Search Results - subject:"ECB Comprehensive Assessment"

Market reactions to the ECB's Comprehensive Assessment

Sahin, Cenkhan; Haan, Jakob de - de Nederlandsche Bank - 2015

Using an event study approach, we examine financial markets' reactions to the publication of the ECB's Comprehensive … Assessment of banks in the euro area. Our results suggest that banks' stock market prices and CDS spreads generally did not react …

Persistent link: https://www.econbiz.de/10011188578

Market reactions to the ECB's comprehensive assessment

Sahin, Cenkhan; Haan, Jakob de - 2015

Persistent link: https://www.econbiz.de/10010488885

A Transitions-Based Model of Default for Irish Mortgages

Kelly, Robert; O'Malley, Terence - Central Bank of Ireland - 2014

Using a uniquely constructed loan-level dataset of the residential mortgage book of Irish financial institutions, this paper provides a framework for estimating default probabilities of individual mort- gages. In contrast to the popular stock delinquency approach, this model provides estimates...

Persistent link: https://www.econbiz.de/10011148705

The good, the bad and the impaired : a credit risk model of the Irish mortgage market

Kelly, Robert; O'Malley, Terence - In: Journal of financial stability 22 (2016), pp. 1-9

Persistent link: https://www.econbiz.de/10011703769

Market reactions to the ECB's Comprehensive Assessment

Sahin, Cenkhan; Haan, Jakob de - In: Economics letters 140 (2016), pp. 1-5

Persistent link: https://www.econbiz.de/10011615673