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Jürg Blum
(Juerg Blum)
(We have lost contact with this author. Please ask them to update the entry or send us the correct address or status for this person. Thank you.)Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Jürg M. Blum, 2007.
"Why 'Basel II' May Need a Leverage Ratio Restriction,"
Working Papers
2007-04, Swiss National Bank.
- Blum, Jürg M., 2008. "Why 'Basel II' may need a leverage ratio restriction," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1699-1707, August.
Cited by:
- Kok, Christoffer & Schepens, Glenn, 2013.
"Bank reactions after capital shortfalls,"
Working Paper Series
1611, European Central Bank.
- Christoffer Kok & Glenn Schepens, 2013. "Bank reactions after capital shortfalls," Working Paper Research 250, National Bank of Belgium.
- Mike Mariathasan & Ouarda Merrouche, 2012.
"The Manipulation of Basel Risk-Weights. Evidence from 2007-10,"
Economics Series Working Papers
621, University of Oxford, Department of Economics.
- Merrouche, Ouarda & Mariathasan, Mike, 2013. "The Manipulation of Basel Risk-Weights," CEPR Discussion Papers 9494, C.E.P.R. Discussion Papers.
- Mariathasan, Mike & Merrouche, Ouarda, 2014. "The manipulation of basel risk-weights," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 300-321.
- Ouarda Merrouche & Mike Mariathasan, 2014. "The Manipulation of Basel Risk-Weights," Post-Print hal-01638074, HAL.
- Cardone-Riportella, Clara & Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio, 2010. "What drives bank securitisation? The Spanish experience," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2639-2651, November.
- Kévin Spinassou, 2021. "Levier réglementaire et aléa moral des banques systémiques," Working Papers hal-02539378, HAL.
- Clovis Rugemintwari, 2011.
"The Leverage Ratio as a Bank Discipline Device,"
Revue économique, Presses de Sciences-Po, vol. 62(3), pages 479-490.
- Clovis Rugemintwari, 2011. "The Leverage Ratio as a Bank Discipline Device," Post-Print hal-00785487, HAL.
- Eijffinger, S.C.W., 2008. "Crisis Management in the European Union," Other publications TiSEM 1f1d3a09-ff19-4567-abb3-6, Tilburg University, School of Economics and Management.
- Deb Narayan Barik & Siddhartha P. Chakrabarty, 2022. "Does limited liability reduce leveraged risk?: The case of loan portfolio management," Papers 2209.12636, arXiv.org.
- Jarko Fidrmuc & Philipp Schreiber & Martin Siddiqui, 2015. "The Transmission of Bank Funding to Corporate Loans: Deleveraging in Germany," Open Economies Review, Springer, vol. 26(3), pages 581-597, July.
- Barth, Andreas & Seckinger, Christian, 2018. "Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 455-465.
- Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James, 2015. "Financial regulations and bank credit to the real economy," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 117-143.
- Soedarmono, Wahyoe & Machrouh, Fouad & Tarazi, Amine, 2011.
"Bank market power, economic growth and financial stability: Evidence from Asian banks,"
Journal of Asian Economics, Elsevier, vol. 22(6), pages 460-470.
- Wahyoe Soedarmono & Fouad Machrouh & Amine Tarazi, 2011. "Bank market power, economic growth and financial stability: Evidence from Asian banks," Post-Print hal-01098998, HAL.
- Wahyoe Soedarmono & Fouad Machrouh & Amine Tarazi, 2011. "Bank Market Power, Economic Growth and Financial Stability: Evidence from Asian Banks," Post-Print hal-00785490, HAL.
- Marco Migueis, 2017. "Forward-looking and Incentive-compatible Operational Risk Capital Framework," Finance and Economics Discussion Series 2017-087, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers' views,"
Bank of Finland Research Discussion Papers
10/2020, Bank of Finland.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
- Harry Xia & Kevin Lei & Jiaochen Liang, 2019. "Bank Competition, Efficiency, and Stability in Macau," Accounting and Finance Research, Sciedu Press, vol. 8(4), pages 157-157, November.
- Deb Narayan Barik & Siddhartha P. Chakrabarty, 2023. "Loan portfolio management and Liquidity Risk: The impact of limited liability and haircut," Papers 2308.06525, arXiv.org.
- Xueer Chen & Chao Wang, 2021. "Information Disclosure in China’s Rising Securitization Market," IJFS, MDPI, vol. 9(4), pages 1-29, December.
- Bofinger, Peter & Franz, Wolfgang & Schmidt, Christoph M. & Weder di Mauro, Beatrice & Wiegard, Wolfgang, 2010. "Chancen für einen stabilen Aufschwung. Jahresgutachten 2010/11 [Chances for a stable upturn. Annual Report 2010/11]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201011, September.
- Barucci, Emilio & Milani, Carlo, 2018. "Do European banks manipulate risk weights?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 47-57.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019.
"Risk Pooling, Leverage, and the Business Cycle,"
CESifo Working Paper Series
7772, CESifo.
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020. "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series 271, Leibniz Institute for Financial Research SAFE.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," Working Papers 2019: 21, Department of Economics, University of Venice "Ca' Foscari".
- Bitar, Mohammad & Saad, Wadad & Benlemlih, Mohammed, 2016. "Bank risk and performance in the MENA region: The importance of capital requirements," Economic Systems, Elsevier, vol. 40(3), pages 398-421.
- Chevallier, Claire Océane & El Joueidi, Sarah, 2019. "Capital regulation and banking bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 117-129.
- Hott, Christian, 2013.
"Leverage and Risk Taking under Moral Hazard,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79960, Verein für Socialpolitik / German Economic Association.
- Christian Hott, 2022. "Leverage and Risk Taking under Moral Hazard," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 167-185, April.
- Constantin ANGHELACHE & Marian SFETCU & Gyorgy BODO, 2017. "Analysis Of Banking Risks In The Context Of The Basel Agreements," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(12), pages 83-89, December.
- Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2007.
"Bank regulation and supervision in Japan and Germany: A comparison,"
Discussion Paper Series
211, Research Institute for Economics & Business Administration, Kobe University.
- Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2009. "Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany," European Journal of Law and Economics, Springer, vol. 27(2), pages 177-209, April.
- Neuberger, Doris & Rissi, Roger, 2012.
"Macroprudential banking regulation: Does one size fit all?,"
Thuenen-Series of Applied Economic Theory
124, University of Rostock, Institute of Economics.
- Doris Neuberger & Roger Rissi, 2014. "Macroprudential Banking Regulation: Does One Size Fit All?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(1), pages 5-28, May.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2023.
"Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2023. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Post-Print hal-04678216, HAL.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2022. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Other publications TiSEM b83f43a7-0f39-4d07-babc-9, Tilburg University, School of Economics and Management.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Working Paper Research 369, National Bank of Belgium.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Post-Print hal-02059939, HAL.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers hal-01636253, HAL.
- Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
- Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016.
"Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations,"
University of Western Ontario, Departmental Research Report Series
20166, University of Western Ontario, Department of Economics.
- Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019. "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
- Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Staff Working Papers 16-47, Bank of Canada.
- Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Working Papers 2016-17, University of Alberta, Department of Economics.
- Athanasoglou, Panayiotis & Ioannis, Daniilidis & Manthos, Delis, 2013.
"Bank procyclicality and output: Issues and policies,"
MPRA Paper
50830, University Library of Munich, Germany.
- Athanasoglou, Panayiotis P. & Daniilidis, Ioannis & Delis, Manthos D., 2014. "Bank procyclicality and output: Issues and policies," Journal of Economics and Business, Elsevier, vol. 72(C), pages 58-83.
- Berardi, Simone & Marcelletti, Alessandra, 2017. "Optimal Bank Capital Requirements: An Asymmetric Information Perspective," LEAP Working Papers 2017/2, Luiss Institute for European Analysis and Policy.
- Damar, H. Evren & Meh, Césaire A. & Terajima, Yaz, 2013.
"Leverage, balance-sheet size and wholesale funding,"
Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 639-662.
- H. Evren Damar & Césaire Meh & Yaz Terajima, 2010. "Leverage, Balance Sheet Size and Wholesale Funding," Staff Working Papers 10-39, Bank of Canada.
- Arayssi, Mahmoud, 2015. "Captive Funds and Banks' Capital," MPRA Paper 64912, University Library of Munich, Germany.
