Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Natalia Tente"'
Publikováno v:
Journal of Money, Credit and Banking. 51:1923-1961
M‐PRESS‐CreditRisk is a novel stress testing approach that can help authorities gauge banks' capital adequacy related to credit risk. For the first time, it combines the assessment of microprudential capital requirements under Pillars 1 and 2 and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bd5a1a5ac21bfd00d6e121be539b572
https://doi.org/10.1111/jmcb.12636
https://doi.org/10.1111/jmcb.12636
Autor:
Matthias Sydow, aurore schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova, Natalia Tente
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a4c9db870e2e2a26b17fa4038ea26fc
https://doi.org/10.2139/ssrn.3900850
https://doi.org/10.2139/ssrn.3900850
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::743c62059cd7b897c534f349c4afe896
https://doi.org/10.2139/ssrn.2993103
https://doi.org/10.2139/ssrn.2993103
Autor:
Klaus Duellmann, Natalia Tente
Publikováno v:
Journal of Banking & Finance. 37:1243-1257
We put forward a framework for measuring systemic risk and attributing it to individual banks. Systemic risk is measured as the expected loss to depositors and investors when a low-probability systemic event occurs. The risk contributions are calcula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68cac456067429aa67117ea8908072c8
https://doi.org/10.1016/j.jbankfin.2012.11.017
https://doi.org/10.1016/j.jbankfin.2012.11.017
Publikováno v:
SSRN Electronic Journal.
In August 2007, Fortis Group, Belgium’s largest bank, acquired the Dutch operations of ABN AMRO, becoming the fifth largest bank in Europe. Despite its size and its significant operations in the Benelux countries, Fortis struggled to integrate ABN
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ab31a3ff88eec54be05cb95e6baea4a
https://doi.org/10.2139/ssrn.2577348
https://doi.org/10.2139/ssrn.2577348
In August 2007, Fortis Group, Belgium’s largest bank, acquired the Dutch operations of ABN AMRO, becoming the fifth largest bank in Europe. Despite its size and its significant operations in the Benelux countries, Fortis struggled to integrate ABN
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a2852558c5222a9ade186c1dc8a619bb
http://som.yale.edu/download-ypfs/001-2014-5C-V1-EuropeanBanking-C-REVA.pdf
http://som.yale.edu/download-ypfs/001-2014-5C-V1-EuropeanBanking-C-REVA.pdf
In September 2008, Dexia Group, SA, the world’s largest provider of public finance, experienced a sudden liquidity crisis. In response, the governments of Belgium, France, and Luxembourg provided the company a capital infusion and credit support. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::88b5f2af9b3ae98eed1733f72e36f4b7
http://som.yale.edu/download-ypfs/001-2014-5D-V1-EuropeanBanking-D-REVA.pdf
http://som.yale.edu/download-ypfs/001-2014-5D-V1-EuropeanBanking-D-REVA.pdf
After the Basel Committee on Banking Supervision (BCBS) introduced the Basel III framework in 2010, individual countries confronted the question of how best to implement the framework given their unique circumstances. Switzerland, with a banking indu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::03b1051153686589d49e4a538cf2c12a
http://som.yale.edu/download-ypfs/001-2014-1D-V1-REVA.pdf
http://som.yale.edu/download-ypfs/001-2014-1D-V1-REVA.pdf
Publikováno v:
SSRN Electronic Journal.
In September 2008, Dexia Group, SA, the world’s largest provider of public finance, experienced a sudden liquidity crisis. In response, the governments of Belgium, France, and Luxembourg provided the company a capital infusion and credit support. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9026971c6ce007db3658cca4f51bba74
https://doi.org/10.2139/ssrn.2577351
https://doi.org/10.2139/ssrn.2577351
Publikováno v:
SSRN Electronic Journal.
After the Basel Committee on Banking Supervision (BCBS) introduced the Basel III framework in 2010, individual countries confronted the question of how best to implement the framework given their unique circumstances. Switzerland, with a banking indu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ac5f5dd03813f2ee83fc217a1438b2b
https://doi.org/10.2139/ssrn.2576946
https://doi.org/10.2139/ssrn.2576946