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Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of financial services research : JFSR 44 (2013) 3, pp. 229-257
Persistent link: https://www.econbiz.de/10010336307
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Assessing systemic fragility : a probabilistic perspective
Radev, Deyan - 2014
for euro area banks and sovereigns, based on CDS prices. Our analysis documents that although the fragility of the euro … area banking system had started to deteriorate before Lehman Brothers' file for bankruptcy, investors did not expect the …
Persistent link: https://www.econbiz.de/10010419854
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Assessing systemic fragility : a probabilistic perspective
Radev, Deyan - In: Journal of risk 25 (2022) 2, pp. 47-74
Persistent link: https://www.econbiz.de/10014342462
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The effect of financial distress on capital structure : the case of Brazilian banks
München, Douglas da Rosa - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 296-304
Persistent link: https://www.econbiz.de/10014249144
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Predicting distress in European banks
Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - In: Journal of banking & finance 45 (2014), pp. 225-241
Persistent link: https://www.econbiz.de/10010466589
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The assessment of the default risk for the banks of the Romanian banking system
Vlad, Sorin Mădălin; Ruxanda, Gheorghe - In: International journal of economics, finance and … 3 (2015) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010508533
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The impact of prompt corrective action on the default risk of the US commercial banking sector
Kanas, Angelos - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 393-404
Persistent link: https://www.econbiz.de/10010490402
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Bank bailouts and bank-sovereign risk contagion channels
Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40
Persistent link: https://www.econbiz.de/10010464008
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An Evidence of Link between Default and Loss of Bank Loans from the Modeling of Competing Risks
de Oliveira Jr, Mauro - 2014
competing risks model applied to whole credit risk cycle into a bank loans portfolio. We estimated competing causes related to …
Persistent link: https://www.econbiz.de/10013056380
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Contagion risk in global banking sector
Daly, Kevin James; Batten, Jonathan A.; Mishra, Anil V.; … - In: Journal of international financial markets, … 63 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012263308