- Corbet, Shaen & Larkin, Charles, 2017. "Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development?," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 48-65.
- Étienne Bordeleau & Allan Crawford & Christopher Graham, 2009. "Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience," Discussion Papers 09-15, Bank of Canada.
- Beccalli, Elena & Boitani, Andrea & Di Giuliantonio, Sonia, 2015. "Leverage pro-cyclicality and securitization in US banking," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 200-230.
- Martin Hellwig, 2008.
"Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2008_43, Max Planck Institute for Research on Collective Goods.
- Martin Hellwig, 2009. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," De Economist, Springer, vol. 157(2), pages 129-207, June.
- Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
- H. Evren Damar & Miguel Molico, 2016. "On the Nexus of Monetary Policy and Financial Stability: Effectiveness of Macroprudential Tools in Building Resilience and Mitigating Financial Imbalances," Discussion Papers 16-11, Bank of Canada.
- Razvan Sorin Șerbu & Laurentiu Paul Baranga & Ovidiu Gheorghe Petru, 2021. "Creditworthiness Assessment for Credit Institutions and for the Risk Associated with Excessive Leverage toward Sustainable Performance," Sustainability, MDPI, vol. 13(21), pages 1-16, October.
- Colliard, Jean-Edouard, 2017.
"Strategic Selection of Risk Models and Bank Capital Regulation,"
HEC Research Papers Series
1229, HEC Paris, revised 29 Nov 2017.
- Jean-Edouard Colliard, 2019. "Strategic Selection of Risk Models and Bank Capital Regulation," Management Science, INFORMS, vol. 67(6), pages 2591-2606, June.
- Leitner, Yaron & Yilmaz, Bilge, 2019. "Regulating a model," Journal of Financial Economics, Elsevier, vol. 131(2), pages 251-268.
- Schäfer, Alexander, 2016. "A SIFI Badge for Banks in Europe: Reduction in Bail-Out Expectations or Monumental Heritage Protection?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145754, Verein für Socialpolitik / German Economic Association.
- Johnston, Mark, 2009. "Extending the Basel II approach to estimate capital requirements for equity investments," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1177-1185, June.
- Olivier Bruno & André Cartapanis & Eric Nasica, 2014.
"Bank Leverage, Financial Fragility and Prudential Regulation,"
GREDEG Working Papers
2014-12, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Olivier Bruno & André Cartapanis & Eric Nasica, 2013. "Bank leverage, financial fragility and prudential regulation," Working Papers halshs-00853701, HAL.
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- Kiema, Ilkka & Jokivuolle, Esa, 2014.
"Does a leverage ratio requirement increase bank stability?,"
Journal of Banking & Finance, Elsevier, vol. 39(C), pages 240-254.
- Kiema, Ilkka & Jokivuolle, Esa, 2014. "Does a leverage ratio requirement increase bank stability?," Working Paper Series 1676, European Central Bank.
- Bitar, Mohammad & Pukthuanthong, Kuntara & Walker, Thomas, 2020. "Efficiency in Islamic vs. conventional banking: The role of capital and liquidity," Global Finance Journal, Elsevier, vol. 46(C).
- Yaron Leitner & Bilge Yilmaz, 2016. "Regulating A Model," Working Papers 16-31, Federal Reserve Bank of Philadelphia.
- Kellermann, Kersten & Schlag, Carsten-Henning, 2010. "Eine effektive Alternative zur Leverage Ratio," KOFL Working Papers 8, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Wall, Larry, 2014.
"Measuring capital adequacy: supervisory stress-tests in a Basel world,"
Journal of Financial Perspectives, EY Global FS Institute, vol. 2(1), pages 85-94.
- Larry D. Wall, 2013. "Measuring capital adequacy supervisory stress tests in a Basel world," FRB Atlanta Working Paper 2013-15, Federal Reserve Bank of Atlanta.
- Burghof, Hans-Peter & Müller, Carola, 2014. "Die Auswirkung einer Höchstverschuldungsquote auf den Bankenmarkt," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(2), pages 129-146.
- Demirguc-Kunt, Asli & Detragiache, Enrica & Merrouche, Ouarda, 2010.
