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Measuring off-balance-sheet leverage

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  • Breuer, Peter

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  • Breuer, Peter, 2002. "Measuring off-balance-sheet leverage," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 223-242, March.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:223-242
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    References listed on IDEAS

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    1. M.J.B. Hall, 1996. "The amendment to the capital accord to incorporate market risk," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 49(197), pages 271-277.
    2. Mr. Peter Breuer, 2000. "Measuring off-Balance-Sheet Leverage," IMF Working Papers 2000/202, International Monetary Fund.
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    Cited by:

    1. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Burned by leverage? Flows and fragility in bond mutual funds," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
    2. Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
    3. Annalisa Bucalossi & Antonio Scalia, 2016. "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers) 347, Bank of Italy, Economic Research and International Relations Area.
    4. Parnes, Dror, 2022. "Banks' off-balance sheet manipulations," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 314-331.
    5. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 3-22.
    6. Dimitris Voliotis, 2022. "A regulatory arbitrage game: Off-balance-sheet leverage and financial fragility," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 7(1), pages 131-150, December.

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