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Credit spread implied by inflation-indexed convertible bonds

Landskroner, Yoram; Raviv, Alon - In: Banking review 8 (2003), pp. 15-31

Persistent link: https://www.econbiz.de/10001961607

The Risk Spiral : The Effects of Bank Capital and Diversification on Risk Taking

Peleg Lazar, Sharon - 2019

We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank increases, risk shifting by borrowers increases, even if...

Persistent link: https://www.econbiz.de/10012902255

Bank stability and market discipline : the effect of contingent capital on risk taking and default probability

Hilscher, Jens; Raviv, Alon - 2012

Persistent link: https://www.econbiz.de/10009782939

Bank risk dynamics where assets are risky debt claims

Peleg-Lazar, Sharon; Raviv, Alon - In: European financial management : the journal of the … 23 (2017) 1, pp. 3-31

Persistent link: https://www.econbiz.de/10011713413

Dynamic volatility regulation of financial institutions

Hilscher, Jens; Raviv, Alon; Wiener, Zvi - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490771

A closed-form solution to the risk-taking motivation of subordinated debtholders

Heller, Yuval; Peleg-Lazar, Sharon; Raviv, Alon - In: Economics letters 181 (2019), pp. 169-173

Persistent link: https://www.econbiz.de/10012121790

The risk spiral : the effects of bank capital and diversification on risk taking

Peleg Lazar, Sharon; Raviv, Alon - In: International review of financial analysis 65 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012208875

Banks' risk taking and creditors' bargaining power

Heller, Yuval; Peleg Lazar, Sharon; Raviv, Alon - In: The journal of corporate finance : contracting, … 74 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013366529