{"entities":{"Q1009441":{"pageid":1011289,"ns":120,"title":"Item:Q1009441","lastrevid":69413367,"modified":"2026-04-13T06:50:09Z","type":"item","id":"Q1009441","labels":{"en":{"language":"en","value":"Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5538693"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$DE1B98D6-D4A6-498C-97D7-894CF1702BEB","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8bc8945048ab2c3e22924688286b6aa3d494fb7c","datavalue":{"value":{"text":"Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1009441$306B0108-BF2E-4650-90CB-25DA682B6519","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"30e523aa54ded68c0a312b29b2e57fa39b657b8c","datavalue":{"value":"1158.91396","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$5D04E89F-99ED-469B-A289-774357BA43B1","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"049bd5c60f2f511d6de834f9aafa02f9d0a12298","datavalue":{"value":"10.1155/2008/740845","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$F112CE9C-8133-4186-8C60-33A96DE7D81D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"da06a418428cb8bfb7bb1eddc776fb39f1cb3f5b","datavalue":{"value":{"entity-type":"item","numeric-id":1009439,"id":"Q1009439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$25DD06FA-A48E-4C13-8EDE-654AE93C4D44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6d6c401903892dc90f0b7a5371b4ee2ba9090b39","datavalue":{"value":{"entity-type":"item","numeric-id":1009440,"id":"Q1009440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$C376712C-6859-4254-9E25-CA13ED7F960D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"640b00fee1167697615803a5c64bde27aca09f11","datavalue":{"value":{"entity-type":"item","numeric-id":443060,"id":"Q443060"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$A0729305-D12D-4D49-8902-8A3D0F990EA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c90e7d7ceb64c7e66ea5bf235abcac5a5f6b3053","datavalue":{"value":{"entity-type":"item","numeric-id":845557,"id":"Q845557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$89CA1604-5AAA-4BCE-8A71-5595958E7AD0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e5ea7bc024fe2946ca15646035f056e2ab96db7a","datavalue":{"value":{"entity-type":"item","numeric-id":169945,"id":"Q169945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$82BA53DF-F247-41C0-ADB8-B5275B3ECD0E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"922948b710e09c6f3501c7e3b3f5c730037bf436","datavalue":{"value":{"time":"+2009-04-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1009441$31F656BB-3E1C-494B-8CD3-8C4F1AF2A8F9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"db1496a932a13050ac203cd193406b05a1a4b529","datavalue":{"value":"https://eudml.org/doc/129748","type":"string"},"datatype":"url"},"type":"statement","id":"Q1009441$2A48246B-0C4C-4F2F-8BE7-D4571620794D","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"5eba37282dcd77e39cf426fe560eebcabae44590","datavalue":{"value":"Summary: The ongoing subprime mortgage crisis (SMC) and implementation of Basel II Capital Accord regulation have resulted in issues related to bank valuation and profitability becoming more topical. Profit is a major indicator of financial crises for households, companies, and financial institutions. An SMC-related example of this is the U.S. bank, Wachovia Corp., which reported major losses in the first quarter of 2007 and eventually was bought by Citigroup in September 2008. A first objective of this paper is to value a bank subject to Basel II based on premiums for market, credit, and operational risk. In this case, we investigate the discrete-time dynamics of banking assets, capital, and profit when loan losses and macroeconomic conditions are explicitly considered. These models enable us to formulate an optimal bank valuation problem subject to cash flow, loan demand, financing, and balance sheet constraints. The main achievement of this paper is bank value maximization via optimal choices of loan rate and supply which leads to maximal deposits, provisions for deposit withdrawals, and bank profitability. The aforementioned loan rates and capital provide connections with the SMC. Finally, OECD data confirms that loan loss provisioning and profitability are strongly correlated with the business cycle.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1009441$FDA262BC-F129-4F7C-97B7-55040DB88FB1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$92500A3F-B85F-4F7F-A30A-1828BB4B6F93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e8bd5eef8b2d8ebdc2c71e270e810490ab1492c1","datavalue":{"value":"91B74","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$9BD938D6-2C65-42C8-BBD2-3131EDDF973D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6d88e1fca0adccb8c3b0d54db273cea306bdb422","datavalue":{"value":"5538693","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$62BAB293-1FF6-45EF-85B8-71D10130EA01","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"fe190932bee25086794f5276fd51d4f4f08b3063","datavalue":{"value":"Q58644526","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$4EF2A368-ABB3-40FD-9423-39717B58E77A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$80A05CB7-8FDC-49A8-86F3-4B9BD7B0A7F3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6d61551f185eb8ae63222feb7933532c24dc13a1","datavalue":{"value":"W1987785106","