Showing 1 - 10 of 633,333
Persistent link: https://www.econbiz.de/10001164279
Persistent link: https://www.econbiz.de/10001204668
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010233376
Persistent link: https://www.econbiz.de/10000940792
Persistent link: https://www.econbiz.de/10000869331
Persistent link: https://www.econbiz.de/10001667674
Persistent link: https://www.econbiz.de/10012651609
Persistent link: https://www.econbiz.de/10013422337
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification … achieve a confidence level for solvency, we demonstrate that diversification reduces the amount of equity. Notably, the VaR …
Persistent link: https://www.econbiz.de/10009768157
Persistent link: https://www.econbiz.de/10011298491