Publications Search Results

April 19, 2014

The search found 9 of 12485 documents sorted by Date with the following criteria:
Subject / Keyword: distance

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1.

Title: Credit Growth and Bank Soundness: Fast and Furious?
Author/Editor: Igan, Deniz ; Pinheiro, Marcelo
Series: Working Paper No. 11/278
Published: December 1, 2011
Subject(s): Bank soundness | Banks | Credit expansion | Cross country analysis | Economic models | Private sector
Author's keyword(s): Credit growth | credit boom | bank soundness | distance to default

 

2.

Title: Price of Risk - Recent Evidence from Large Financials
Author/Editor: Singh, Manmohan ; Youssef, Karim
Series: Working Paper No. 10/190
Published: August 1, 2010
Subject(s): Bonds | Capital markets | Credit risk | Financial institutions | International banking
Author's keyword(s): Price of risk; risk-neutral probabilities; real-world probabilities | cheapest-todeliverbonds; distance-to-distress; JPoD; LCFIs;

 

3.

Title: Being a Foreigner Among Domestic Banks: Asset or Liability?
Author/Editor: Claessens, Stijn ; van Horen, Neeltje
Series: Working Paper No. 09/273
Published: December 1, 2009
Subject(s): Bank soundness | Banking sector | Commercial banks | Cross country analysis | Foreign direct investment | International banking | Profit margins | Time series
Author's keyword(s): Foreign direct investment; international banking; performance; distance

 

4.

Title: Exposure to Real Estate Losses: Evidence from the US Banks
Author/Editor: Igan, Deniz ; Pinheiro, Marcelo
Series: Working Paper No. 09/79
Published: April 1, 2009
Subject(s): Banking sector | United States | Housing | Commercial banks | Consumer credit | Commercial credit | Real estate prices | Payments arrears | Economic models
Author's keyword(s): Residential and Commercial Real Estate | Delinquency | Distance to Default.

 

5.

Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center
Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.
Series: Working Paper No. 07/74
Published: April 1, 2007
Subject(s): Bank soundness | International banking | Economic models | United Kingdom
Author's keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT

 

6.

Title: External Linkages and Contagion Risk in Irish Banks
Author/Editor: Duggar, Elena ; Mitra, Srobona
Series: Working Paper No. 07/44
Published: February 1, 2007
Subject(s): Banking | Ireland | Risk management | International financial system | Economic models |
Author's keyword(s): Contagion risk | distance to default | Ireland

 

7.

Title: Distance-to-Default in Banking: A Bridge Too Far?
Author/Editor: Chan-Lau, Jorge A. ; Sy, Amadou N. R.
Series: Working Paper No. 06/215
Published: September 1, 2006
Subject(s): Banks | Financial stability
Author's keyword(s): Banks | insolvency | closure | prompt corrective action | distance-to-default | distance-to-capital

 

8.

Title: An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
Author/Editor: Chan-Lau, Jorge A. ; Jobert, Arnaud ; Kong, Janet
Series: Working Paper No. 04/33
Published: February 1, 2004
Subject(s): Banks | Emerging markets | Financial crisis
Author's keyword(s): Distance-to-default | banks | emerging markets

 

9.

Title: The Missing Globalization Puzzle
Author/Editor: Coe, David T. ; Subramanian, Arvind ; Tamirisa, Natalia T. ; Bhavnani, Rikhil
Series: Working Paper No. 02/171
Published: October 1, 2002
Subject(s): Globalization | Trade | Economic models
Author's keyword(s): globalization | trade gravity model | distance

 

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