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1009441$10C28C44-5D05-4D5D-A4AE-1F6FC9D2BFC1","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0557bc33a3da976bf38177d2ef650871dbabcbcb","datavalue":{"value":{"entity-type":"item","numeric-id":2472043,"id":"Q2472043"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$ADFB0873-DA17-4B4E-BC11-630EAF08B42B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"35b0aa852f133cdeba2a8dbb5a3de539237914d5","datavalue":{"value":{"entity-type":"item","numeric-id":5422579,"id":"Q5422579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$EEECB773-7DC3-4648-B1F8-0B57334BF699","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edd34d0ee137ec8e796e445682357d39077f253c","datavalue":{"value":{"entity-type":"item","numeric-id":3529368,"id":"Q3529368"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$7C6B1009-11E5-40A9-84E9-D76E05C6839E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c7597eebdc00bfaa67b2e3adb8638518a96ee4c","datavalue":{"value":{"entity-type":"item","numeric-id":2569183,"id":"Q2569183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$CF2C1306-3188-4FF4-8EB0-26E9B2E35972","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc3fa5453ce6bae1f4c5cedced37a10aebb5659c","datavalue":{"value":{"entity-type":"item","numeric-id":1401113,"id":"Q1401113"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$7BAD6178-CAB1-4C42-82B8-E21D255386B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1fd5d8488e9674e456a100527f42bfce1acd8dd2","datavalue":{"value":{"entity-type":"item","numeric-id":2507935,"id":"Q2507935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$396D28E7-81F0-4FEE-99E4-7BE414F4822A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd1507bb4e351987f7de0c41bdb6bce36905e908","datavalue":{"value":{"entity-type":"item","numeric-id":956555,"id":"Q956555"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$F7A8C371-16DC-427B-8A7A-BF6097E23305","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a7cc51024efad9fb38c84e05723cf2307d874ca","datavalue":{"value":{"entity-type":"item","numeric-id":927238,"id":"Q927238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$8608D0A9-7660-44AE-87BA-E9F06B425B34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8afb43172c1d7a18933e675a18af1b109679106","datavalue":{"value":{"entity-type":"item","numeric-id":3178606,"id":"Q3178606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$DA0AEC91-57C4-4FEF-9FD8-A30976418237","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3be3c20c64787864f48aa0ce4ca322a6231210f4","datavalue":{"value":{"entity-type":"item","numeric-id":4435813,"id":"Q4435813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$39022C98-308D-47CE-AC0A-DF4C929D5DEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a7158fa0f0d0916e945907d05a720f36013a7123","datavalue":{"value":{"entity-type":"item","numeric-id":3439736,"id":"Q3439736"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$3D16E340-AA1E-42F5-A17A-2DDAAA6D3AE6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad0d7a39fa5212c2a3ec8d19c9e6d8d4b7ffe302","datavalue":{"value":{"entity-type":"item","numeric-id":1040167,"id":"Q1040167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c65f062391ebebb5bb9259d95162737e6c64ba7c","datavalue":{"value":{"amount":"+0.8407009840011597","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1009441$DBDD8CCE-5431-4D56-A955-9CB3A02C190B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1d55475ee237233d7dfc8797267ce0814122d59f","datavalue":{"value":{"entity-type":"item","numeric-id":845558,"id":"Q845558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35ca1807b9cc6b3304f4cc84edc7c2cb816ad415","datavalue":{"value":{"amount":"+0.7083261013031006","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1009441$B3C156B2-9D09-447D-A73F-8873717FFF9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5a42caa982fde97dc70f640fa9366d4e1f9a1d3d","datavalue":{"value":{"entity-type":"item","numeric-id":659554,"id":"Q659554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b9dc97627dc164ae3f81b43dfe247748d7c5daf4","datavalue":{"value":{"amount":"+0.7054346203804016","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1009441$59D05738-2397-44AE-825D-3217A2B96370","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9ecde7b41e76629a603e40c39bc2cf095e834aeb","datavalue":{"value":{"entity-type":"item","numeric-id":2847233,"id":"Q2847233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28790a1ea0da1c21e7ce4fc2d36af2e26be82f76","datavalue":{"value":{"amount":"+0.696257472038269","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1009441$A73A165E-1DCD-4F38-8A00-42EF2D0C4098","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e4f0cef7f9c5ea3f7f119cb0078fe2be82f5c2dd","datavalue":{"value":{"entity-type":"item","numeric-id":2569183,"id":"Q2569183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ff7f50f39b31c2415e2ca971986c8e579905b57","datavalue":{"value":{"amount":"+0.6861637830734253","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1009441$687AD161-D770-4E5E-94EF-917A138E2072","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1009441$722C3264-B081-4749-B0B6-FE5181F5FCD6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Bank_valuation_and_its_connections_with_the_subprime_mortgage_crisis_and_basel_II_capital_accord"}}}}}