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Публикации
- Measuring Market Risk Using Extreme Value Theory (Mapa D. S., Suasio O. Q.)
- Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework (Matthews K.)
- Controlling Banker’s Bonuses: Efficient Regulation or Politics of Envy? (Matthews K., Matthews O.)
- Any Regulation of Risk Increases Risk (Maymin P. Z., Maymin Z. G.)
- Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (McAleer M., Jimenez-Martin J.-A., Perez Amaral T.)
- Risk-Adjusted Measures of Value Creation in Financial Institutions (Milne A., Onorato M.)
- Systemic Risks and the Macroeconomy (Nicolo G., Lucchetta M.)
- Debt Overhang and Credit Risk in a Business Cycle Model (Occhino F., Pescatori A.)
- Risk Monitoring Tools in Bank Regulation and Supervision – Developments Since the Collapse of Barings Plc. (Ojo M.)
- The Impact of Capital and Disclosure Requirements on Risks and Risk Taking Incentives (Ojo M.)
- Bank Incentives and Optimal CDOS (Pages H.)
- A Structural Model of Contingent Bank Capital (Pennacchi G.)
- Developing the Model of the Credit Risk Assessment of the Commercial Bank Credit Loans Portfolio (Pustovalova T.)
- Reciprocal Brokered Deposits and Bank Risk (Shaffer S.)
- Financial Intermediation and the Post-Crisis Financial System (Shin H. S.)
- Interaction Between Market and Credit Risk: Focus on the Endogeneity of Aggregate Risk (Sokolov Y.)
- Liquidity Risk Monitoring Framework: A Supervisory Tool (Stragiotti F., Rychtarik S.)
- Stress Testing Credit Risk: The Great Depression Scenario (Varotto S.)
- Containing Systemic Risk (Whelan K.)
- Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models (Wong T. C., Hui C. H., Lo C. F.)
- Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series (Zambrana M. S.)
- Good Securitization, Bad Securitization (Plantin G.)
- Do We Need Big Banks? Evidence on Performance, Strategy and Market Discipline (Demirguc-Kunt A., Huizinga H.)
- Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (Chang C.-L., Jimenez-Martin J.-A., McAleer M., Amaral T. P.)
- Credit Default Swaps and Insurance: Against the Potts Opinion (Juurikkala O.)
- Credit Derivatives and the Default Risk of Large Complex Financial Institutions (Calice G., Ioannides C., Williams J. M.)
- A Modeling of Banks Systemic Risk in a Levy Process Framework (Gideon F.)
- Efficiency in Large Dynamic Panel Models with Common Factor (Gagliardini P., Gourieroux C.)
- Caught between Scylla and Charybdis? Regulating Bank Leverage When There is Rent Seeking and Risk Shifting (Acharya V. V., Mehran H., Thakor A. V.)
- Credit Risk and Real Capital: An Examination of Swiss Banking Sector Default Risk Using CVaR (Powell R., Allen D. E.)
- The Fluctuating Default Risk of Australian Banks (Allen D. E., Powell R.)
- Systematic Risk Under Extremely Adverse Market Conditions (Van Oordt M. R. C., Zhou C.)
- A Framework for Pricing and Risk Management of Loans with Embedded Options (Engelmann B.)
- Capital Regulation and Tail Risk (Perotti E. C., Ratnovski L., Vlahu R.)
- On the (non-)Equivalence of Capital Adequacy and Monetary Policy: A Response to Cechetti and Kohler (du Plessis S., du Rand G.)
- Money, Financial Stability and Efficiency (Allen F., Carletti E., Gale D. M.)
- A Pigovian Approach to Liquidity Regulation (Perotti E., Suarez J.)
- Dynamic Hedging of Portfolio Credit Derivatives (Cont R., Kan Y. H.)
- Securitization is Not that Evil after All (Salleo C., Albertazzi U., Eramo G., Gambacorta L.)
- Mapping Systemic Risk in the International Banking Network (Garratt R., Mahadeva L., Svirydzenka K.)
- Models for Moody’s Bank Ratings (Peresetsky A., Karminsky A.)
- Measuring the Systemic Importance of Interconnected Banks (Tarashev N., Drehmann M.)
- Capital Requirements for Latin American Banks in Relation to Their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America (Powell A., Balzarotti V.)
- What Drives the Performance of Selected MENA Banks? A Meta-Frontier Analysis (Ben-Khedhiri H., Casu B., Naceur S. B.)
- Bank Risk-Taking Abroad: Does Home-Country Regulation and Supervision Matter? (Ongena S., Popov A., Udell G. F.)
- Towards a New Framework for Liquidity Risk (La Ganga P., Trevisan G.)
- The Impact of Legislation on Credit Risk - Comparative Evidence from the United States, the United Kingdom and Germany (Schmieder C., Schmieder P.)
- Regulation, Credit Risk Transfer, and Bank Lending (Pausch T., Welzel P.)
- Substitution or Complementarity between "Soft" Information and "Hard" Information: Why and Which Effect on Bank Profitability? (Alexandre H., Smondel A.)
- Credit Cycle and Adverse Selection Effects in Consumer Credit Markets - Evidence from the HELOC Market (Calem P. S., Cannon M., Nakamura L. I.)
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