"Bank capital : lessons from the financial crisis,"
Policy Research Working Paper Series
5473, The World Bank.
- Asli Demirguc‐Kunt & Enrica Detragiache & Ouarda Merrouche, 2013. "Bank Capital: Lessons from the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1147-1164, September.
- Ouarda Merrouche & Ms. Enrica Detragiache & Asli Demirgüç-Kunt, 2010. "Bank Capital: Lessons From the Financial Crisis," IMF Working Papers 2010/286, International Monetary Fund.
- Asli Demirguc-Kunt & Enrica Detragiache & Ouarda Merrouche, 2013. "Bank Capital: Lessons from the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1147-1164, September.
- Renaud Beaupain & Yann Braouezec, 2024.
"International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework,"
Post-Print
hal-04536809, HAL.
- Beaupain, Renaud & Braouezec, Yann, 2024. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Mohammad Bitar & M. Kabir Hassan & Kuntara Pukthuanthong & Thomas Walker, 2018. "The Performance of Islamic Vs. Conventional Banks: Evidence on the Suitability of the Basel Capital Ratios," Open Economies Review, Springer, vol. 29(5), pages 1003-1038, November.
- Deb Narayan Barik & Siddhartha P. Chakrabarty, 2022. "Does Limited Liability Reduce Leveraged Risk?: The Case of Loan Portfolio Management," JRFM, MDPI, vol. 15(11), pages 1-15, November.
- Nils Boesel & C.J.M. Kool & S. Lugo, 2016. "Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?," Working Papers 16-03, Utrecht School of Economics.
- Medema, Lydian & Koning, Ruud H. & Lensink, Robert, 2009. "A practical approach to validating a PD model," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 701-708, April.
- Huberto Ennis, 2014.
"A simple general equilibrium model of large excess reserves,"
2014 Meeting Papers
1357, Society for Economic Dynamics.
- Huberto M. Ennis, 2014. "A Simple General Equilibrium Model of Large Excess Reserves," Working Paper 14-14, Federal Reserve Bank of Richmond.
- Ennis, Huberto M., 2018. "A simple general equilibrium model of large excess reserves," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 50-65.
- Figuet, Jean-Marc & Humblot, Thomas & Lahet, Delphine, 2015.
"Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 294-310.
- Jean-Marc Figuet & Thomas Humblot & Delphine Lahet, 2015. "Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework," Post-Print hal-03897755, HAL.
- Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2018.
"Implications of bank regulation for loan supply and bank stability: A dynamic perspective,"
Discussion Papers
43/2018, Deutsche Bundesbank.
- Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2013. "Implications of Bank Regulation for Credit Intermediation and Bank Stability: A Dynamic Perspective," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79792, Verein für Socialpolitik / German Economic Association.
- Monika Bucher & Diemo Dietrich & Achim Hauck, 2019. "Implications of bank regulation for loan supply and bank stability: a dynamic perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 25(16), pages 1527-1550, November.
- Ali Awdeh, 2016. "The Impact of Variable Interactions on Lebanese Banks Fragility," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(8), pages 111-111, August.
- Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014.
"The impact of Basel III on financial (in)stability: an agent-based credit network approach,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
- Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers 2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
- Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai, 2019.
"Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy,"
Applied Economics, Taylor & Francis Journals, vol. 51(29), pages 3184-3197, June.
- Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai, 2018. "Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy," Working Papers 2018-003, Department of Research, Ipag Business School.
- Kiema, Ilkka & Jokivuolle, Esa, 2011. "Leverage ratio requirement and credit allocation and bank stability," Bank of Finland Research Discussion Papers 10/2011, Bank of Finland.
- Thomas Richter, 2021. "Central Counterparties and Liquidity Provision in Cash Markets," JRFM, MDPI, vol. 14(12), pages 1-26, December.
- Kévin Spinassou & Carole Haritchabalet & Laetitia Lepetit, 2020. "Le ratio de levier comme renforcement des fonds propres : une analyse empirique des conséquences sur le risque et le crédit bancaires," Working Papers hal-02546283, HAL.
- Dewally, Michaël & Shao, Yingying, 2013. "Leverage, wholesale funding and national risk attitude," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 179-195.
