Centralbahnplatz 2
CH-4002 Basel
Switzerland
Bank for International Settlements (BIS)
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Integration of credit risk and interest rate risk, asset and liability management of banks, economic value, stress testing
financial cycle, business cycle, credit, asset prices, financial crises, medium-term
financial (in)stability, risk measurement, macroprudential, procyclicality
countercyclical capital buffers, financial stability, procyclicality
funding liquidity, liquidity risk, bidding data, money market auctions, interbank markets
Funding Liquidity, Liquidity Risk, Bidding Behavior, Central Bank Auctions, Interbank Markets
Bank runs, contagion, investment behaviour of banks, deposit insurance, systematic banking crisis
stress tests, financial instability, macroprudential
Economic capital, risk management, credit risk, interest rate risk, asset and liability management
Systemic risk, Shapley values, Interbank positions
Economic Capital, Risk Management, Credit Risk, Interest Rate Risk, Asset And Liability Management
financial cycle, term spread, recession risk, panel probit mode
early warning indicators; credit gaps; HP filter
Information cascades, herding, network effects, reputation, experiment, internet
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Information cascades, herding, network effects, experiment, internet
natural interest rate, financial cycle, monetary policy, credit, business cycle
business cycle, credit boom, leverage, debt service burden, financial-real interactions, financial stability
new borrowing, debt service, financial cycle, real-financial linkages
EWIs, ROC, area under the curve, macroprudential policy
Systemic risk, funding liquidity risk, contagion, stress testing
hysteresis, nonlinearity, financial crises, monetary policy, oil shocks
new borrowing, debt service, financial cycle, financial flows and real effects
HP Filter, Holt-Winters Filter, Credit Cycle
