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Banking crises in transition countries : theory and empirical evidence : the case of Russia
Thießen, Ulrich - 2000
, daß die Förderung der Finanzintermediation Rußlands zwingend die Verbesserung der aufsichtsrechtlichen Regulierung und … identifizierten Kanäle des Beitrags der Finanzintermediation für das wirtschaftliche Wachstum, um so Ansatzpunkte zu finden, wie die … Finanzintermediation in Rußland eventuell gefördert werden kann. Diese Betrachtung ergibt jedoch kein neues Ergebnis, sondern lediglich …
Persistent link: https://www.econbiz.de/10011432619
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Banking crises in transition countries - theory and empirical evidence: the case of Russia
Thießen, Ulrich - 2000
, daß die Förderung der Finanzintermediation Rußlands zwingend die Verbesserung der aufsichtsrechtlichen Regulierung und … identifizierten Kanäle des Beitrags der Finanzintermediation für das wirtschaftliche Wachstum, um so Ansatzpunkte zu finden, wie die … Finanzintermediation in Rußland eventuell gefördert werden kann. Diese Betrachtung ergibt jedoch kein neues Ergebnis, sondern lediglich …
Persistent link: https://www.econbiz.de/10010276794
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Default probabilities and default correlations
Erlenmaier, Ulrich; Gersbach, Hans - 2001 - First Version: April 2000, This Version: October 2001
Starting from the Merton framework for firm defaults, we provide the analytics and robustness of the relationship between default correlations. We show that loans with higher default probabilities will not only have higher variances but also higher correlations between loans. As a consequence,...
Persistent link: https://www.econbiz.de/10010503718
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Mandatory retention rules and bank risk
Cheng, Yuteng - 2023 - Last updated: August 9, 2023
This paper studies, theoretically and empirically, the unintended consequences of mandatory retention rules in securitization. The Dodd-Frank Act and the EU Securitisation Regulation both impose a 5% mandatory retention requirement to motivate screening and monitoring. I first propose a novel...
Persistent link: https://www.econbiz.de/10013482589
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Artificial Intelligence and Credit Risk : The Use of Alternative Data and Methods in Internal Credit Rating
Locatelli, Rossella; Pepe, Giovanni; Salis, Fabio - 2022
This book focuses on the alternative techniques and data leveraged for credit risk, describing and analysing the array of methodological approaches for the usage of techniques and/or alternative data for regulatory and managerial rating models. During the last decade the increase in...
Persistent link: https://www.econbiz.de/10013368526
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Financial market regulation in Germany under the special focus of capital requirements of financial institutions
Detzer, Daniel - 2014
This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...
Persistent link: https://www.econbiz.de/10010256881
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High and low credit risk in SME portfolios : evidence from regulatory risk grade dissemination
Nokkala, Jan - In: International journal of business and economic sciences … 15 (2022) 2, pp. 25-34
Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME sector's funding is mainly supplied by financial institutions and SME sector is both diversified and large sector in both well developed and less developed economies. Specific...
Persistent link: https://www.econbiz.de/10013489519
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Preventing banking crises - with private insurance?
Gersbach, Hans - In: CESifo economic studies : CESifo, a joint initiative of … 59 (2013) 4, pp. 609-627
In this article, we review the functioning of private insurance against banking crises and identify its potential. The essential idea is that banks are recapitalized by private investors when negative events would otherwise cause a write-down of capital—or even bank insolvency. There are two...
Persistent link: https://www.econbiz.de/10010339982
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The dynamics of deposit insurance and the consumption trap
Gersbach, Hans; Wenzelburger, Jan - 2001
We investigate a banking system subject to repeated macroeconomic shocks and show that without deposit rate control, the banking system collapses with certainty. Any initial level of reserves will delay the collapse but not avoid it. Even without a banking collapse, the economy still converges...
Persistent link: https://www.econbiz.de/10011399268
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A macroprudential framework for the early detection of banking problems in emerging economies
Loser, Claudio M.; Kiguel, Miguel A.; Mermelstein, David - 2010
This paper develops an analytical framework that can be used to anticipate problems in the banking system and enable supervisors to take mitigating actions at an early stage. This paper has two components. First, it develops an early warning indicator that is intended to capture a number of the...
Persistent link: https://www.econbiz.de/10011283443