- Schandlbauer, Alexander, 2017. "How do financial institutions react to a tax increase?," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 86-106.
- Jose Fique, 2016. "A Microfounded Design of Interconnectedness-Based Macroprudential Policy," Staff Working Papers 16-6, Bank of Canada.
- Marco Migueis, 2019. "Evaluating the AMA and the new standardized approach for operational risk capital," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(4), pages 302-311, December.
- Jose Fique, 2015. "A Microfounded Design of Interconnectedness-Based Macroprudential Regulation," CAEPR Working Papers 2015-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Renaud Beaupain & Yann Braouezec, 2022. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," Working Papers 2022-ACF-06, IESEG School of Management.
- Clovis Rugemintwari & Alain Sauviat & Amine Tarazi, 2012.
"Bâle 3 et la réhabilitation du ratio de levier des banques. Pourquoi et comment ?,"
Revue économique, Presses de Sciences-Po, vol. 63(4), pages 809-820.
- Clovis Rugemintwari & Alain Sauviat & Amine Tarazi, 2012. "Bâle 3 et la réhabilitation du ratio de levier des banques : Pourquoi et comment ?," Post-Print hal-00785636, HAL.
- Kroot, Jan & Giouvris, Evangelos, 2016. "Dutch mortgages: Impact of the crisis on probability of default," Finance Research Letters, Elsevier, vol. 18(C), pages 205-217.
- Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana, Fulbert Tchana, 2013.
"Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes,"
Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3373-3387.
- Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013. "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper 44105, University Library of Munich, Germany.
- Jokivuolle, Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Bank of Finland Research Discussion Papers 13/2007, Bank of Finland.
- Mohammad Bitar & Amine Tarazi, 2020.
"Individualism, formal institutional environment and bank capital decisions,"
Working Papers
hal-02964610, HAL.
- Bitar, Mohammad & Tarazi, Amine, 2022. "Individualism, formal institutional environments, and bank capital decisions," Journal of Corporate Finance, Elsevier, vol. 76(C).
- Jarrow, Robert, 2013. "A leverage ratio rule for capital adequacy," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 973-976.
- Boesel, Nils & Kool, Clemens & Lugo, Stefano, 2018. "Do European banks with a covered bond program issue asset-backed securities for funding?," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 76-87.
- Kevin T. Jacques & Lakshmi Balasubramanyan, 2011. "Risk Weights in Regulatory Capital Standards: Is It Necessary to 'Get It Right'?," NFI Working Papers 2011-WP-23, Indiana State University, Scott College of Business, Networks Financial Institute.
- Vauhkonen, Jukka, 2009. "Bank safety under Basel II capital requirements," Bank of Finland Research Discussion Papers 29/2009, Bank of Finland.
- Dragoş Bolocan & Cristian Litan, 2011. "Estimating the Probability of Default with Applications in Provisioning the Portfolio of Clients of a Credit Institution," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 271-285, December.
- Dermine, Jean, 2015. "Basel III leverage ratio requirement and the probability of bank runs," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 266-277.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure adjustment process?," Working Papers hal-01546995, HAL.
- Kavussanos, Manolis G. & Tsouknidis, Dimitris A., 2016. "Default risk drivers in shipping bank loans," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 94(C), pages 71-94.
- Beltratti, Andrea & Paladino, Giovanna, 2016. "Basel II and regulatory arbitrage. Evidence from financial crises," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 180-196.
- Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
- Mr. Tigran Poghosyan & Mr. Martin Cihak, 2009. "Distress in European Banks: An Analysis Basedon a New Dataset," IMF Working Papers 2009/009, International Monetary Fund.
- Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2009. "Credit allocation, capital requirements and procyclicality," Bank of Finland Research Discussion Papers 23/2009, Bank of Finland.
- Kellermann, Kersten & Schlag, Carsten-Henning, 2010. "Das Schweizer Eigenmittelregime für Grossbanken: Work in Progress," KOFL Working Papers 7, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Kellermann, Kersten & Schlag, Carsten, 2013. "Occupy Risk Weighting: How the Minimum Leverage Ratio dominates Capital Requirements - A Swiss Example," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79901, Verein für Socialpolitik / German Economic Association.
