Showing 241 - 250 of 747,971
Persistent link: https://www.econbiz.de/10000168073
Persistent link: https://www.econbiz.de/10008902464
Persistent link: https://www.econbiz.de/10003386132
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
Persistent link: https://www.econbiz.de/10009532391
This paper examines the association between the default risk of foreign bank subsidiaries and their parents during the … disclosure requirements and tougher restrictions on bank activities …
Persistent link: https://www.econbiz.de/10011396334
Persistent link: https://www.econbiz.de/10010511971
Credit risk associated with interbank lending may lead to domino effects, where the failure of one bank results in the … failure of other banks not directly affected by the initial shock. Recent work in economic theory shows that this risk of … bilateral credit relationships for the German banking system and test whether the breakdown of a single bank can lead to …
Persistent link: https://www.econbiz.de/10011431377
develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …
Persistent link: https://www.econbiz.de/10011283443
Persistent link: https://www.econbiz.de/10011289518