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  1. L' attuazione in Italia del principio contabile IFRS 9 da parte di banche di minore dimensione e intermediari finanziari
    prime evidenze
    Author: Canton, Andrea; Loizzo, Tommaso; Schimperna, Federico
    Published: [2021]
    Publisher:  Banca d'Italia, [Rom]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 547
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    Source: Union catalogues
    Language: Italian
    Media type: Book
    Format: Online
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    Series: Questioni di economia e finanza / Banca d'Italia ; number 644 (October 2021)
    Subjects: IFRS 9; Covid-19; banche; intermediari; contabilità; vigilanza
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  2. Exploring the sources of loan default clustering using survival analysis with frailty
    Author: Bátiz-Zuk, Enrique; Mohamed, Abdulkadir; Sánchez-Cajal, Fátima
    Published: September 2021
    Publisher:  [Banco de México], [Ciudad de México, México]

    This paper investigates whether three microeconomic loan characteristics are sources of loan default clustering in the Mexican banking sector by employing survival analysis with frailty. Using a large sample of bank loan level data granted to micro,... more

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    This paper investigates whether three microeconomic loan characteristics are sources of loan default clustering in the Mexican banking sector by employing survival analysis with frailty. Using a large sample of bank loan level data granted to micro, small and medium sized firms from January 2010 to 2018, we test whether classifying loans by the bank's systemic importance, industry or at individual firm level enhances the predictions of loans defaults. Our results show that loans granted by Domestic Systemically Important Banks contribute to the default clustering in micro and small firm loans. This is due to aggregate default rate levels and clusters that are large for these firms loans compared with loans provided to medium-sized firms. These findings have important implications for bank's expected loss management related to the correlated loan default risk.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/251285
    Series: Working papers / Banco de México ; no 2021, 14
    Subjects: Credit risk; Parametric survival analysis; Accelerated Failure Time (AFT) models; Shared frailty models; IFRS 9
    Scope: 1 Online-Ressource (circa 86 Seiten), Illustrationen
  3. Essays on Financial Accounting and Prudential Banking Regulation
    Author: Rugilo, Daniel
    Published: 2021
    Publisher:  Universitäts- und Stadtbibliothek Köln, Köln

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Universität Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    UB Weimar
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
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    Subjects: IFRS 9; Financial Stability; Basel III; Prudential Regulation; ECL
    Scope: 1 Online-Ressource (circa 233 Seiten), Illustrationen
    Notes:

    Dissertation, Universität zu Köln, 2021
  4. Essays on systemic risk and financial stability
    Author: Kund, Arndt-Gerrit
    Published: 2021
    Publisher:  Universitäts- und Stadtbibliothek Köln, Köln

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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Universität Hamburg, Universitätsbibliothek
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    Bibliothek der Hochschule Hannover
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    Bibliothek im Kurt-Schwitters-Forum
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    Hochschule Osnabrück, Bibliothek Campus Westerberg
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    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
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    UB Weimar
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    Source: Union catalogues
    Contributor: Hartmann-Wendels, Thomas (AkademischeR BetreuerIn); Hess, Dieter (AkademischeR BetreuerIn)
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Financial Stability; Systemic Risk; Bank Regulation; Default Prediction; IFRS 9; CoCo-bond
    Scope: 1 Online-Ressource (circa 170 Seiten), Illustrationen
    Notes:

    Dissertation, Universität zu Köln, 2021
  5. IFRS 9 and its behaviour in the cycle: the evidence on EU countries
    Author: Witzany, Jiří; Pastiranová, Oľga
    Published: 2021
    Publisher:  Faculty of Finance and Accounting, University of Economics, Prague

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Nicht speichern
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: FFA Working Papers ; 2021, 3
    Subjects: IFRS 9; loan loss provisions; procyclicality
    Scope: 1 Online-Ressource (circa 13 Seiten), Illustrationen