Results 111 to 120 of about 982,306 (342)

Croatian bank investments in securities [PDF]

Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2005
In this paper the author presents the basic characteristics of debt securities and shares and analyses the amount, structure and characteristics of the securities portfolio in Croatian banks in period from 1993 to 2004.
Antun Jurman
doaj  

A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations

Risks, 2018
In both financial theory and practice, Value-at-risk (VaR) has become the predominant risk measure in the last two decades. Nevertheless, there is a lively and controverse on-going discussion about possible alternatives.
Matthias Fischer, Thorsten Moser, Marius Pfeuffer   +2 more
doaj   +1 more source

Cyclical correlations, credit contagion, and portfolio losses [PDF]

, 2004
Kay Giesecke, Stefan Weber
openalex   +1 more source

Risk transfer with CDOs [PDF]

, 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through securitization. Sound knowledge of the risks involved in securitization transactions is a prerequisite for solid risk management.
Krahnen, Jan Pieter, Wilde, Christian
core   +1 more source

The Credit Channel of Monetary Transmission in the US: Is It a Bank Lending Channel, a Balance Sheet Channel or Both or Neither?

International Journal of Finance &Economics, EarlyView.
ABSTRACT We develop a theoretical framework that extends the Bernanke and Blinder model to incorporate imperfect substitution between internal and external finance of firms to study the operation of both the bank lending and the balance sheet channels of monetary transmission in the US.
Sophocles N. Brissimis, Michalis‐Panayiotis Papafilis   +1 more
wiley   +1 more source

Modellierung des Kreditrisikos im Einwertpapierfall [PDF]

The current financial market crisis has impressively demonstrated the importance of an effective credit risk management for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised as a result ...
Cremers, Heinz, Walzner, Jens
core  

Political Environment, Banking Liquidity, and Banking Crises: A Mediation Analysis From Panel Data

International Journal of Finance &Economics, EarlyView.
ABSTRACT The objective of this paper is twofold. (i) First, we examine whether the political environment affect bank liquidity. (ii) Then, we investigate whether the political environment's impact on banking crises is mediated through bank liquidity.
Joseph Attila
wiley   +1 more source

Statistical assessment of quality of credit activity of Ukrainian banks [PDF]

Problemi Ekonomiki, 2013
The article conducts an economic and statistical analysis of the modern state of credit activity of Ukrainian banks and main tendencies of its development. It justifies urgency of the statistical study of credit activity of banks.
Moldavska Olena V., Demidenko A. V.
doaj  

Sovereign Credit Ratings, Transparency and International Portfolio Flows [PDF]

, 2004
Amar Gande, David C. Parsley
openalex   +1 more source

Modellierung des Kreditrisikos im Portfoliofall [PDF]

The current financial market crisis has impressively demonstrated the importance of an effective credit risk management for financial institutions. At the same time, the use and the valuation of credit derivatives has been widely criticised as a result ...
Cremers, Heinz, Walzner, Jens
core