When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007–2009

Human Migration and Commercial Bank Risk During the Financial Crisis

Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09

The global imbalance explanation of the financial crisis of 2007–09 suggests that demand for riskless assets from countries with current account surpluses created fragility in countries with current account deficits, most notably in the United States. This paper examines this explanation by analyzing the geography of asset-backed commercial paper (ABCP) conduits set up by large commercial banks...

Modelling of Domestic and Foreign Visitors’ Behaviour at Commercial Bank Website during the Recent Financial Crisis

DRLÍK MARTIN, PILKOVÁ ANNA, MUNK MICHAL, ŠVEC PETER: Modelling of domestic and foreign visitors’ behaviour at commercial bank website during the recent fi nancial crisis. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013, LXI, No. 7, pp. 2065–2070 The paper focuses on modelling of commercial bank website visitors’ behaviour. The authors analyse domestic and foreign ma...

Financial Markets during Economic Crisis

Contemporary financial depression of the financial markets proves high fluctuations of the prices of the stocks. These fluctuations have considerable impact on the values of the financial portfolios. Classical approaches to modeling of the behavior of the prices of the stocks may produce wrong predictions of their future values. That is the reason why we introduce in this paper the fractal mark...

On The Price Sensitivities During Financial Crisis

The computation of the price sensitivities is of paramount importance in financial risk management. Several new approaches have been recently suggested in the literature for this purpose. However, there is lack of studies that investigate this issue during financial crises. During crises volatility is naturally higher than normal situations. This is going to affect the underlying option pricing...