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Credit default swap spread and succession events
Gonenc, Halit; Schorer, Floris; Appel, Willem P.F. - In: Journal of Financial Regulation and Compliance 15 (2007) 4, pp. 450-463
in order to clarify the factors behind the asymmetric spread behavior around several corporate activities. Design …
Persistent link: https://www.econbiz.de/10014870081
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Implementing Basel II: an investigation of the UAE banks' Basel II preparations
Hassan Al‐Tamimi, Hussein A. - In: Journal of Financial Regulation and Compliance 16 (2008) 2, pp. 173-187
adequate preparations to ensure their compliance with international standards and practices in the field of banking. Design …
Persistent link: https://www.econbiz.de/10014870100
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Compliance risk in Italian banks: the results of a survey
Birindelli, Giuliana; Ferretti, Paola - In: Journal of Financial Regulation and Compliance 16 (2008) 4, pp. 335-351
financial institutions (Italian banks and branches in Italy of foreign banks). Design/methodology/approach – The survey is …
Persistent link: https://www.econbiz.de/10014870113
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Value at risk: a critical overview
Sollis, Robert - In: Journal of Financial Regulation and Compliance 17 (2009) 4, pp. 398-414
‐technical readers. Design/methodology/approach – Simple numerical examples utilising real and simulated data are employed to reinforce …
Persistent link: https://www.econbiz.de/10014870143
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Banks, knowledge and crisis: a case of knowledge and learning failure
Holland, John - In: Journal of Financial Regulation and Compliance 18 (2010) 2, pp. 87-105
top management. Design/methodology/approach – The paper reviews a wide range of theoretical, historical and empirical …
Persistent link: https://www.econbiz.de/10014870155
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Risk management by the Basel Committee
Ojo, Marianne - In: Journal of Financial Regulation and Compliance 18 (2010) 4, pp. 305-315
which occurred during the Northern Rock Crisis. Design/methodology/approach – The paper highlights the importance of risks …
Persistent link: https://www.econbiz.de/10014870169
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The “day after” Basel 2: do regulators comply with banking culture?
Carretta, Alessandro; Farina, Vincenzo; Schwizer, Paola - In: Journal of Financial Regulation and Compliance 18 (2010) 4, pp. 316-332
, considering cultural gaps as possible stumbling blocks for effective supervision. Design/methodology/approach – The paper uses a …
Persistent link: https://www.econbiz.de/10014870170
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The impact of market risk on property portfolio risk reduction
Byrne, Peter; Lee, Stephen - In: Journal of Property Investment & Finance 18 (2000) 6, pp. 613-626
This paper investigates the extent to which risk reduction can be achieved within the UK property market in high and low Beta portfolios. This issue is examined by making simulations of property portfolios of increasing size using the largest sample (392) of actual property returns that is...
Persistent link: https://www.econbiz.de/10014897987
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Valuing leasing risks in commercial property with a discrete‐time binomialtree option model
Foo Sing, Tien; Liang Tang, Wei - In: Journal of Property Investment & Finance 22 (2004) 2, pp. 173-191
This paper models the lessee's default options and estimates the economic value of the options for a lessee using a discrete time binomial American option pricing model. Results show a positive relationship of the option premium with the original rent and a negative relationship with the...
Persistent link: https://www.econbiz.de/10014898066
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Real estate portfolio construction and estimation risk
Lee, Stephen; Stevenson, Simon - In: Journal of Property Investment & Finance 23 (2005) 3, pp. 234-253
risk due to the uncertain in mean returns is likely to produce sub‐optimal results in subsequent periods. Design …
Persistent link: https://www.econbiz.de/10014898098