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European banks and their sovereigns : view from the credit rating agencies
Alsakka, Rasha; Ap Gwilym, Owain; Rasmouki, Fanou - 2014
Persistent link: https://www.econbiz.de/10011542304
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Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests
Miani, Stefano; Floreani, Josanco; Paltrinieri, Andrea - In: The quarterly journal of finance 8 (2018) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011922056
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Tracing the M&A Footprints in Bailouts and Credit Ratings of European Banks During the 2008 Financial Crisis
Aziz, Saqib - 2016
European banks over the period 1990-2006. We find that the intensity of bank M&A activity relates in a positive and … the bank bailout support with the joint effect of M&A activity and “too big to fail” factor. While we obtain widely robust …
Persistent link: https://www.econbiz.de/10012996740
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A realistic approach for estimating and modeling loss given default
Malkani, Rakesh - In: The journal of risk model validation 6 (2012) 2, pp. 103-116
Persistent link: https://www.econbiz.de/10009572300
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Improvements in loss given default forecasts for bank loans
Gürtler, Marc; Hibbeln, Martin - In: Journal of banking & finance 37 (2013) 7, pp. 2354-2366
Persistent link: https://www.econbiz.de/10009760650
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Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei; Zhao, Junhao; He, Lingyun; Li, Yinguo; … - In: International journal of forecasting 37 (2021) 4, pp. 1590-1613
Persistent link: https://www.econbiz.de/10013274339
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Are Banks Forward-Looking in Their Loan Loss Provisioning? Evidence from the Senior Loan Officer Opinion Survey (SLOOS)
Balasubramanyan, Lakshmi - 2014
This paper makes a fundamental contribution by studying loan-loss provisioning over the credit cycle as three distinct …-crisis period — is important as loan-loss provisioning is driven by different factors in each, in part due to extensive shifts in … (or in the application of) regulatory rule. We show evidence of forward-looking loan-loss provisioning by utilizing Senior …
Persistent link: https://www.econbiz.de/10013062927
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Ratings matter : announcements in times of crisis and the dynamics of stock markets
Rosati, Nicoletta; Bellia, Mario; Matos, Pedro Verga; … - Europäische Kommission / Gemeinsame Forschungsstelle - 2019
In this paper we propose a novel approach in analysing the impact of changes in sovereign credit ratings on stock markets. We study the evolution of a segmented form of the stock market index for several crisis-hit countries, including both European and Asian markets. Such evolution is modelled...
Persistent link: https://www.econbiz.de/10012103125
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The EU's new regulatory framework : the auditor’s perspective
Dennett, Simon - In: Journal of securities operations & custody 9 (2017) 3, pp. 259-268
Persistent link: https://www.econbiz.de/10011845150
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Pro-cyclicality of provisions for loan losses
Lim, Kwangsoo - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 14-20
Persistent link: https://www.econbiz.de/10013460186