Markus Behn

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

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Top 25,464

in Total Papers Downloads

1,899

SSRN CITATIONS
Rank 5,826

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Top 5,826

in Total Papers Citations

22

CROSSREF CITATIONS

161

Scholarly Papers (7)

1.
Downloads 703 ( 36,725)
Citation 37

The Limits of Model-Based Regulation

SAFE Working Paper No. 75
Number of pages: 52 Posted: 13 Nov 2014 Last Revised: 01 Dec 2014
European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and London Business School
Downloads 402 (74,108)
Citation 47

Abstract:

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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), Leibniz Institute for Financial Research SAFE and London Business School
Downloads 301 (103,181)

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

2.
Downloads 539 ( 52,098)
Citation 40

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), Leibniz Institute for Financial Research SAFE and New York University - Stern School of Business
Downloads 509 (55,447)
Citation 2

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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), Leibniz Institute for Financial Research SAFE and New York University - Stern School of Business
Downloads 30 (494,799)
Citation 6

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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), European Central Bank (ECB), Bank for International Settlements, Bank of England, Czech National Bank (CNB), 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 Czech National Bank (CNB)
Downloads 291 (107,645)
Citation 20

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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 218 (144,518)

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

5.

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 74 (329,160)

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

6.

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), ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and European Central Bank (ECB)
Downloads 54 (386,836)

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bank regulation, capital structure, liquidity structure, structural model

7.

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

ECB Working Paper No. 2298
Number of pages: 40 Posted: 30 Jul 2019
European Central Bank (ECB), University of Lausanne, European Central Bank and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 20 (537,893)
Citation 1

Abstract:

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bank regulation, systemically important banks, window dressing