Browsing Schriftenreihen und Sammelbände by Author "Sabiwalsky, Ralf"

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2012-02-02Buch

Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?

Sabiwalsky, Ralf

Basel II Pillar 3 reports provide information about banks' exposure towards a number of risk factors, such as corporate credit risk and interest rate risk. Previous studies find that the quality of such information is ...
2010-10-27Buch

Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity

Sabiwalsky, Ralf

A substantial number of empirical studies on the linear relationship between executive compensation and firm performance for European firms suggest that the pay-performance sensitivity is not significantly positive. We ...
2008-09-26Buch

Nonlinear Modeling of Target Leverage with Latent Determinant Variables

New Evidence on the Trade-off Theory

Sabiwalsky, Ralf

The trade-off theory on capital structure is tested by modelling the capital structure target as the solution to a maximization problem. This solution maps asset volatility and loss given default to optimal leverage. By ...