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A Market Based Measure of Credit Quality and Banks' Performance...
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A market based measure of credit quality and banks' performance...
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A market based measure of credit quality and banks' performance during the subprime crisis. by Martin Knaup; Wolf Wagner ...
Tail Risk at Banks by Martin Knaup, Wolf WagnerSSRN
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von M Knaup · · Zitiert von: 1 — See all articles by Martin Knaup · Martin Knaup. CentER, Tilburg University. Wolf Wagner. Erasmus University Rotterdam (EUR). Date Written ... von M Knaup · · Zitiert von: 1 — See all articles by Martin Knaup · Martin Knaup. CentER, Tilburg University. Wolf Wagner. Erasmus University Rotterdam (EUR). Date Written ...
Tail Risk at Banks by Martin Knaup, Wolf Wagner - SSRN Paperspapers.ssrn.com › sol3 › papers
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· Martin Knaup · Wolf Wagner · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals · Recommended ...
A Market-Based Measure of Credit Portfolio Quality and Banks'...
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We propose a new method for measuring the quality of banks' credit portfolios. This method makes use of information embedded in bank share prices by exploiting
Martin KnaupDBLP
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Martin Knaup, Wolf Wagner : A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis. Manag. Sci. Martin Knaup, Wolf Wagner : A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis. Manag. Sci.
Vol. 58, No. 8, August of Management Science on JSTORwww.jstor.org › stable
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A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis (pp ). Martin Knaup and Wolf Wagner.
EconPapers: A Market Based Measure of Credit Quality and Banks'...
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By Martin Knaup and Wolf Wagner; Abstract: We propose a new method for measuring the quality of banks credit portfolios. This method makes use of ...
Forward-Looking Tail Risk Exposures at U.S. Bank Holding ...link.springer.com › article
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Martin Knaup &; Wolf Wagner Accesses. Explore all metrics. Cite this article. Abstract. This paper develops a simple method for quantifying banks ...
Olivier De Jonghe Discussion of “A market-based measure of credit ...slideplayer.com › amp
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Olivier De Jonghe Discussion of “A market-based measure of credit quality and Banks' performance during the subprime crisis” By Martin Knaup Wolf Wagner.
Tail Risk at Banks Martin Knaup Wolf Wagner - StudyLibstudylib.net › Business › Economics
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Tail Risk at Banks1 Martin Knaup Wolf Wagner In order to address the risk of systemic crises it is of paramount importance to have advance information about ...
[PDF] Tail Risk at Banks1 Martin Knaup Wolf Wagner In order to address ...feweb.uvt.nl › worddocumenten
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Martin Knaup. Wolf Wagner. In order to address the risk of systemic crises it is of paramount importance to have advance information about banks' exposures to ...
Forward-Looking Tail Risk Exposures at U.S. Bank Holding ...www.wti.org › research › publications › forward-lo...
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· By Martin Knaup and Wolf Wagner. Abstract This paper develops a simple method for quantifying banks' exposures to large (negative) shocks in ...
Use of Anesthesia when Tail Clipping for Genotyping - StudyLibstudylib.net › Science › Health Science › Veterinary
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Tail Risk at Banks Martin Knaup Wolf Wagner · Rodent Breeding Colonies UCSD INSTITUTIONAL POLICY #6.04 · The Long tail effect.
Measuring the tail risks of banks - World Trade Institutewww.wti.org › research › publications › measuring-t...
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· A new NCCR working paper by Martin Knaup and Wolf Wagner as part of their research on financial innovation. In order to address the risk of ...
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