1

Stress testing credit risk: The Great Depression scenario

Year:
2012
Language:
english
File:
PDF, 555 KB
english, 2012
2

Stability of rating transitions

Year:
2000
Language:
english
File:
PDF, 181 KB
english, 2000
3

Systemic Risk and Bank Size

Year:
2017
Language:
english
File:
PDF, 1.66 MB
english, 2017
5

Credit and liquidity components of corporate CDS spreads

Year:
2013
Language:
english
File:
PDF, 455 KB
english, 2013
7

Liquidity risk, credit risk, market risk and bank capital

Year:
2011
Language:
english
File:
PDF, 115 KB
english, 2011
9

Liquidity Risk, Credit Risk, Market Risk and Bank Capital

Year:
2011
Language:
english
File:
PDF, 89 KB
english, 2011
10

Liquidity and shadow banking

Year:
2019
Language:
english
File:
PDF, 1.39 MB
english, 2019
14

Timeliness of Spread Implied Ratings

Year:
2008
Language:
english
File:
PDF, 533 KB
english, 2008
20

Time varying price discovery

Year:
2015
Language:
english
File:
PDF, 557 KB
english, 2015
27

Time Varying Price Discovery

Year:
2013
Language:
english
File:
PDF, 326 KB
english, 2013
28

An Analysis of Systemic Risk in the US and European Banking Sectors During Recent Crises

Year:
2013
Language:
english
File:
PDF, 1.30 MB
english, 2013
29

Credit Risk Diversification

Year:
2002
Language:
english
File:
PDF, 354 KB
english, 2002
30

The Equity-Like Features of Sovereign Bonds

Year:
2014
Language:
english
File:
PDF, 1.59 MB
english, 2014
31

Corporate Governance, Bank Mergers and Executive Compensation

Year:
2014
Language:
english
File:
PDF, 917 KB
english, 2014
32

Stress Testing Credit Risk: The Great Depression Scenario

Year:
2011
Language:
english
File:
PDF, 290 KB
english, 2011
33

Liquidity and shadow banking

Year:
2019
File:
PDF, 1.39 MB
2019