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The link between the share of banks’ Level 3 assets and their default risk and default costs |
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| Authors: | Mohrmann Ulf Riepe Jan |
| Institution: | 1.Chair of Accounting, Department of Economics, University of Konstanz, Box 142, 78457, Constance, Germany ;2.Department of Banking, University of Tuebingen, Nauklerstr. 47, 72074, Tübingen, Germany ; |
| Abstract: | Review of Quantitative Finance and Accounting - We empirically explore the risk relevance of Level 3 fair value estimates. Thereby we focus on banks’ default risk as well as banks’... |
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