- Cruz, Carlos Oliveira & Sarmento, Joaquim Miranda, 2018. "The price of project finance loans for highways," Research in Transportation Economics, Elsevier, vol. 70(C), pages 161-172.
- Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.
- Farruggio, Christian & Uhde, André, 2015. "Determinants of loan securitization in European banking," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 12-27.
- Panayiotis P. Athanasoglou & Ioannis Daniilidis, 2011. "Procyclicality in the banking industry: causes, consequences and response," Working Papers 139, Bank of Greece.
- Lakshmi Balasubramanyan, 2014. "Differential Capital Requirements: Leverage Ratio versus Risk-Based Capital Ratio from a Monitoring Perspective," Working Papers (Old Series) 1415, Federal Reserve Bank of Cleveland.
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"The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study,"
Working Papers
02.04, Swiss National Bank, Study Center Gerzensee.
- Robert Bichsel & Jurg Blum, 2004. "The relationship between risk and capital in Swiss commercial banks: a panel study," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 591-597.
Cited by:
- Simone Auer & Maja Ganarin & Pascal Towbin, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 65-93, March.
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- Awdeh, Ali & Hamadi, Hassan, 2011. "How Do Banks Set their Capital?," MPRA Paper 119116, University Library of Munich, Germany.
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"Bank profitability, leverage constraints, and risk-taking,"
Discussion Papers
21/2019, Deutsche Bundesbank.
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- Neuberger, Doris & Rissi, Roger, 2012.
"Macroprudential banking regulation: Does one size fit all?,"
Thuenen-Series of Applied Economic Theory
124, University of Rostock, Institute of Economics.
- Doris Neuberger & Roger Rissi, 2014. "Macroprudential Banking Regulation: Does One Size Fit All?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(1), pages 5-28, May.
- Perotti, Enrico & Ratnovski, Lev & Vlahu, Razvan, 2011.
"Capital Regulation and Tail Risk,"
CEPR Discussion Papers
8526, C.E.P.R. Discussion Papers.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 123-163, December.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," Tinbergen Institute Discussion Papers 11-039/2/DSF14, Tinbergen Institute, revised 31 Mar 2011.
- Mr. Enrico Camillo Perotti & Mr. Lev Ratnovski & Mr. Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," IMF Working Papers 2011/188, International Monetary Fund.
- Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Leibniz Centre for European Economic Research.
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- Natalya Martynova & Mr. Lev Ratnovski & Mr. Razvan Vlahu, 2015. "Bank Profitability and Risk-Taking," IMF Working Papers 2015/249, International Monetary Fund.
- Toni Beutler & Robert Bichsel & Adrian Bruhin & Jayson Danton, 2015.
"The Impact of Interest Rate Risk on Bank Lending,"
Cahiers de Recherches Economiques du Département d'économie
15.09, Université de Lausanne, Faculté des HEC, Département d’économie.
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- Dr. Toni Beutler & Dr. Robert Bichsel & Adrian Bruhin & Dr. Jayson Danton, 2017. "The Impact of Interest Rate Risk on Bank Lending," Working Papers 2017-04, Swiss National Bank.
- Toni Beutler & Robert Bichsel & Adrian Bruhin & Jayson Danton, 2015. "The Impact of Interest Rate Risk on Bank Lending," Working Papers 15.05, Swiss National Bank, Study Center Gerzensee.
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"The impact of banking sector stability on the real economy,"
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Articles
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"Why 'Basel II' may need a leverage ratio restriction,"
Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1699-1707, August.
See citations under working paper version above.
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- Robert Bichsel & Jurg Blum, 2004.
"The relationship between risk and capital in Swiss commercial banks: a panel study,"
Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 591-597.
See citations under working paper version above.
- Robert Bichsel & Jürg Blum, 2002. "The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study," Working Papers 02.04, Swiss National Bank, Study Center Gerzensee.
- Blum, Jurg M., 2002.
"Subordinated debt, market discipline, and banks' risk taking,"
Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1427-1441, July.
Cited by:
- Mamiza Haq & Necmi K. Avkiran & Amine Tarazi, 2019.
"Does market discipline impact bank charter value? The case for Australia and Canada,"
Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(1), pages 253-276, March.
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MPRA Paper
91381, University Library of Munich, Germany.
