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Financial Stability In An Evolving Regulatory And Supervisory Landscape

Author/Editor: Yingbin Xiao.

Release Date:February, 2013

This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark’s financial policy initiatives, banks have made progress in improving more...



Price: $18.00
French Banks Amid the Global Financial Crisis

Author/Editor: Yingbin Xiao.

Release Date:September, 2009

This paper runs the gamut of qualitative and quantitative analyses to examine the performance of French banks during 2006-2008 and the financial support measures taken by the French government. more...



Price: $18.00
Measuring and Analyzing Sovereign Risk with Contingent Claims

Author/Editor: Michael T Gapen, Dale F Gray, Cheng Hoon Lim, Yingbin Xiao.

Release Date:August, 2005

This paper develops a comprehensive new framework to measure and analyze sovereign risk. Since traditional macroeconomic vulnerability indicators and accounting-based measures do not address risk in more...



Price: $15.00
The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer

Author/Editor: Yingbin Xiao, Dale F Gray, Cheng Hoon Lim, Michael T Gapen.

Release Date:July, 2004

In this paper, we examine the ability of the contingent claims approach (CCA) to identify corporate sector and economy-wide vulnerabilities. We apply the Moody's MfRisk model, which uses aggregated more...



Price: $15.00