2

Asset pricing with liquidity risk

Year:
2005
Language:
english
File:
PDF, 407 KB
english, 2005
4

A theory of systemic risk and design of prudential bank regulation

Year:
2009
Language:
english
File:
PDF, 561 KB
english, 2009
5

Understanding and managing interest rate risk at banks

Year:
2018
Language:
english
File:
PDF, 1.72 MB
english, 2018
8

Measuring Systemic Risk

Year:
2010
Language:
english
File:
PDF, 1.05 MB
english, 2010
12

Implications of the Dodd-Frank Act*

Year:
2012
Language:
english
File:
PDF, 1.45 MB
english, 2012
13

A Crisis of Banks as Liquidity Providers

Year:
2015
Language:
english
File:
PDF, 2.44 MB
english, 2015
15

Leverage, Moral Hazard, and Liquidity

Year:
2011
Language:
english
File:
PDF, 1009 KB
english, 2011
16

Private Equity: Boom and Bust?

Year:
2007
Language:
english
File:
PDF, 300 KB
english, 2007
19

Aggregate Risk and the Choice between Cash and Lines of Credit

Year:
2013
Language:
english
File:
PDF, 692 KB
english, 2013
21

A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk

Year:
2014
Language:
english
File:
PDF, 1.35 MB
english, 2014
24

When does Strategic Debt-service Matter?

Year:
2006
Language:
english
File:
PDF, 158 KB
english, 2006
26

Regulating Systemic Risk

Year:
2009
Language:
english
File:
PDF, 29 KB
english, 2009
27

The Internal Governance of Firms

Year:
2011
Language:
english
File:
PDF, 371 KB
english, 2011
28

Creditor rights and corporate risk-taking

Year:
2011
Language:
english
File:
PDF, 437 KB
english, 2011
32

Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009

Year:
2009
Language:
english
File:
PDF, 1.06 MB
english, 2009
38

Rollover Risk and Market Freezes

Year:
2011
Language:
english
File:
PDF, 1.29 MB
english, 2011
42

Insider trading in credit derivatives

Year:
2007
Language:
english
File:
PDF, 315 KB
english, 2007
43

On the optimality of resetting executive stock options

Year:
2000
Language:
english
File:
PDF, 243 KB
english, 2000
44

CAUSES OF THE FINANCIAL CRISIS

Year:
2009
Language:
english
File:
PDF, 309 KB
english, 2009
45

Securitization without risk transfer

Year:
2013
Language:
english
File:
PDF, 962 KB
english, 2013
49

The “greatest” carry trade ever? Understanding eurozone bank risks

Year:
2015
Language:
english
File:
PDF, 739 KB
english, 2015