Discussion paper DP7122 Rollover Risk and Market Freezes Douglas M Gale Viral Acharya Tanju Yorulmazer 23 Jan 2009 Financial Economics D8 G12 G21 G24 G32 G33
Discussion paper DP6669 Does Competition Reduce the Risk of Bank Failure? Rafael Repullo David Martinez-Miera 25 Jan 2008 Financial Economics Industrial Organization D43 E43 G21
VoxEU Column The impact of short-term interest rates on risk-taking: hard evidence Steven Ongena Jose-Luis Peydro Vasso Ioannidou 17 Oct 2007 Financial Markets
Discussion paper DP6514 Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk? Steven Ongena Jose-Luis Peydro Gabriel Jiménez Jesús Saurina 5 Oct 2007 Financial Economics E44 G21 L14
Discussion paper DP4770 Economic and Regulatory Capital: What is the Difference? Rafael Repullo Abel Elizalde 23 Dec 2004 Financial Economics G21 G28
Discussion paper DP4674 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis Martin Weber Lars Norden 23 Oct 2004 Financial Economics C32 G10 G14
Discussion paper DP4132 Credit Risk and Dynamic Capital Structure Choice Josef Zechner Thomas Dangl 23 Dec 2003 Financial Economics D81 G28 G32
Discussion paper DP4098 Understanding the Recovery Rates on Defaulted Securities Viral Acharya Sreedhar T Bharath Anand Srinivasan 23 Oct 2003 Financial Economics G12 G33 G34
Discussion paper DP3917 Loan Pricing Under Basel Capital Requirements Rafael Repullo Javier Suarez 23 May 2003 Financial Economics E43 G21 G28
Discussion paper DP3413 A Model of Credit Risk, Optimal Policies and Asset Prices Suleyman Basak Alex Shapiro 20 Jun 2002 Financial Economics C61 D51 G11 G22 G33
Discussion paper DP3415 The Role of Non-financial Factors in Internal Credit Ratings Martin Weber Jens Grunert Lars Norden 20 Jun 2002 Financial Economics G21