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Kerbl, Stefan - 2012

A deep understanding of the drivers of credit risk is valuable for financial institutions as well as for regulators from multiple viewpoints. The systemic component of credit risk drives losses across portfolios and thus poses a threat to financial stability. Traditional approaches consider...

Persistent link: https://www.econbiz.de/10013106796

Quantifying the cyclicality of regulatory capital - first evidence from Austria

Kerbl, Stefan; Sigmund, Michael - In: Finanzmarktstabilitätsbericht 18 (2009), pp. 96-106

Persistent link: https://www.econbiz.de/10003922302

Model uncertainty and aggregated default probabilities : new evidence from Austria

Hofmarcher, Paul; Kerbl, Stefan; Grün, Bettina; … - In: Applied economics 46 (2014) 7/9, pp. 871-879

Persistent link: https://www.econbiz.de/10010398865

What drives aggregate credit risk?

Kerbl, Stefan; Sigmund, Michael - In: Finanzmarktstabilitätsbericht 22 (2011), pp. 77-92

Persistent link: https://www.econbiz.de/10009412895

Assessing macro-prudential policies : the case of FX lending

Sigmund, Michael - In: Journal of economics and finance : JEF 45 (2021) 2, pp. 316-359

Persistent link: https://www.econbiz.de/10012496691

Risk-bearing capacity of households : linking micro-level data to the macroprudential toolkit

Albacete, Nicolás; Eidenberger, Judith; Krenn, Gerald; … - In: Financial stability report 27 (2014), pp. 95-110

Persistent link: https://www.econbiz.de/10010385387

Determinants of contingent convertible bond coupon rates of banks : an empirical analysis

Sigmund, Michael; Zimmermann, Kevin - 2021

Persistent link: https://www.econbiz.de/10012705137

Do interbank markets price systemic risk?

Sigmund, Michael; Siebenbrunner, Christoph - In: Journal of financial stability 71 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014533540