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1 - 9 von 9 Ergebnissen.

Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?

Interbank exposures: An empirical examination of systemic risk in the Belgian banking system

Financial intermediation theory and implications for the sources of value in structured finance markets

Liquidity risk in securities settlement

The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations

Dynamic order submission strategies with competition between a dealer market and a crossing network

Risk, uncertainty and monetary policy

Bank reactions after capital shortfalls

The single supervisory mechanism or “SSM”, part one of the Banking Union