Avino, Davide - 2014
Persistent link: https://www.econbiz.de/10010343569
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Banking stress test effects on returns and risks
Neretina, Ekaterina; Sahin, Cenkhan; Haan, Jakob de - 2014
Persistent link: https://www.econbiz.de/10010343579
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The information content of stress test announcements
Guerrieri, Luca; Modugno, Michele - 2021
Persistent link: https://www.econbiz.de/10012438012
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016
Persistent link: https://www.econbiz.de/10011457153
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Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016 - This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2021
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10012697108