Viewing: 1 - 15 of 15 papers
1.
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)
There are 2 versions of this paper
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
Downloads
146
Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Netspar Discussion Paper No. 12/2009-054
Number of pages: 44
Posted: 25 Mar 2010
Last Revised: 14 Jan 2012
Downloads
44
Downloads
146
2.
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
3.
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
1,315
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
961
5.
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
6.
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
7.
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
8.
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
538
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
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
10.
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
11.
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
12.
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
1,069
13.
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
190
14.
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
15.
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
There are 2 versions of this paper
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
Downloads
338
Managerial Incentives, Market Power, and Bank Risk-Taking
Number of pages: 33
Posted: 31 Jul 2011
Downloads
242
Downloads
338
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