Similar Search Results

What determines euro area bank CDS spreads?

Annaert, Jan; De Ceuster, Marc J.; Van Roy, Patrick; … - 2010

Persistent link: https://www.econbiz.de/10003964386

Reaktivierungsmanagement von Not leidenden Unternehmen : Sanierungsmöglichekiten im Rahmen der Insolvenzordnung

Liebig, Max - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008656940

Insolvenzrecht : Grundkurs für Wirtschaftswissenschaftler

Kramer, Ralph; Peter, Frank K. - 2012 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009377152

A note on allowing state bankruptcy

Deng, Minjie - 2024

Persistent link: https://www.econbiz.de/10015076856

Emerging Economy Responses to the Global Financial Crisis of 2007-2009 : An Empirical Analysis of the Liquidity Easing Measures

Yehoue, Etienne B. - 2009

This paper draws on a unique data set on the nontraditional systemic liquidity easing measures recently undertaken by …

Persistent link: https://www.econbiz.de/10014402220

Fundamentals-Based Estimation of Default Probabilities : A Survey

Chan-Lau, Jorge A. - 2006

because of low liquidity …

Persistent link: https://www.econbiz.de/10014402242

Malaysia : Financial Sector Assessment Program Monetary Liquidity Frameworks-Technical Note

International Monetary Fund / Monetary and Capital … - 2014

This technical note on Monetary Liquidity Frameworks on Malaysia's inflation analyzes that it has returned to a more … banks' liquidity is based largely on deposits. The increase in foreign reserves at the Central Bank is a major driver of the …

Persistent link: https://www.econbiz.de/10014411243

The Option-Ipod. the Probability of Default Implied by Option Prices Basedon Entropy

Capuano, Christian - 2008

We present a framework to derive the probability of default implied by the price of equity options. The framework does not require any strong statistical assumption, and provide results that are informative on the expected developments of balance sheet variables, such as assets, equity and...

Persistent link: https://www.econbiz.de/10014401677

The End : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

Chan-Lau, Jorge A. - 2005

This paper describes a corporate sector vulnerability indicator, the expected number of defaults (END), based on the joint occurrence of defaults among a number of firms and/or institutions. The END indicator is general enough to assess systemic risk in the corporate and financial sectors, as...

Persistent link: https://www.econbiz.de/10014402060

From Lombard Street to Avenida Paulista : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008-09

Stone, Mark R. - 2009

The provision of foreign exchange liquidity by emerging market central banks during the global shock of 2008-09 departs … from the domestic liquidity lender of last resort role described by Bagehot in his classic ""Lombard Street."" This paper … documents and analyzes the foreign exchange liquidity providing measures of the Banco Central do Brasil (BCB) in response to …

Persistent link: https://www.econbiz.de/10014402073