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2011 Systemic Risk, Basel III, Financial Stability & Regulation (Archive)

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Viewing: 1 - 15 of 15 papers

1.

Does Contingent Capital Induce Excessive Risk-Taking?

Journal of Financial Intermediation, Forthcoming
Number of pages: 55 Posted: 17 Nov 2010 Last Revised: 11 Feb 2015
Working Paper Series
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Downloads 1,462
2.

Shadow Banking and Financial Stability: European Money Market Funds in the Global Financial Crisis

Journal of International Money and Finance, Vol. 32, 2013
Number of pages: 17 Posted: 02 Mar 2011 Last Revised: 11 Feb 2014
Accepted Paper Series
Sveriges Riksbank
Downloads 1,105
3.

Minsky’s Financial Instability Hypothesis and the Leverage Cycle

London School of Economics FMG Special Paper
Number of pages: 44 Posted: 02 Mar 2011 Last Revised: 06 Dec 2011
Working Paper Series
London School of Economics, University of Oxford - Said Business School and St. Edmund Hall, London School of Economics & Political Science (LSE) - Financial Markets Group and Board of Governors of the Federal Reserve System
Downloads 696
4.

Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 37 Posted: 25 Feb 2011
Working Paper Series
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 647
5.

Measuring Systemic Risk and Financial Linkages in the Thai Banking System

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 01 Mar 2011
Working Paper Series
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 364
6.

Managerial Incentives, Market Power and Bank Risk-Taking

Finance and Corporate Governance Conference 2010 Paper, Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 30 Posted: 15 Jan 2010 Last Revised: 29 Jun 2011
Working Paper Series
University of Queensland - Finance, Department of Banking and Finance and University of Queensland - Business School

Multiple version iconThere are 2 versions of this paper

Downloads 301
7.

Asymmetric Covar: An Application to International Banking

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 35 Posted: 02 Mar 2011
Working Paper Series
University of Navarra, University of Navarra - Faculty of Economics and Business, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 300
8.

A Network Model for Bank Lending Capacity

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 17 Posted: 02 Mar 2011 Last Revised: 02 May 2011
Working Paper Series
University of Aarhus and Georgia Institute of Technology
Downloads 289
9.

Xtreme Credit Risk Models: Implications for Bank Capital Buffers

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 22 Posted: 01 Mar 2011
Working Paper Series
University of South Australia, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 238
10.

Financial Crises and Adequacy of Regulatory Responses

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 25 Posted: 02 Mar 2011
Working Paper Series
University of St. Gallen and University of St. Gallen - School of Finance
Downloads 217
11.

Incentives Through the Cycle: Microfounded Macroprudential Regulation

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 18 Posted: 22 Jan 2011 Last Revised: 01 Mar 2013
Working Paper Series
Bank of Italy and European Banking Authority
Downloads 156
12.

Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 03 Mar 2011
Working Paper Series
University of Melbourne and Tilburg University - Center for Economic Research (CentER)

Multiple version iconThere are 2 versions of this paper

Downloads 133
13.

Do Interbank Customer Relationships Exist? And How Did They Function Over the Crisis? Learning from Italy

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 40 Posted: 28 Feb 2011 Last Revised: 03 Jun 2011
Working Paper Series
Bank of Italy
Downloads 121
14.

Identifying Banking Crises Dates

Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Number of pages: 31 Posted: 01 Mar 2011 Last Revised: 26 Oct 2011
Working Paper Series
Monash University, University of Western Australia and Monash University
Downloads 102
15.

Macs and PCs: Observations of the Canadian, U.S., and Global Financial Systems

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 27 Posted: 02 Mar 2011
Working Paper Series
Ryerson University
Downloads 45