Narrow search
Showing 97,931 - 97,933 of 97,933
Cover Image
Do public banks have a competitive advantage?
Matthey, Astrid - 2008
costs. In this paper I show that if borrowers perceive the public bank as supporting economic development, private banks may … disadvantage. The public bank's competitive advantage may be offset,independently of what its true objective function is. Even …
Persistent link: https://www.econbiz.de/10010263714
Cover Image
Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2011
We propose the systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we define the...
Persistent link: https://www.econbiz.de/10010281566
Cover Image
Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2012
We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we...
Persistent link: https://www.econbiz.de/10010318787