| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs |
0 |
0 |
3 |
76 |
0 |
4 |
12 |
196 |
| A Strategy for Resolving Europe's Problem Loans |
0 |
1 |
1 |
89 |
0 |
4 |
8 |
250 |
| An Investigation of Some Macro-Financial Linkages of Securitization |
0 |
0 |
0 |
103 |
0 |
8 |
12 |
280 |
| Asean Bond Market Development: Where Does it Stand? Where is it Going? |
0 |
0 |
0 |
54 |
1 |
10 |
12 |
163 |
| Asian Equity Markets: Growth, Opportunities, and Challenges |
0 |
0 |
0 |
318 |
1 |
9 |
12 |
1,286 |
| COVID-19: How Will European Banks Fare? |
0 |
0 |
0 |
32 |
0 |
6 |
10 |
95 |
| Collateralised loan obligations (CLOs): A primer |
0 |
0 |
0 |
80 |
0 |
5 |
12 |
427 |
| Collateralized Loan Obligations (CLOs) – A Primer |
0 |
0 |
0 |
2,966 |
1 |
9 |
16 |
7,250 |
| Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting |
0 |
0 |
0 |
152 |
0 |
3 |
8 |
334 |
| Credit Risk Dynamics of Infrastructure Investment |
0 |
0 |
1 |
1 |
1 |
4 |
5 |
5 |
| Credit risk dynamics of infrastructure investment: considerations for financial regulators |
0 |
0 |
1 |
13 |
0 |
2 |
6 |
52 |
| Developing Asean5 Bond Markets: What Still Needs to Be Done? |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
93 |
| European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads |
0 |
0 |
0 |
299 |
1 |
5 |
8 |
616 |
| Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues |
0 |
0 |
1 |
18 |
1 |
8 |
88 |
136 |
| Islamic Bond Issuance: What Sovereign Debt Managers Need to Know |
0 |
1 |
1 |
44 |
3 |
6 |
10 |
159 |
| Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation |
0 |
0 |
0 |
230 |
0 |
5 |
8 |
678 |
| Loan securitisation: default term structure and asset pricing based on loss prioritisation |
0 |
0 |
0 |
10 |
0 |
5 |
11 |
89 |
| Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems |
0 |
0 |
0 |
51 |
4 |
6 |
7 |
108 |
| Macroprudential Solvency Stress Testing of the Insurance Sector |
0 |
0 |
0 |
47 |
0 |
6 |
7 |
107 |
| Market Response to Policy Initiatives during the Global Financial Crisis |
0 |
0 |
0 |
213 |
0 |
8 |
13 |
660 |
| Market-implied systemic risk and shadow capital adequacy |
0 |
0 |
0 |
43 |
2 |
4 |
8 |
87 |
| Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach |
0 |
0 |
0 |
74 |
0 |
6 |
12 |
231 |
| Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area |
0 |
1 |
3 |
195 |
1 |
16 |
28 |
455 |
| Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose |
0 |
0 |
0 |
137 |
1 |
7 |
10 |
302 |
| Operative Principles of Islamic Derivatives: Towards a Coherent Theory |
0 |
1 |
3 |
109 |
2 |
9 |
13 |
219 |
| Profitability and Balance Sheet Repair of Italian Banks |
0 |
0 |
0 |
68 |
0 |
6 |
10 |
104 |
| Public Debt Markets in Central America, Panama, and the Dominican Republic |
0 |
0 |
0 |
84 |
0 |
1 |
3 |
309 |
| Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe |
0 |
0 |
2 |
41 |
0 |
2 |
6 |
99 |
| Sectoral Policies for Climate Change Mitigation in the EU |
0 |
0 |
0 |
9 |
2 |
12 |
16 |
53 |
| Sovereign Risk in Macroprudential Solvency Stress Testing |
0 |
0 |
0 |
38 |
0 |
7 |
10 |
68 |
| Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk |
0 |
0 |
6 |
89 |
1 |
10 |
28 |
324 |
| The Basle scuritisation framework explained: The regulatory treatment of asset securitisation |
0 |
0 |
1 |
592 |
3 |
4 |
5 |
1,408 |
| The Economics of Islamic Finance and Securitization |
0 |
0 |
0 |
513 |
1 |
4 |
7 |
1,079 |
| The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations |
0 |
0 |
0 |
8 |
0 |
2 |
6 |
137 |
| The Pricing puzzle: The default term structure of collateralised loan obligations |
0 |
0 |
0 |
12 |
2 |
8 |
8 |
92 |
| Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität |
0 |
0 |
0 |
235 |
1 |
2 |
4 |
573 |
| Total Working Papers |
0 |
4 |
23 |
7,075 |
29 |
214 |
443 |
18,524 |