Markus Behn

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 4,040

in Total Papers Citations

314

CROSSREF CITATIONS

136

Scholarly Papers (11)

1.
Downloads 1,209 (32,825)
Citation 92

The Limits of Model-Based Regulation

SAFE Working Paper No. 75
Number of pages: 52 Posted: 13 Nov 2014 Last Revised: 09 Aug 2021
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and London Business School
Downloads 474 (112,115)
Citation 71

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capital regulation, internal ratings, Basel regulation

The Limits of Model-based Regulation

ECB Working Paper No. 1928
Number of pages: 59 Posted: 05 Jul 2016
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and London Business School
Downloads 468 (113,855)

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capital regulation, internal ratings, complexity of regulation, Basel regulation

The Limits of Model-Based Regulation

Journal of Finance, Forthcoming, LawFin Working Paper No. 20
Number of pages: 68 Posted: 10 Aug 2021
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and London Business School
Downloads 267 (211,734)
Citation 35

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2.
Downloads 705 (69,124)
Citation 55

Pro-Cyclical Capital Regulation and Lending

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 03 Aug 2013 Last Revised: 16 Apr 2015
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and New York University - Stern School of Business
Downloads 646 (76,283)
Citation 3

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capital regulation, credit crunch, financial crisis, pro-cyclicality

Pro-Cyclical Capital Regulation and Lending

Bundesbank Discussion Paper No. 32/2014
Number of pages: 48 Posted: 21 Jun 2016
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and New York University - Stern School of Business
Downloads 59 (674,091)
Citation 59

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capital regulation, credit crunch, financial crisis

3.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 482 (111,185)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

4.

Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?

ECB Working Paper No. 1604
Number of pages: 44 Posted: 08 Nov 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 324 (174,201)
Citation 3

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Basel III; CRD IV; countercyclical capital buffer; financial regulation; banking crises; early warning model

5.

A Dynamic Model of Bank Behaviour under Multiple Regulatory Constraints

ECB Working Paper No. 2233 (2019); ISBN 978-92-899-3495-4
Number of pages: 63 Posted: 01 Feb 2019
Markus Behn, Claudio Daminato and Carmelo Salleo
European Central Bank (ECB), Lund University and European Central Bank (ECB)
Downloads 161 (339,849)
Citation 4

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bank regulation, capital structure, liquidity structure, structural model

6.

Behind the Scenes of the Beauty Contest: Window Dressing and the G-SIB Framework

Number of pages: 40 Posted: 30 Jul 2019
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 159 (343,381)
Citation 1

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bank regulation, systemically important banks, window dressing

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ECB Working Paper No. 1935
Number of pages: 47 Posted: 14 Aug 2016
Markus Behn, Marco Gross and Tuomas A. Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 130 (404,684)
Citation 1

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macroprudential policy, cost-bene t analysis, early-warning system, GVAR

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ESRB: Working Paper Series No. 2016/17
Number of pages: 46 Posted: 05 Nov 2020
Markus Behn, Marco Gross and Tuomas Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Systemic Risk Board
Downloads 29 (894,733)
Citation 8

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macroprudential policy, cost-benefit analysis, early-warning system, GVAR

8.

Same Same But Different: Credit Risk Provisioning Under IFRS 9

ECB Working Paper No. 2023/2841
Number of pages: 59 Posted: 21 Aug 2023
Markus Behn and Cyril Couaillier
European Central Bank (ECB) and Banque de France
Downloads 157 (347,104)

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bank regulation, credit risk, financial stability, loan loss accounting

The Impact of G-SIB Identification on Bank Lending: Evidence from Syndicated Loans

Number of pages: 57 Posted: 17 Sep 2020
Markus Behn and Alexander Schramm
European Central Bank (ECB) and Ludwig Maximilian University of Munich (LMU) - Faculty of Economics
Downloads 93 (517,404)
Citation 1

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bank regulation, bank lending, systemically important banks

The Impact of G-Sib Identification on Bank Lending: Evidence from Syndicated Loans

ECB Working Paper No. 20202479
Number of pages: 61 Posted: 08 Oct 2020
Markus Behn and Alexander Schramm
European Central Bank (ECB) and Ludwig Maximilian University of Munich (LMU) - Faculty of Economics
Downloads 39 (809,294)
Citation 5

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bank lending, bank regulation, systemically important banks

10.

Window Dressing of Regulatory Metrics: Evidence from Repo Markets

ECB Working Paper No. 2023/2771
Number of pages: 61 Posted: 04 Feb 2023
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Swedish House of Finance
Downloads 73 (592,591)

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banking regulation, G-SIBs, leverage ratio, repo markets, window dressing

11.

Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors

ESRB: Working Paper Series No. 2016/29
Number of pages: 38 Posted: 05 Nov 2020
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 64 (635,414)
Citation 3

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early-warning model, banking crises, signalling approach, systemic risk