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pro vyhledávání: '"Raupach, Peter"'
Autor:
Löffler, Gunter, Raupach, Peter
Publikováno v:
The Journal of Financial and Quantitative Analysis, 2018 Feb 01. 53(1), 269-298.
Externí odkaz:
https://www.jstor.org/stable/26591907
Publikováno v:
In Journal of Financial Stability February 2015 16:232-247
Autor:
Memmel, Christoph, Raupach, Peter
Publikováno v:
In Journal of Financial Intermediation 2010 19(4):509-528
Autor:
Raupach, Peter, Memmel, Christoph
Using detailed data of all German banks, we find that banks which have suffered heavy credit losses reduce their corporate lending business by 1.32 euro for each euro lost; with 95% confidence, the effect is between 0.85 and 1.80 euros. This sensitiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a55c78f26dbc4575085f24430fdac1ce
https://hdl.handle.net/10419/245525
https://hdl.handle.net/10419/245525
Akademický článek
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Autor:
Güttler, Andre1 andre.guettler@ebs.edu, Raupach, Peter2 peter.raupach@bundesbank.de
Publikováno v:
Journal of Financial Services Research. Feb2010, Vol. 37 Issue 1, p1-23. 23p. 1 Diagram, 3 Charts, 5 Graphs.
Autor:
Raupach, Peter
Regulatory capital for trading book positions includes two components that cover different risks but apply to the same portfolio, one for market risk and one for credit risk. Similar approaches are common in banks' internal models for economic capita
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f050098fb6a32c29b2090c027bb51421
https://hdl.handle.net/10419/112763
https://hdl.handle.net/10419/112763
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c5112fac2e6bac93ed733dfb2a830b17
https://hdl.handle.net/10419/106795
https://hdl.handle.net/10419/106795