Markus Behn

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

11

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252

CROSSREF CITATIONS

25

Scholarly Papers (11)

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1.

The Limits of Model-Based Regulation

Downloads 1,138 (31,944)
Citation 42

The Limits of Model-Based Regulation

SAFE Working Paper No. 75
Number of pages: 52 Posted: 13 Nov 2014 Last Revised: 09 Aug 2021
Markus Behn, Rainer F. H. Haselmann and Vikrant Vig
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and London Business School
Downloads 462 (103,438)
Citation 18

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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
Markus Behn, Rainer F. H. Haselmann and Vikrant Vig
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and London Business School
Downloads 452 (106,143)

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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
Markus Behn, Rainer F. H. Haselmann and Vikrant Vig
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and London Business School
Downloads 224 (225,564)
Citation 22

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2.

Pro-Cyclical Capital Regulation and Lending

Downloads 658 (67,444)
Citation 48

Pro-Cyclical Capital Regulation and Lending

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 03 Aug 2013 Last Revised: 16 Apr 2015
Markus Behn, Rainer F. H. Haselmann and Paul Wachtel
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and New York University - Stern School of Business
Downloads 609 (73,485)
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
Markus Behn, Rainer F. H. Haselmann and Paul Wachtel
European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and New York University - Stern School of Business
Downloads 49 (655,142)
Citation 51

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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
Lucia Alessi, Antonio Antunes, Jan Babecký, Simon Baltussen, Markus Behn, Diana Bonfim, Oliver Bush, Oliver Bush, Carsten Detken, Jon Frost, Rodrigo Guimaraes, Tomas Havranek, Mark Joy, Karlo Kauko, Jakub Mateju, Nuno Monteiro, Benjamin Neudorfer, Tuomas A. Peltonen, Marek Rusnak, Paulo M.M. Rodrigues, Willem Schudel, Michael Sigmund, Hanno Stremmel, Katerina Smidkova, Ruben van Tilburg, Borek Vasicek, Diana Zigraiova and Diana Zigraiova
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 452 (107,220)
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
Markus Behn, Carsten Detken, Tuomas A. Peltonen and Willem Schudel
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 302 (167,844)
Citation 3

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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

Downloads 144 (332,888)
Citation 3

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 122 (379,436)
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 22 (858,900)
Citation 6

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macroprudential policy, cost-benefit 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), Lund University and European Central Bank (ECB)
Downloads 141 (338,513)
Citation 3

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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

Number of pages: 40 Posted: 30 Jul 2019
Markus Behn, Giacomo Mangiante, Laura Parisi and Michael Wedow
European Central Bank (ECB), University of Lausanne, European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 125 (371,081)
Citation 1

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bank regulation, systemically important banks, window dressing

8.

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

Downloads 111 (404,765)
Citation 5

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 82 (498,761)
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 29 (797,242)
Citation 4

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bank lending, bank regulation, systemically important banks

9.

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 57 (604,341)

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

10.

Window Dressing of Regulatory Metrics: Evidence from Repo Markets

ECB Working Paper No. 2023/2771
Number of pages: 61 Posted: 04 Feb 2023
Claudio Bassi, Markus Behn, Michael Grill and Martin Waibel
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Swedish House of Finance
Downloads 39 (702,140)

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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
Markus Behn, Carsten Detken, Tuomas Peltonen and Willem Schudel
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 36 (722,498)
Citation 3

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