Allgemeine Suche
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Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve Discussion paper 24/2017: Daniel Foos, Eva Lütkebohmert, Mariia Markovych, Kamil Pliszka
1 MB, PDF
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The market impact of systemic risk capital surcharges Discussion paper 09/2020: Yalin Gündüz
2 MB, PDF
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A value at risk analysis of credit default swaps Discussion paper 12/2008: Burkhard Raunig, Martin Scheicher
268 KB, PDF
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The rollout of internal credit risk models: Implications for the novel partial-use philosophy Discussion paper 07/2023: Carina Schlam, Corinna Woyand
956 KB, PDF
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Exchange rate depreciations and local business cycles: The role of bank loan supply Discussion paper 52/2021: Thorsten Beck, Peter Bednarek, Daniel te Kaat, Natalja von Westernhagen
536 KB, PDF
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Negative monetary policy rates and systemic banks‘ risk-taking: Evidence from the euro area securities register Discussion paper 37/2020: Johannes Bubeck, Angela Maddaloni, José-Luis Peydró
552 KB, PDF
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Regulatory capital for market and credit risk interaction: is current regulation always conservative? Discussion paper 14/2008: Thomas Breuer, Martin Jandacka, Klaus Rheinberger, Martin Summer
415 KB, PDF
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CDS spreads and systemic risk – a spatial econometric approach Discussion paper 01/2013: Sebastian Keiler, Armin Eder
507 KB, PDF