Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks? [PDF]
Basel II Pillar 3 reports provide information about banks' exposure towards a number of risk factors, such as corporate credit risk and interest rate risk. Previous studies nd that the quality of such information is likely to be weak.
Ralf Sabiwalsky
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Profitable Innovation Without Patent Protection: The Case of Derivatives [PDF]
Investment banks develop their own innovative derivatives to underwrite corporate issues but they cannot preclude other banks from imitating them. However, during the process of underwriting an innovator can learn more than its imitators about the ...
Enrique Schroth, Helios Herrera
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Containing a firestorm: adaptive policies needed to address changing foreclosure landscape [PDF]
Like a wildfire leaving devastation in its path, the foreclosure crisis continues to wreak havoc on many families and communities throughout the Fourth District, especially in the largest urban areas.
Francisca Richter +3 more
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Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada [PDF]
This paper explores the reliability of using prices of credit default swap contracts (CDS) as indicators of default probabilities during the 2007/2008 financial crisis.
Ali Hortaçsu, Jakub Kastl, Jason Allen
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Empirical Analysis of Financial Depth and Width Based on Convolutional Neural Network.
Comput Intell Neurosci, 2021 Ye M, Zhang L.
europepmc +1 more source
Endovascular Treatment of Complex Aortic Dissection. A Single Center 5 Years' Experience with 36 Patients. [PDF]
Rev Cardiovasc Med, 2023 Petrov I +4 more
europepmc +1 more source
Comparison of Stimulated Cycles with Low Dose r-FSH versus Hormone Replacement Cycles for Endometrial Preparation Prior to Frozen-Thawed Embryo Transfer in Young Women with Polycystic Ovarian Syndrome: A Single-Center Retrospective Cohort Study from China. [PDF]
Drug Des Devel Ther, 2021 Li L, Gao DD, Zhang Y, Song JY, Sun ZG.
europepmc +1 more source
"Minsky’s Cushions of Safety: Systemic Risk and the Crisis in the U.S. Subprime Mortgage Market" [PDF]
The current crisis in the financial systems of developed countries is often explained in terms of Hyman P. Minsky’s financial fragility hypothesis. Minsky was an economist at the Levy Institute and the foremost expert on credit crunches.
Jan Kregel
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Pandemic publishing: A bibliometric review of COVID-19 research in the crisis and disaster literature. [PDF]
Risk Hazards Crisis Public Policy, 2022 Kuipers S, van der Wilt A, Wolbers J.
europepmc +1 more source
The pricing of correlated default risk: evidence from the credit derivatives market [PDF]
In order to analyze the pricing of portfolio credit risk – as revealed by tranche spreads of a popular credit default swap (CDS) index – we extract risk-neutral probabilities of default (PDs) and physical asset return correlations from single-name CDS ...
Tarashev, Nikola A., Zhu, Haibin
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