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  • Search: subject:"endogenous default"
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Year of publication
Subject
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endogenous default 24 Credit risk 19 Kreditrisiko 17 Theorie 16 Theory 15 Endogenous default 12 Insolvency 10 Insolvenz 10 Basel Accord 7 Basler Akkord 6 Capital structure 6 Kapitalstruktur 6 Bank lending 5 Business cycle 5 DSGE 5 DSGE model 5 DSGE-Modell 5 Konjunktur 5 Kreditgeschäft 5 Sovereign default 5 Staatsbankrott 5 Bank regulation 4 Bankenregulierung 4 Banking regulation 4 Basel III 4 Dynamic equilibrium 4 Dynamisches Gleichgewicht 4 Uruguay 4 credit default swaps 4 pork barrel 4 sovereign debt 4 Bank 3 Bank liquidity 3 Bank risk 3 Bankenkrise 3 Bankenliquidität 3 Banking crisis 3 Bankrisiko 3 Credit derivative 3 Debt financing 3
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Online availability
All
Free 28 Undetermined 13 CC license 1
Type of publication
All
Book / Working Paper 23 Article 20 Other 1
Type of publication (narrower categories)
All
Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 14 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11 Article 2 Research Report 1
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Language
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English 35 Undetermined 9
Author
All
Anesi, Vincent 4 Frache, Serafin 4 Garcia-Cicco, Javier 4 Ibáñez, Alfredo 4 Ponce, Jorge 4 Cruz López, Jorge 3 Seidmann, Daniel J. 3 Croitorov, Olga 2 Herranz, Neus 2 Krasa, Stefan 2 Monnet, Cyril 2 Ogawa, Toshiaki 2 Popov, Sergey V. 2 Quintin, Erwan 2 Sbuelz, Alessandro 2 Soytas, Mehmet Ali 2 Tarelli, Andrea 2 Villamil, Anne Patricia 2 Volkan, Engin 2 Wiggers, Andreas 2 Ambrose, Brent William 1 Barone, Gaia 1 Barsotti, Flavia 1 Catarineu-Rabell, Eva 1 Emmerling, Thomas 1 Ferrari, Massimo 1 Forster, Robert 1 Gu, Zhihui 1 Guha, Rajiv 1 Huang, Henry H. 1 Ibáñez Rodríguez, Alfredo 1 Jackson, Patricia 1 Koussis, Nicos 1 Le Guenedal, Théo 1 Leanza, Luca 1 Liu, Sheen X. 1 Martin, Reiner 1 Martzoukos, Spiros A. 1 O'Brien, Edward J. 1 Peiris, Udara 1
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Centre for Decision Research and Experimental Economics (CeDEx), School of Economics 1 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Federal Reserve Bank of St. Louis 1 University of Bonn, Germany 1
Published in...
All
Discussion paper series 3 MPRA Paper 3 Bonn Econ Discussion Papers 2 CEDEX discussion paper series 1 CeDEx Discussion Paper Series 1 Central Bank Review (CBR) 1 Central Bank review / The Central Bank of the Republic of Turkey 1 Discussion Papers 1 Discussion Papers / Centre for Decision Research and Experimental Economics (CeDEx), School of Economics 1 Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre 1 Documento de trabajo 1 Documentos de trabajo / Banco de España 1 Documentos de trabajo / dECON, Facultad de Ciencias Sociales, Universidad de la República : documento 1 Dynare Working Papers 1 Economic Theory 1 Economic modelling 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 European economic review : EER 1 European journal of operational research : EJOR 1 IMES discussion paper series / Englische Ausgabe 1 International journal of production economics 1 International review of financial analysis 1 Journal of economic dynamics & control 1 Latin American Journal of Central Banking (LAJCB) 1 Latin American journal of central banking : LAJCB 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Research Report 1 Research report 1 Review of finance : journal of the European Finance Association 1 The European journal of finance 1 The journal of credit risk : published quarterly by Incisive Media 1 The quarterly journal of finance 1 The review of economic studies 1 Working Papers - Mathematical Economics 1 Working Papers / Federal Reserve Bank of St. Louis 1 Working paper series / European Central Bank 1
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Source
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ECONIS (ZBW) 27 RePEc 10 EconStor 6 BASE 1
Showing 1 - 10 of 44
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Corporate debt value under transition scenario uncertainty
Le Guenedal, Théo; Tankov, Peter - In: Mathematical finance : an international journal of … 35 (2025) 1, pp. 40-73
Persistent link: https://www.econbiz.de/10015358993
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Stabilizing credit when nonperforming loans surge : the role of asset management companies
Martin, Reiner; O'Brien, Edward J.; Peiris, Udara; … - 2026
When default losses elevate borrowing costs, expanding credit cannot stabilize the economy because default rates feed back to lending rates through bank balance sheets. Asset management companies (AMCs) break this loop by purchasing nonperforming loans at their long-run recovery values, thereby...
Persistent link: https://www.econbiz.de/10015606839
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Countercyclical prudential tools in an estimated DSGE model
Frache, Serafin; Garcia-Cicco, Javier; Ponce, Jorge - In: Latin American journal of central banking : LAJCB 4 (2023) 3, pp. 1-25
endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The …
Persistent link: https://www.econbiz.de/10014382973
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Countercyclical prudential tools in an estimated DSGE model
Frache, Serafin; Garcia-Cicco, Javier; Ponce, Jorge - In: Latin American Journal of Central Banking (LAJCB) 4 (2023) 3, pp. 1-25
endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The …
Persistent link: https://www.econbiz.de/10015595300
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European puts, credit protection, and endogenous default
Cruz López, Jorge; Ibáñez, Alfredo - 2020
determines an endogenous default corridor at the cashoutáow dates is that equityholders's deep pockets absorb these outáows; that …
Persistent link: https://www.econbiz.de/10012317124
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Corporate debt maturity and investment over the business cycle
Pöschl, Johannes - In: European economic review : EER 152 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014430146
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European puts, credit protection, and endogenous default
Cruz López, Jorge; Ibáñez, Alfredo - 2020
determines an endogenous default corridor at the cashoutáow dates is that equityholders's deep pockets absorb these outáows; that …
Persistent link: https://www.econbiz.de/10012696352
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Taming the housing crisis : an LTV macroprudential policy
Forster, Robert; Sun, Xiaojin - In: Economic modelling 108 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013347907
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Welfare implications of bank capital requirements under dynamic default decisions
Ogawa, Toshiaki - 2020
Persistent link: https://www.econbiz.de/10013454080
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Welfare implications of bank capital requirements under dynamic default decisions
Ogawa, Toshiaki - In: Journal of economic dynamics & control 138 (2022), pp. 1-32
Persistent link: https://www.econbiz.de/10013464746
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