WORKING PAPER NO 13 CREDIT RISK TRANSFER AND FINANCIAL SECTOR PERFORMANCE Wolf Wagner & Ian Marsh potx

WORKING PAPER NO 13 CREDIT RISK TRANSFER AND FINANCIAL SECTOR PERFORMANCE Wolf Wagner & Ian Marsh potx

WORKING PAPER NO 13 CREDIT RISK TRANSFER AND FINANCIAL SECTOR PERFORMANCE Wolf Wagner & Ian Marsh potx

...   34 WORKING PAPER NO 13 CREDIT RISK TRANSFER AND FINANCIAL SECTOR PERFORMANCE Wolf Wagner & Ian Marsh The Working Paper is intended as a ...  ! '&%      &        8<>  ?? %  8<> !&...
Ngày tải lên : 06/03/2014, 08:20
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Tài liệu CGFS Papers No 35 Credit risk transfer statistics doc

Tài liệu CGFS Papers No 35 Credit risk transfer statistics doc

... Survey. CGFS – Credit risk transfer statistics 15 Committee on the Global Financial System CGFS Papers No 35 Credit risk transfer statistics Report submitted by a Working Group ... dealers, other financial institutions and non -financial customers, whereas DTCC data separately identify between CGFS – Credit risk transfer statistics 11...
Ngày tải lên : 16/02/2014, 03:20
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Tài liệu No.272 / December 2008: EMU and Financial Integration pptx

Tài liệu No.272 / December 2008: EMU and Financial Integration pptx

... Trade and Foreign Direct In- vestment,” European Economy Economic Papers No. 321. [5] Barro, Robert (2007), “Rare Disasters, Asset Prices, and Welfare Costs,” NBER Work- ing Paper No. 136 90. 13 See ... Philipp, Florian Heider, Elias Papaionnou and Marco Lo Duca (2007), “The Role of Financial Markets and Innovation in Productivity and Growth in Eu- rope,” ECB Occasional Pa...
Ngày tải lên : 17/02/2014, 21:20
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Tài liệu Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis pdf

Tài liệu Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis pdf

... are not well able to bear this risk and that the attempt to burden them with it may merely transform the interest rate risk into a counterparty credit risk. Securitization shifts this risk ... that it involved. Risk management and risk control put excessive confidence in credit ratings provided by rating agencies and failed to provide their own analysis of credit ri...
Ngày tải lên : 17/02/2014, 21:20
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Tài liệu OCCASIONAL PAPER SERIES NO 64 / JULY 2007: THE USE OF PORTFOLIO CREDIT RISK MODELS IN CENTRAL BANKS doc

Tài liệu OCCASIONAL PAPER SERIES NO 64 / JULY 2007: THE USE OF PORTFOLIO CREDIT RISK MODELS IN CENTRAL BANKS doc

... 9 ECB Occasional Paper No 64 July 2007 3 CREDIT RISK MODELS 3.1 OVERVIEW OF CREDIT RISK MODELLING ISSUES In recent years, the literature on credit risk modelling has grown tremendously; ... would clearly reflect credit risk. In practice, it is not always possible to distinguish between spread risk and credit risk. When spreads change for one issuer only, and...
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Research Paper No. 2006/150 Land Titles, Credit Markets and Wealth Distributions pot

Research Paper No. 2006/150 Land Titles, Credit Markets and Wealth Distributions pot

... Political Economy 101(2): 272-98. Bardhan, P., S. Bowles, and H. Gintis (2000). ‘Wealth Inequality, Wealth Constraints and Economic Performance , in A.B. Atkinson and F. Bourguignon (eds), Handbook ... Political Economy 97(4): 808-27. Feder, G., and A. Nishio (1999). ‘The Benefits of Land Registration and Titling: Economic and Social Perspectives’, Land Use Policy 15(4): 25-43...
Ngày tải lên : 06/03/2014, 04:21
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WORKING PAPER SERIES NO. 398 / OCTOBER 2004: MERGERS AND ACQUISITIONS AND BANK PERFORMANCE IN EUROPE THE ROLE OF STRATEGIC SIMILARITIES potx

WORKING PAPER SERIES NO. 398 / OCTOBER 2004: MERGERS AND ACQUISITIONS AND BANK PERFORMANCE IN EUROPE THE ROLE OF STRATEGIC SIMILARITIES potx

... their capitalisation and investment in technology and financial innovation were found to improve performance. By contrast, for cross-border M&As, differences in their loan and credit risks strategies are performance ... domestic M&As in Europe. 19 ECB Working Paper Series No. 398 October 2004 Table 2 Cross-border and domestic mergers: descriptive statistics of size...
Ngày tải lên : 06/03/2014, 09:22
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WORKING PAPER SERIES NO. 407 / NOVEMBER 2004: BANKING CONSOLIDATION AND SMALL BUSINESS LENDING potx

WORKING PAPER SERIES NO. 407 / NOVEMBER 2004: BANKING CONSOLIDATION AND SMALL BUSINESS LENDING potx

... than that of non-compliance. Utility of compliance is denoted (U CB ,U CG ) in the bad and good state of the world respec- tively. Similarly, the utility of non-compliance is denoted as (U NB ,U NG ). The ... the other hand, the higher the profit t arget is, the less likely that the credit officer is able to meet it. If he can not comply, then he shirks and 14 ECB Working Paper Series...
Ngày tải lên : 06/03/2014, 09:22
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WORKING PAPER SERIES NO 845 / DECEMBER 2007: RUN-PRONE BANKING AND ASSET MARKETS doc

WORKING PAPER SERIES NO 845 / DECEMBER 2007: RUN-PRONE BANKING AND ASSET MARKETS doc

...  0 2><?>B8C8>= >5 C74 <0A:4C ?>AC5>;8>  0 2><?>B8C8>= >5 C74 10=:8=6 ?>AC5>;8> 0=3  ?4A8>3>=4 0=3 ?4A8>3CF> A4CDA=B >= ... $(%( '" ' #"&' #"&'   &( ''  ' "!&( % -!& ' "#'  '" *'%...
Ngày tải lên : 06/03/2014, 09:22
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Working paper series the phillips curve and long-term unemployment

Working paper series the phillips curve and long-term unemployment

... months and over) Source: OECD OECD Europe OECD Non-Europe OECD Non-Europe Ex. US OECD Europe OECD Non-Europe OECD Non-Europe Ex. US OECD Europe OECD Non-Europe OECD Non-Europe Ex. US 10 ECB Working ... Curve and the NAIRU. 12 ECB Working Paper Series No. 441 February 2005 (typically commodity prices or import prices). The disturbance ε t is assumed to be i.i.d. normal with mean zer...
Ngày tải lên : 24/10/2012, 09:11
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