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Systemic Risk Conferences

13,228 Total downloads

Viewing: 1 - 38 of 38 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 1,641
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
Halmstad University
Downloads 1,307
3.

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 1,055
4.

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 952
5.

The Determinants of Bank Liquidity

Number of pages: 22 Posted: 04 Apr 2013
Working Paper Series
Bank Indonesia
Downloads 916
6.

Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act

Review of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05, Stevens Institute of Technology School of Business Research Paper
Number of pages: 65 Posted: 01 Apr 2013 Last Revised: 18 Jan 2018
Accepted Paper Series
Stevens Institute of Technology, University of New South Wales (UNSW)UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 856
7.

Googling SIFIs

Systemic Risk: Liquidity Risk, Governance and Financial Stability, Forthcoming
Number of pages: 31 Posted: 25 Oct 2012 Last Revised: 24 Apr 2014
Accepted Paper Series
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Board of Governors of the Federal Reserve System and Vlerick Business School
Downloads 811
8.

What Constrains Liquidity Provision? Evidence From Institutional Trades

Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10, Forthcoming in Review of Finance
Number of pages: 46 Posted: 26 Mar 2013 Last Revised: 30 Jun 2020
Working Paper Series
Bilkent University - Faculty of Business Administration, Universita della Svizzera italiana (USI Lugano) and Universita' della Svizzera italiana

Multiple version iconThere are 3 versions of this paper

Downloads 650
9.

Asset Pricing with Downside Liquidity Risks

Management Science, Forthcoming
Number of pages: 46 Posted: 22 Dec 2012 Last Revised: 24 Dec 2015
Accepted Paper Series
The University of Sydney and University of Technology Sydney (UTS)
Downloads 579
10.

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 534
11.

The Influence of Risk Governance on Risk Outcomes - International Evidence

Macquarie Applied Finance Centre Research Paper No. 37, November 2012, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 53 Posted: 10 Dec 2012 Last Revised: 29 Mar 2013
Working Paper Series
Technical University Munich and Macquarie University Department of Applied Finance
Downloads 375
12.

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
Aarhus UniversityTrue North Institute and Georgia Institute of Technology
Downloads 356
13.

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
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 350
14.

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 Curtin University

Multiple version iconThere are 2 versions of this paper

Downloads 335
15.

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
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Business & Law and Edith Cowan University
Downloads 262
16.

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 228
17.

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 Central Bank (ECB)
Downloads 189
18.

Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 46 Posted: 03 Apr 2013 Last Revised: 28 Jun 2013
Working Paper Series
Torrens University Australia, Monash University - Department of Banking and Finance and Monash Business School, Monash University

Multiple version iconThere are 2 versions of this paper

Downloads 184
19.

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 146
20.

Systematic Liquidity and the Funding Liquidity Hypothesis

Journal of Banking and Finance, Forthcoming, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 57 Posted: 04 Apr 2013 Last Revised: 10 Oct 2014
Accepted Paper Series
Eastspring Investment, Faculty of Business Administration, University of Macau and The Chinese University of Hong Kong, Shenzhen
Downloads 143
21.

Sentiment in Financial News and the Application of Portfolio Management

Number of pages: 44 Posted: 02 Apr 2013
Working Paper Series
Ming Chuan University - Department of Finance, National Kaohsiung University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads 137
22.

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 136
23.

Bank Risk and National Governance in Asia

Systemic Risk: Liquidity Risk, Governance and Financial Stability Conference
Number of pages: 39 Posted: 27 Mar 2013 Last Revised: 11 Aug 2014
Working Paper Series
Department of Banking and Finance
Downloads 131
24.

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
Singapore Institute of Technology, The University of Western Australia and Monash University
Downloads 119
25.

The Impact of Liquidity on Senior Credit Spreads During the Subprime Crisis

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 65 Posted: 30 Mar 2013 Last Revised: 08 Jul 2013
Working Paper Series
University of Reading - ICMA Centre, Henley Business School
Downloads 116
26.

Financial Deepening and Social Capital.

Number of pages: 36 Posted: 23 Aug 2011 Last Revised: 24 May 2013
Working Paper Series
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Università Politecnica delle Marche and MoFiR
Downloads 115
27.

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 72 Posted: 31 Mar 2013
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)

Multiple version iconThere are 2 versions of this paper

Downloads 112
28.

Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 25 Posted: 02 Apr 2013
Working Paper Series
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of AccountingCity University of Hong Kong (CityU) - Department of Accountancy

Multiple version iconThere are 2 versions of this paper

Downloads 92
29.

Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 52 Posted: 01 Apr 2013 Last Revised: 16 May 2014
Working Paper Series
International Monetary Fund (IMF) - European Department

Multiple version iconThere are 2 versions of this paper

Downloads 89
30.

Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk Premium

Number of pages: 46 Posted: 14 Mar 2013 Last Revised: 30 Oct 2014
Working Paper Series
University of Otago - Department of Accountancy and Finance, Victoria University of Wellington - School of Economics & Finance and University of Otago - Department of Accountancy and Finance
Downloads 88
32.

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 54
33.

The State-Contingent Link between Market Illiquidity and Economic Growth

Number of pages: 24 Posted: 17 Feb 2013
Working Paper Series
University of Technology Sydney (UTS) - UTS Business School
Downloads 45
34.

Determinants of Financial Stress in Emerging Market Economies

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 27 Posted: 03 Apr 2013
Working Paper Series
Asian Development Bank and Asian Development Bank

Multiple version iconThere are 2 versions of this paper

Downloads 32
35.

Risky Adjustments or Adjustments to Risks: Decomposing Bank Leverage

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 61 Posted: 20 Feb 2013
Working Paper Series
SNB
Downloads 15
36.

The ‘Celtic Case’: Guarantees, Transparency and Dual Debt Crises

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 50 Posted: 01 Apr 2013
Working Paper Series
Technische Universität Berlin (TU Berlin), Deutsche Bundesbank and Berlin Institute of Technology
Downloads 8
37.

Bank Opacity and Information Asymmetry around Quarterly Earnings Announcements

Posted: 30 Mar 2013 Last Revised: 28 Oct 2014
Working Paper Series
Queensland University of Technology - School of Economics and Finance
38.

Financial Crisis, Temporary Liquidity Guarantee Program, and the Impacts on the Fixed Income Markets

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Posted: 01 Apr 2013
Working Paper Series
Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance