Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Mark Wahrenburg"'
Publikováno v:
Zeitschrift für Bankrecht und Bankwirtschaft. 32:347-355
Structured products like collateralized loan obligations (CLOs) tend to offer significantly higher yield spreads than corporate bonds (CBs) with the same rating. At the same time, empirical evidence does not indicate that this higher yield is reduced
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5377fb6730647b60c3b89655403535e9
https://doi.org/10.15375/zbb-2020-0604
https://doi.org/10.15375/zbb-2020-0604
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a24899548506a9bb05cc585c15f7d1c5
https://doi.org/10.2139/ssrn.4043569
https://doi.org/10.2139/ssrn.4043569
Autor:
Mark Wahrenburg
Publikováno v:
Zeitschrift für Bankrecht und Bankwirtschaft. 31:81-102
Zusammenfassung Seit der Finanzmarktkrise wurden viele unterschiedliche Regulierungsmaßahmen umgesetzt, um die Stabilität der Banken in Krisensituationen durch die Stärkung ihrer Kapitalbasis zu erhöhen. Neben den Reformen der Eigenkapital- bzw.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa8c13053e4a0a76b488196f14dd0d1c
https://doi.org/10.15375/zbb-2019-0203
https://doi.org/10.15375/zbb-2019-0203
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f18897cd14694476c6979899685dae42
https://doi.org/10.2139/ssrn.3929997
https://doi.org/10.2139/ssrn.3929997
Publikováno v:
SSRN Electronic Journal.
Structured products like collateralized loan obligations (CLOs) tend to offer significantly higher yield spreads than corporate bonds with the same rating. At the same time, empirical evidence does not indicate that this higher yield is reduced by hi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bdab103cdbf041f069d88758142ad5c
https://doi.org/10.2139/ssrn.3476555
https://doi.org/10.2139/ssrn.3476555
Publikováno v:
SSRN Electronic Journal.
We document how counterparty credit risk is priced in FX OTC derivatives. We employ a novel data-set of dealer-specific bid-ask quotes to analyze risk pricing using the decoupling of Swiss franc from the euro as an exogenous shock. First, the removal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27f7bcb3e072667eb4235eb55ba51e82
https://doi.org/10.2139/ssrn.3498958
https://doi.org/10.2139/ssrn.3498958
Autor:
Florian Balke, Mark Wahrenburg
Publikováno v:
SSRN Electronic Journal.
This study examines changes in market discipline in European corporate deposit markets in response to different crisis periods and regulatory initiatives in the European Union. We measure market discipline by investigating the risk sensitivity of uni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd78415f89bf775033e905e36ece03a8
https://doi.org/10.2139/ssrn.3494263
https://doi.org/10.2139/ssrn.3494263
Autor:
Christian Rauch, Mark Wahrenburg
Publikováno v:
Alternative Investments. :281-302
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::745924b4d281c60b0d00f039f194cc7b
https://doi.org/10.1002/9781118656501.ch14
https://doi.org/10.1002/9781118656501.ch14
Autor:
Björn Imbierowicz, Mark Wahrenburg
Publikováno v:
The Quarterly Review of Economics and Finance. 53:23-43
Prior research has addressed the question of whether certain events cause a transfer of wealth between stockholders and bondholders but does not control for the events’ impacts on firms’ credit risk. This may explain why many studies fail to iden
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec9659e5cac8cc74958f146b4b7f817d
https://doi.org/10.1016/j.qref.2012.12.002
https://doi.org/10.1016/j.qref.2012.12.002
Autor:
Mark Wahrenburg
Publikováno v:
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung. 65:42-71
Der Beitrag beschreibt privatwirtschaftliche und staatHche Erscheinungsformen von Bad Banks und ordnet diese in das Spektrum der bankenrettungsinstrumente ein. Nach einer Diskussion der mit Bad Banks verfolgten Zielsetzungen werden die in der Praxis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f993ccace9897485410fc87e8d06e4d0
https://doi.org/10.1007/bf03373022
https://doi.org/10.1007/bf03373022