Similar Search Results - EconBiz

Stress testing of the Czech banking sector

Jakubík, Petr; Heřmánek, Jaroslav - In: Prague economic papers : a bimonthly journal of … 17 (2008) 3, pp. 195-212

Persistent link: https://www.econbiz.de/10003768900

Unexpected loan losses and bank capital in an estimated DSGE model of the Euro area

Hristov, Nikolay; Hülsewig, Oliver - 2016

We develop a stylized DSGE model in which banks face capital regulation and their loan portfolios are subject to non-diversifiable losses due to aggregate shocks. The framework is used to explore the importance of the interaction between macroeconomic conditions, credit default and bank...

Persistent link: https://www.econbiz.de/10011557772

Liquidity shocks and the supply of credit after the 2007 - 2008 crisis

Kapan, Tümer; Minoiu, Camelia - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 12-23

Persistent link: https://www.econbiz.de/10010470983

Bank funding structure and lending under liquidity shocks : evidence from Korea

Jung, Hosung; Kim, Dongcheol - In: Pacific-Basin finance journal 33 (2015), pp. 62-80

Persistent link: https://www.econbiz.de/10011474051

The transmission of liquidity shocks : evidence from credit rating downgrades

Karam, Philippe; Merrouche, Quarda; Souissi, Moez; … - 2014

Persistent link: https://www.econbiz.de/10010463577

The impact of the 2007 liquidity shock on bank jumbo mortgage lending

Calem, Paul Seth; Covas, Francisco; Wu, Jason - In: Journal of money, credit and banking : JMCB 45 (2013), pp. 59-91

Persistent link: https://www.econbiz.de/10010222570

Banks’ responses to funding liquidity shocks : lending adjustment, liquidity hoarding and fire sales

Haan, Leo de; End, Jan-Willem van den - In: Journal of international financial markets, … 26 (2013), pp. 152-174

Persistent link: https://www.econbiz.de/10010234929

Fixed-income ETFs : a liquidity illusion?

Maitra, Anando; Satchell, Stephen - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 321-344

Persistent link: https://www.econbiz.de/10012818406

Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area

Hristov, Nikolay - 2016

We develop a stylized DSGE model in which banks face capital regulation and their loan portfolios are subject to non-diversifiable losses due to aggregate shocks. The framework is used to explore the importance of the interaction between macroeconomic conditions, credit default and bank...

Persistent link: https://www.econbiz.de/10012978077

Liquidity Shocks, Market Discipline and Liquidity Risk : Evidence from the Interbank Market

Sarmiento, Miguel - 2018

liquidity shock related to the U.S. tapering observed in May 2013. We find that both liquidity shocks are associated with higher …

Persistent link: https://www.econbiz.de/10012921314

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