Max Bruche

Humboldt University of Berlin

Spandauer Str. 1

Berlin, D-10099

Germany

http://www.maxbruche.net

  • Humboldt University of Berlin

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 28,871

SSRN RANKINGS

Top 28,871

in Total Papers Downloads

2,986

SSRN CITATIONS
Rank 4,805

SSRN RANKINGS

Top 4,805

in Total Papers Citations

238

CROSSREF CITATIONS

102

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

Recovery Rates, Default Probabilities and the Credit Cycle

Journal of Banking and Finance, Vol. 34, No. 4, 2010
Number of pages: 37 Posted: 30 Nov 2006 Last Revised: 06 Jan 2011
Max Bruche and Carlos González-Aguado
Humboldt University of Berlin and Centre for Monetary and Financial Studies (CEMFI)
Downloads 948 (41,397)
Citation 9

Abstract:

Loading...

credit, recovery rate, default probability, business cycle, capital requirements, Markov chain

2.

Creditor Coordination, Liquidation Timing, and Debt Valuation

Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 5, 2011, AFA 2009 San Francisco Meetings Paper
Number of pages: 37 Posted: 17 Mar 2008 Last Revised: 03 Dec 2011
Max Bruche
Humboldt University of Berlin
Downloads 424 (115,740)

Abstract:

Loading...

asset pricing, real options, bankruptcy, liquidation, coordination failure, global games, capital structure

3.

Preventing Zombie Lending

Review of Financial Studies, 27(3), pp 923-956.
Number of pages: 49 Posted: 21 Jun 2010 Last Revised: 12 Mar 2014
Max Bruche and Gerard Llobet
Humboldt University of Berlin and Centre for Monetary and Financial Studies (CEMFI)
Downloads 387 (128,594)
Citation 40

Abstract:

Loading...

bank bail-outs, forbearance lending, recapitalizations, asset buybacks, mechanism design

4.

Pipeline Risk in Leveraged Loan Syndication

Downloads 336 (150,248)
Citation 33

Pipeline Risk in Leveraged Loan Syndication

FEDS Working Paper No. 2017-048
Number of pages: 76 Posted: 26 Apr 2017
Max Bruche, Frederic Malherbe and Ralf Meisenzahl
Humboldt University of Berlin, University College London - Department of Economics and Federal Reserve Bank of Chicago
Downloads 334 (150,165)

Abstract:

Loading...

Debt Overhang, Lead Arranger Share, Leveraged Loans, Pipeline Risk, Syndicated Loans

Pipeline Risk in Leveraged Loan Syndication

CEPR Discussion Paper No. DP11956
Number of pages: 79 Posted: 21 Apr 2017
Max Bruche, Frederic Malherbe and Ralf Meisenzahl
Humboldt University of Berlin, University College London - Department of Economics and Federal Reserve Bank of Chicago
Downloads 2 (1,055,649)
Citation 32
  • Add to Cart

Abstract:

Loading...

Debt overhang, lead arranger share, leveraged loans, pipeline risk, syndicated loans

5.

Dealer Funding and Market Liquidity

Downloads 261 (195,399)
Citation 1

Dealer Funding and Market Liquidity

Number of pages: 76 Posted: 08 Nov 2018 Last Revised: 10 Sep 2021
Max Bruche and John Chi-Fong Kuong
Humboldt University of Berlin and INSEAD - Finance
Downloads 261 (194,453)
Citation 1

Abstract:

Loading...

dealers, market liquidity, immediacy, regulation, optimal contract.

Dealer Funding and Market Liquidity

CEPR Discussion Paper No. DP16548
Number of pages: 78 Posted: 22 Sep 2021
Max Bruche and John Chi-Fong Kuong
Humboldt University of Berlin and INSEAD - Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Dealers, Immediacy, market liquidity, Optimal Contract, Regulation

6.

Deposit Insurance and Money Market Freezes

Journal of Monetary Economics, Vol. 57, No. 1, 2010
Number of pages: 40 Posted: 13 May 2009 Last Revised: 03 Mar 2010
Max Bruche and Javier Suarez
Humboldt University of Berlin and Centre for Monetary and Financial Studies (CEMFI)
Downloads 223 (227,663)
Citation 12

Abstract:

Loading...

deposit insurance, money markets, bank solvency, financial market freezes

7.

Debt Maturity and the Liquidity of Secondary Debt Markets

Downloads 217 (233,567)
Citation 83

Debt Maturity and the Liquidity of Secondary Debt Markets

Journal of Financial Economics (JFE), Vol. 124, No. 3, 2017
Number of pages: 45 Posted: 16 Feb 2013 Last Revised: 11 May 2017
Max Bruche and Anatoli Segura
Humboldt University of Berlin and Bank of Italy
Downloads 152 (319,772)
Citation 59

Abstract:

Loading...

debt maturity, search, liquidity

Debt Maturity and the Liquidity of Secondary Debt Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1049
Number of pages: 58 Posted: 02 Apr 2016
Max Bruche and Anatoli Segura
Humboldt University of Berlin and Bank of Italy
Downloads 65 (571,670)
Citation 25

Abstract:

Loading...

debt maturity, search, liquidity

8.

A Structural Model of Debt Pricing with Creditor-Determined Liquidation

Journal of Economic Dynamics and Control, Vol. 34, pp. 951-967, 2010
Number of pages: 29 Posted: 01 Oct 2009 Last Revised: 02 Dec 2011
Max Bruche and Hassan Naqvi
Humboldt University of Berlin and Monash University
Downloads 187 (267,513)
Citation 1

Abstract:

Loading...

Defaultable Debt Pricing, Creditor Induced Liquidation,Premature Liquidation

9.

The Macroeconomics of Money Market Freezes

CEPR Discussion Paper No. DP7304
Number of pages: 51 Posted: 15 Jul 2009
Max Bruche and Javier Suarez
Humboldt University of Berlin and Centre for Monetary and Financial Studies (CEMFI)
Downloads 3 (1,006,587)
  • Add to Cart

Abstract:

Loading...

deposit insurance, financial crisis, money markets, spreads

Other Papers (1)

Total Downloads: 15
Actions:
Email selected abstracts
1.

Agency Frictions, Dealer Funding, and Market Liquidity

Number of pages: 50 Posted: 01 Oct 2018 Last Revised: 09 Nov 2018
Max Bruche and John Chi-Fong Kuong
Humboldt University of Berlin and INSEAD - Finance
Downloads 15

Abstract:

Loading...

dealers, market-making, asset liquidity, moral hazard, regulation