Florian Balke

Goethe University Frankfurt - Department of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt, DE 60629

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

592

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Counterparty Credit Risk in OTC Derivatives

Number of pages: 48 Posted: 24 Dec 2019
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 164 (308,718)

Abstract:

Loading...

Counterparty Credit Risk, Fixed Exchange Rate Regime, FX Swaps, Swiss Franc Decoupling Event, International Banks

2.
Downloads 116 (404,964)
Citation 3

Spillovers of Funding Dry-Ups

SAFE Working Paper No. 259 (2019)
Number of pages: 56 Posted: 10 Sep 2019
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 79 (527,511)
Citation 4

Abstract:

Loading...

funding dry-ups, competition, spillovers, money market funds, corporate deposits, dollar funding

Spillovers of Funding Dry-Ups

BIS Working Paper No. 810
Number of pages: 57 Posted: 09 Sep 2019
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 37 (760,839)

Abstract:

Loading...

funding dry-ups, competition, spillovers, money market funds, corporate deposits, dollar funding

3.

Spillovers of Funding Dry-Ups

Number of pages: 55 Posted: 08 Nov 2018 Last Revised: 06 Dec 2019
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 93 (472,273)

Abstract:

Loading...

funding dry-ups, spillovers, money market funds, corporate deposits, dollar funding, competition

4.

Peg Abandonment and Cross-Currency Contagion

Management Science, Forthcoming
Number of pages: 26 Posted: 28 Mar 2022 Last Revised: 30 Nov 2023
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 86 (495,848)

Abstract:

Loading...

fixed exchange rate regime, FX swaps, reverse speculative attacks

5.

Credibility of Bank Resolution Regimes and Market Discipline: Evidence from Corporate Deposits

Number of pages: 25 Posted: 13 Dec 2019
Florian Balke and Mark Wahrenburg
Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads 79 (521,669)

Abstract:

Loading...

Market discipline, bailout, bank resolution, corporate deposits, central bank liquidity

6.

How Banks Exploit Reporting Rules to Cover Up Their Leverage Risk

Number of pages: 49 Posted: 04 Apr 2019 Last Revised: 06 Dec 2019
Florian Balke
Goethe University Frankfurt - Department of Finance
Downloads 54 (635,575)

Abstract:

Loading...

leverage ratio, capital requirements, window dressing, bank regulation, wholesale funding