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Chen, Yi-Kai; Shen, Chung-hua; Kao, Lanfeng; Yeh, Chuan-Yi - In: Review of Pacific Basin financial markets and policies 21 (2018) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10011809794

Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? : evidence from a stress test under a panel VAR methodology

Baltas, Konstantinos N.; Kapetanios, George; Tsionas, … - In: Journal of banking & finance 83 (2017), pp. 36-56

Persistent link: https://www.econbiz.de/10011816820

Effects of risk parameters (credit, operational, liquidity and market risk) on banking system efficiency (studying 15 top banks in Iran)

Hoseiniassab, Ebrahim; Yavari, Kazem; Mehregan, Nader; … - In: Iranian economic review : journal of University of Tehran 17 (2013) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009734830

Macro stress testing the U.S. banking system

Kanas, Angelos; Molyneux, Philip - In: Journal of international financial markets, … 54 (2018), pp. 204-227

Persistent link: https://www.econbiz.de/10011984051

The cyclical behavior of credit and liquidity risks on bank stability in MENA countries with a dual banking system

Lachaab, Mohamed - In: International journal of empirical economics 2 (2023) 2, pp. 1-22

The purpose of this paper is to investigate whether credit and liquidity risks individually and/or jointly impact bank … Spring in 2011 and the COVID-19 pandemic in 2020. We found that the credit and liquidity risks impact individually and … during booms than during recessions, and as banks are subject to more liquidity risk, they take more risk during good …

Persistent link: https://www.econbiz.de/10014332071

Modern pandemic crises and default risk : worldwide evidence

Ho, Kung-Cheng; Huang, Hung-Yi; Pan, Zikui; Gu, Yan - In: Journal of international financial management & accounting 34 (2023) 2, pp. 211-242

Persistent link: https://www.econbiz.de/10014336548

Macroeconomic effects of corporate default crisis: A long-term perspective

Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 111 (2014) 2, pp. 297-310

Persistent link: https://www.econbiz.de/10010255519

The credit risk premium in a disaster-prone world

Zhu, Yanhui (contributor); Copeland, Laurence S. (contributor) - 2008

The seminal Barro (2006) closed-economy model of the equity risk premium in the presence of extreme events ("disasters") allowed for leverage in the form of risky corporate debt which defaulted only in states when the Government defaulted on its debt. The probability of default was therefore...

Persistent link: https://www.econbiz.de/10003739622

Non-performing debt recovery : effects of the Greek crisis

Marouli, A. Z.; Caloghirou, Yannis; Giannini, E. N. - In: International journal of banking, accounting and finance 6 (2015) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10011573582

Resolving mortgage distress after COVID-19 : some lessons from the last crisis

McCann, Fergal; O'Malley, Terry - 2021

We analyse micro data on Irish mortgages and distressed households' balance sheets in the last decade to assess the debt resolution process in the Irish mortgage market in the lead up to the COVID-19 shock. We highlight the widespread engagement of Irish borrowers with debt resolution mechanisms...

Persistent link: https://www.econbiz.de/10012550326