Central Bank Research Hub - JEL classification G33: Bankruptcy; Liquidation

Title Author(s)

Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.

Central Bank of Brazil Working Papers [View] (Paper: 302, 14.12.2012)

JEL: G01, G21, G28, G33

Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads

Bank of Canada Working papers [View] (Paper: 2012-27, 27.08.2012)

JEL: G32, G33

Credit risk in general equilibrium

European Central Bank Working papers [View] (Paper: 1445, 19.06.2012)

JEL: D52, G01, G32, G33

Determinants of corporate default: a BMA approach

Bank of Spain Working Papers [View] (Paper: 1221, 13.06.2012)

JEL: C1, G33

Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Deutsche Bundesbank Discussion Papers [View] (Paper: 10/2012, 29.05.2012)

JEL: G21, G28, G33

Stress testing German banks against a global cost-of-capital shock

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012)

JEL: C13, C15, G21, G33

Capital regulation, liquidity requirements and taxation in a dynamic model of banking

Deutsche Bundesbank Discussion Papers [View] (Paper: 201210, 24.04.2012)

JEL: G21, G28, G33

Stress testing German banks against a global cost-of-capital shock

Deutsche Bundesbank Discussion Papers [View] (Paper: 201204, 07.03.2012)

JEL: C13, C15, G21, G33

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Czech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010)

JEL: C02, G13, G33

The feasibility of through-the-cycle ratings

Bank of Finland Discussion Papers [View] (Paper: 2010/14, 16.08.2010)

JEL: G21, G33, L16

Related JEL classifications

Browse all JEL classifications