Search Results for default risk

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We analyze holdings of public bonds by over 20,000 banks in 191 countries, and the role of these...

This paper introduces the Asset and Liability Management (ALM) compound option model. The model...

This paper examines the association between the default risk of foreign bank subsidiaries in...

This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the...

Emerging countries that have defaulted on their debt repayment obligations in the past are more...

This paper proposes a stochastic volatility model to measure sovereign financial distress. It...