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Did emergency liquidity assistance (ELA) of the ECB delay the bankruptcy of Greek banks?

Götz, Martin R.; Haselmann, Rainer; Krahnen, Jan Pieter; … - 2015

The European Central Bank (ECB) increased the emergency liquidity assistance (ELA) for Greek banks from €50 billion in …

Persistent link: https://www.econbiz.de/10011333051

Credit risk transfer and de facto GSE reform

Finkelstein, David L.; Strzodka, Andreas; Vickery, James - 2018

disrupting the liquidity or stability of mortgage secondary markets. In the process, the programs have created a new financial … market for pricing and trading mortgage credit risk, which has grown in size and liquidity over time. The CRT programs …

Persistent link: https://www.econbiz.de/10011806244

A liquidity risk stress-testing framework with Basel liquidity standards

Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273

Persistent link: https://www.econbiz.de/10012593458

Default and recovery risk modeling and estimation

Eggert Christensen, Jan Henrik - 2007 - 1. ed.

Persistent link: https://www.econbiz.de/10003525480

Stress-testing probability of default and migration rate with respect to Basel II requirements

Miu, Peter; Ozdemir, Bogie - In: The journal of risk model validation 3 (2009/10) 4, pp. 3-38

Persistent link: https://www.econbiz.de/10009262130

Banking reform

Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...