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"Macroprudential regulation and bank behaviour: theory and evidence from a quasi-natural experiment,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(1-2), pages 138-159, July.
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"Optimal bank transparency,"
Bank of Finland Research Discussion Papers
9/2012, Bank of Finland.
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"Bank capital shocks and portfolio risk: Evidence from Japan,"
Japan and the World Economy, Elsevier, vol. 19(2), pages 166-186, March.
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"Subordinated Debt, Market Discipline, and Bank Risk,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1043-1072, September.
- Yehning Chen & Iftekhar Hasan, 2011. "Subordinated Debt, Market Discipline, and Bank Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1043-1072, September.
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"Creditor rights and corporate risk-taking,"
Journal of Financial Economics, Elsevier, vol. 102(1), pages 150-166, October.
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- Christopher Gandrud & Mark Hallerberg, 2015. "Does Banking Union Worsen the EU's Democratic Deficit? The Need for Greater Supervisory Data Transparency," Journal of Common Market Studies, Wiley Blackwell, vol. 53(4), pages 769-785, July.
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- Bernardo Quintanilla & Jesús Téllez & L. A. Wolfskill, 2011. "Bank Risk Fundamentals And Regulatory Discipline In The Mexican Banking Sector," Accounting & Taxation, The Institute for Business and Finance Research, vol. 3(2), pages 85-95.
- Goodhart, Charles A.E. & Huang, Haizhou, 2005. "The lender of last resort," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1059-1082, May.
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- Jungherr, Joachim, 2018.
"Bank opacity and financial crises,"
Journal of Banking & Finance, Elsevier, vol. 97(C), pages 157-176.
- Joachim Jungherr, 2016. "Bank Opacity and Financial Crises," Working Papers 882, Barcelona School of Economics.
- Sylvain Champonnois, 2011. "The limits of market discipline: proprietary trading and aggregate risk," 2011 Meeting Papers 1013, Society for Economic Dynamics.
- Maechler, Andrea M. & McDill, Kathleen M., 2006. "Dynamic depositor discipline in US banks," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1871-1898, July.
- Arping, Stefan, 2010.
"The pricing of bank debt guarantees,"
Economics Letters, Elsevier, vol. 108(2), pages 119-121, August.
- Stefan Arping, 2009. "The Pricing of Bank Debt Guarantees," Tinbergen Institute Discussion Papers 09-057/2, Tinbergen Institute.
- Rihab Grassa & Nejia Moumen & M. Kabir Hassan & Khaled Hussainey, 2022. "Market discipline and capital buffers in Islamic and conventional banks in the MENA region," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 139-167, March.
- Khoa TA Hoang & Robert Faff & Mamiza Haq, 2014. "Market discipline and bank risk taking," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 327-350, August.
- Greg Caldwell, 2005. "Subordinated Debt and Market Discipline in Canada," Staff Working Papers 05-40, Bank of Canada.
- Allen N. Berger & Martien Lamers & Raluca Roman & Koen Schoors, 2020.
"Unexpected Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run,"
Working Papers
21-10, Federal Reserve Bank of Philadelphia.
- Allen N. Berger & Martien Lamers & Raluca A. Roman & Koen Schoors, 2020. "Unexpected Effects of Bank Bailouts:Depositors Need Not Apply and Need Not Run," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1005, Ghent University, Faculty of Economics and Business Administration.
- Davide Avino & Thomas Conlon & John Cotter, 2016.
"Credit Default Swaps as Indicators of Bank financial Distress,"
Working Papers
201601, Geary Institute, University College Dublin.
- Avino, Davide E. & Conlon, Thomas & Cotter, John, 2019. "Credit default swaps as indicators of bank financial distress," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 132-139.
- Vauhkonen, Jukka, 2009. "Bank safety under Basel II capital requirements," Bank of Finland Research Discussion Papers 29/2009, Bank of Finland.
- Allen Berger & Rima Turk-Ariss, 2015. "Do Depositors Discipline Banks and Did Government Actions During the Recent Crisis Reduce this Discipline? An International Perspective," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 103-126, October.
- Nier, Erlend & Baumann, Ursel, 2006. "Market discipline, disclosure and moral hazard in banking," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 332-361, July.
- