Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Simone Giansante"'
The paper investigates the impact of carbon emissions on stock price returns of European listed firms. This relationship is assessed across all three emissions scopes, as well as using expecta-tions to detect if future emissions impact contemporary r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::705ce5fe0f2451a2b9029f4c97dced7b
https://hdl.handle.net/10447/590553
https://hdl.handle.net/10447/590553
We model the evolution of stylised bank loan portfolios to assess the impact of IFRS 9 and US GAAP expected loss model (ECL) on the cyclicality of loan loss provisions (LLPs), realised losses and capital ratios of banks, relative to the incurred loss
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::7930191bb46e5d9e085456695d3785ca
https://hdl.handle.net/10447/599393
https://hdl.handle.net/10447/599393
Publikováno v:
Sustainability; Volume 15; Issue 13; Pages: 10385
The paper investigates the impact of carbon emissions on stock price returns of European listed firms. This relationship is assessed across all three emissions scopes, as well as using expectations to detect if future emissions impact contemporary re
Autor:
Mahmoud Fatouh, Simone Giansante
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Fatouh, M, Markose, S & Giansante, S 2021, ' The impact of quantitative easing on UK bank lending : Why banks do not lend to businesses? ', Journal of Economic Behavior and Organization, vol. 183, pp. 928-953 . https://doi.org/10.1016/j.jebo.2019.02.023
The growing proportion of UK bank lending to the financial sector reached a peak in 2007 just before the onset of the Global Financial Crisis (GFC). This marks a trend in the dwindling amount of bank lending to private sector non-financial corporatio
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of Corporate Finance
We investigate the impact of the Bank of England's asset purchase program (APP) on the composition of assets of UK banks with unique data on the received reserves injections. The Monetary Policy Committee (MPC) didn't expect there to be strong transm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d3973c2289c72c7063b6daebe6e4206
https://hdl.handle.net/10447/584336
https://hdl.handle.net/10447/584336
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 612:128456
The aftermath of the recent financial crisis has shown how expensive and unfair the stabilization of financial ecosystems can be. The main cause is the level of complexity of financial interactions that poses a problem for regulators. We provide an a
Publikováno v:
Annals of Operations Research.
Publikováno v:
Annals of Operations Research.
We analyse systemic risk in the core global banking system using a new network-based spectral eigen-pair method, which treats network failure as a dynamical system stability problem. This is compared with market price-based Systemic Risk Indexes (SRI