Search Results - "Grill, Michael"

COLLATERAL REQUIREMENTS AND ASSET PRICES by Brumm, Johannes, Grill, Michael, Kubler, Felix, Schmedders, Karl

“…Many assets derive their value not only from future cash flows but also from their ability to serve as collateral. In this article, we investigate this…”
Get full text

The leverage ratio, risk-taking and bank stability by Acosta-Smith, Jonathan, Grill, Michael, Lang, Jan Hannes

“…This paper analyses the trade-off between additional loss-absorbing capacity and potentially higher bank risk-taking associated with the introduction of the…”
Get full text

Computing equilibria in dynamic models with occasionally binding constraints by Brumm, Johannes, Grill, Michael

“…We propose a method to compute equilibria in dynamic models with several continuous state variables and occasionally binding constraints. These constraints…”
Get full text

Repo haircuts: Market practices and the impact of minimum requirements on leverage by Grill, Michael, Hermes, Felix, Wedow, Michael

“…•FSB proposed minimum haircuts for SFTs.•Current haircuts not fully in line with FSB minimum haircut framework.•Minimum haircuts can reduce leverage on…”
Get full text

Optimal Sovereign Default by Adam, Klaus, Grill, Michael

“…When is it optimal for a fully committed government to default on its legal repayment obligations? Considering a small open economy with domestic production…”
Get full text

Window dressing of regulatory metrics: Evidence from repo markets by Bassi, Claudio, Behn, Markus, Grill, Michael, Waibel, Martin

“…This paper investigates both the magnitude and the drivers of bank window dressing behavior in euro-denominated repo markets. Using a confidential…”
Get full text

Re-use of collateral: Leverage, volatility, and welfare by Brumm, Johannes, Grill, Michael, Kubler, Felix, Schmedders, Karl

“…We assess the implications of collateral re-use on leverage, volatility, and welfare within a calibrated infinite-horizon asset-pricing model with…”
Get full text

Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects by Grill, Michael, Molestina Vivar, Luis, Wedow, Michael

“…We investigate the drivers and impact of suspending redemptions for European mutual funds. Using a novel data set of funds that suspended redemptions during…”
Get full text

Credit constraints and the international propagation of US financial shocks by Metiu, Norbert, Hilberg, Björn, Grill, Michael

“…This paper investigates whether credit constraints in the US economy amplify the international propagation of US financial shocks. We model the dynamics of the…”
Get full text

Margin regulation and volatility by Brumm, Johannes, Grill, Michael, Kubler, Felix, Schmedders, Karl

“…An infinite-horizon asset-pricing model with heterogeneous agents and collateral constraints can explain why adjustments in stock market margins under US…”
Get full text

The Development of an Highly Modular Designed Zero-Dimensional Engine Process Calculation Code by Grill, Michael, Bargende, Michael

“…The main objective of the FVV-project “Cylinder Module” was the development of a profoundly modular designed concept for object-oriented modeling of…”
Get full text

Two-Stage Ignition Occurrence in the End Gas and Modeling Its Influence on Engine Knock by Fandakov, Alexander, Grill, Michael, Bargende, Michael, Kulzer, Andre Casal

“…The most significant operation limit prohibiting the further reduction of the CO₂ emissions of gasoline engines is the occurrence of knock. Thus, being able to…”
Get full text

RDE Evaluation in the Early Concept Phase by Keskin, Mahir-Tim, Grill, Michael, Bargende, Michael

Get full text

Enhancing Repo Market Transparency: The EU Securities Financing Transactions Regulation by Bassi, Claudio, Grill, Michael, Hermes, Felix, Mirza, Harun, O’Donnell, Charles, Wedow, Michael

“…The introduction of the Securities Financing Transactions Regulation into EU law provides a unique opportunity to obtain an in-depth understanding of repo…”
Get full text

New Approach for Modeling Cycle-to-Cycle Variations within the Framework of a Real Working-Process Simulation by Wenig, Markus, Grill, Michael, Bargende, Michael

“…For a reliable and accurate simulation of SI engines reproduction of their operation limits (misfiring and knock limit) and in this context the knowledge of…”
Get full text

Influence of Binary CNG Substitute Composition on the Prediction of Burn Rate, Engine Knock and Cycle-to-Cycle Variations by Hann, Sebastian, Urban, Lukas, Grill, Michael, Bargende, Michael

“…Since 0D/1D-simulations of natural gas spark ignition engines use model theories similar to gasoline engines, the impact of changing fuel characteristics needs…”
Get full text

Modeling of the Combustion Process for a Dual-fuel Diesel System by Ünal, Ömer, Grill, Michael, Pandurangi, Sushant, Wright, Yuri

Get full text

Quasi-Dimensional Modeling of CI-Combustion with Multiple Pilot- and Post Injections by Rether, Dominik, Grill, Michael, Schmid, Andreas, Bargende, Michael

“…A new phenomenological CI combustion model was developed. Within this model the given injection rate may contain an arbitrary number of injections during one…”
Get full text

Laminar Flame Speed Engine Simulation of Lean Combustion and Exhaust Gas Recirculation at High Load by Hann, Sebastian, Grill, Michael, Bargende, Michael

Get full text

The cylinder module: New simulation not only for combustion processes by Grill, Michael, Bargende, Michael

Get full text