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Market discipline of banks : why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?

Balasubramnian, Bhanu; Cyree, Ken B. - In: Journal of banking & finance 35 (2011) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10009244444

The term structure of interbank risk

Filipović, Damir; Trolle, Anders B. - 2011

We use the term structure of spreads between rates on interest rate swaps indexed to LIBOR and overnight indexed swaps to infer a term structure of interbank risk. Using a dynamic term structure model, we decompose the term structure of interbank risk into default and non-default components. We...

Persistent link: https://www.econbiz.de/10009313029

Kalkulation und Steuerung von Spreadrisikopositionen in Kreditinstituten

Berg, Mira - 2013

Persistent link: https://www.econbiz.de/10010365788

Subordinated debt as instrument of market discipline : risk sensitivity of sub-debt yield spreads in UK banking

Zhang, Zhichao; Song, Wei; Sun, Xin; Shi, Nan - In: Journal of economics & business 73 (2014), pp. 1-21

Persistent link: https://www.econbiz.de/10010421631

Has market discipline on banks improved after the Dodd-Frank Act?

Balasubramnian, Bhanu; Cyree, Ken B. - In: Journal of banking & finance 41 (2014), pp. 155-166

Persistent link: https://www.econbiz.de/10010408482

Enhancing market discipline in banking : the role of subordinated debt in financial regulatory reform

Evanoff, Douglas Darrell; Jagtiani, Julapa; Nakata, Taisuke - In: Journal of economics & business 63 (2011) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009298257

Market discipline and subordinated debt of Australian banks

Esho, Neil; Kofman, Paul; Kollo, Michael G.; Sharpe, Ian G. - In: International journal of applied economics and … 18 (2010) 4, pp. 5-28

Persistent link: https://www.econbiz.de/10008910003

The Basel Committee approach to risk - weights and external ratings : what do we learn from bond spreads?

Resti, Andrea (contributor); Sironi, Andrea (contributor) - 2005

Persistent link: https://www.econbiz.de/10003146301

Monitoring and controlling bank risk : does risky debt serve any purpose?

Krishnan, C.N.V. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002542592

On credit spread slopes and predicting bank risk

Krishnan, C. N. V. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002542724

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