Forward-Looking Tail Risk Exposures at U.S. Bank Holding ...RePEc: Research Papers in Economics
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von M Knaup · · Zitiert von: 29 — Martin Knaup; Wolf Wagner. Registered: · Martin Knaup ? Wolf Wagner. Abstract. No abstract is available for this item. Suggested Citation. Martin Knaup & Wolf ... von M Knaup · · Zitiert von: 29 — Martin Knaup; Wolf Wagner. Registered: · Martin Knaup ? Wolf Wagner. Abstract. No abstract is available for this item. Suggested Citation. Martin Knaup & Wolf ...
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 ...
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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 ...
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· In order to address the risk of systemic crises it is of paramount importance to have advance information about banks' exposures to large ...
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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.
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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.
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 ...
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Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies. Martin Knaup &; Wolf Wagner. Journal of Financial Services Research ...
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· Martin Knaup. CentER, European Banking Center, TILEC, and Department of Economics, Tilburg University, Tilburg, Netherlands. Wolf Wagner.
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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 ...
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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 Companies
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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 ...
Journal of Financial Services Research |...
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Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies. Martin Knaup, Wolf Wagner. Download PDF-version View full text | Issue ...
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.
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Zeitschrift: Journal of Financial Services Research > Ausgabe Autoren: Martin Knaup, Wolf Wagner. » Zum Volltext PDF-Version jetzt herunterladen.
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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