Papers & Reviews

  • 15 December 2017
Sovereign bond risk premiums

Keywords: Sovereign bond risk premiums, market and credit risk factors, euro-zone debt crisis.

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  • 20 Octubre 2017
Optimal bank regulation in the presence of credit and run risk

Keywords: Bank Runs, Credit Risk, Limited Liability, Regulation, Capital, Liquidity.

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  • 15 Septiembre 2017
Bank credit allocation and sectorial concentration in Mexico: Some empirical evidence

Keywords: Credit, Concentration, Productivity, Mexico.

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  • 13 Septiembre 2017
Managing counterparty risk in OTC markets

Study how banks manage their default risk before bilaterally negotiating the quantities and prices of over-the-counter (OTC) contracts resembling credit default swaps (CDSs).

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  • 06 Septiembre 2017
The effect of bank supervision on risk taking: Evidence from a natural experiment

Keywords: bank supervision, risk taking, crisis, lending, resolution costs.

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