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Loan losses and bank risk-taking : is there a connection?

Keeton, William R.; Morris, Charles S. - 1988

Persistent link: https://www.econbiz.de/10000760243

Caught in the US subprime meltdown 2007/2008 : Germany loses its wallet but escapes major Harm

Kooths, Stefan (contributor); Rieger, Matthias (contributor) - 2008

The ongoing financial crisis so far cost the German financial sector 38 billion Euros due to losses on its mortgage-related subprime bank exposures. This paper looks for the impact of these losses on the real sector of the economy. First, the financial sector is looked at as part of the overall...

Persistent link: https://www.econbiz.de/10003779245

Loss coverage and stress testing mortgage portfolios : a non-parametric approach

Rodríguez, Adolfo; Trucharte, Carlos - In: Journal of financial stability 3 (2007) 4, pp. 342-367

Persistent link: https://www.econbiz.de/10003780560

Measuring final loss severity of defaulted RMBS

Hu, Jian - In: The journal of fixed income 14 (2004) 3, pp. 82-91

Persistent link: https://www.econbiz.de/10002682816

Signaling through accounting accruals vs. financial policy : evidence from bank loan loss provisions and dividend changes

Yang, Dong-hoon - In: Review of Pacific Basin financial markets and policies 12 (2009) 3, pp. 377-402

Persistent link: https://www.econbiz.de/10003891357

Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model

Walker, Michael B. - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 633-662

Persistent link: https://www.econbiz.de/10003899505

Commercial bank loan loss recoveries

Hess, Kurt; Grimes, Arthur L. - 2009

Persistent link: https://www.econbiz.de/10003901304

Economic loan loss provision and expected loss

Hlawatsch, Stefan; Ostrowski, Sebastian - In: Business research 3 (2010) 2, pp. 133-149

The intention of a loan loss provision is the anticipation of the loan's expected losses by adjusting the book value of … the loan. Furthermore, this loan loss provision has to be compared to the expected loss according to Basel II and, in the … case of a difference, liable equity has to be adjusted. This however assumes that the loan loss provision and the expected …

Persistent link: https://www.econbiz.de/10008697161

Die Ermittlung und Schätzung von Loss Given Defaults im Leasing : die Verlustquote als Mischverteilung

Hartmann-Wendels, Thomas; Elbracht, Hans Christian - In: Finanzierung, Leasing, Factoring : FLF 56 (2009) 4, pp. 151-158

Persistent link: https://www.econbiz.de/10003855964

A realistic approach for estimating and modeling loss given default

Malkani, Rakesh - In: The journal of risk model validation 6 (2012) 2, pp. 103-116

Persistent link: https://www.econbiz.de/10009572300