Browsing Research Output by Subject "Credit Risk"
Now showing items 1-2 of 2
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A dynamic model approach of securitization and the financial crisis
(Econ Journals, 2016)Securitization involves the transformation of illiquid assets into liquid and easy to sell ones. The paper focuses on the effect of unexpected negative shocks on Low Quality-asset price and input, Collateralized Debt ... -
Analysis of Bank Failure: An Application of CVAR Methodology On Liquidity
(Virtus Interpress, 2017)In this paper, balance sheet liquidity data was analyzed comprising of 157 Class I and 234 Class II banks. Class I banks are categorized as those with tier 1 capital in excess of $4 billion and internationally active while ...