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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
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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;
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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
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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.
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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
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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
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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
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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
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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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