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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
Tobias Berg and Christoph Kaserer
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Downloads 1,469
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
Elias Bengtsson
Sveriges Riksbank
Downloads 1,117
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
Sudipto Bhattacharya, Dimitrios P. Tsomocos, Charles Goodhart and Alexandros Vardoulakis
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 697
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
T. C. Wong, Tom Fong, Ka-Fai Li and Henry Choi
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 661
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
Rungporn Roengpitya and Phurichai Rungcharoenkitkul
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 368
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
Mamiza Haq, Barry Williams and Shams Pathan
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 302
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
Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
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 301
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
Christian Schmaltz and Sebastian Pokutta
University of Aarhus and Georgia Institute of Technology
Downloads 291
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
David E. Allen, Akhmad Kramadibrata, Robert J. Powell and Abhay Kumar-Singh
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 239
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
Andreas Walter Mattig and Stefan Morkoetter
University of St. Gallen and University of St. Gallen - School of Finance
Downloads 218
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
Giovanni di Iasio and Mario Quagliariello
Bank of Italy and European Banking Authority
Downloads 157
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
Zhen Shi and Bas J. M. Werker
University of Melbourne and Tilburg University - Center for Economic Research (CentER)

Multiple version iconThere are 2 versions of this paper

Downloads 134
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
Massimiliano Affinito
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
Pearpilai Jutasompakorn, Sirimon Treepongkaruna and Robert D. Brooks
Monash University, University of Western Australia and Monash University
Downloads 103
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
Patricia A. McGraw
Ryerson University
Downloads 45
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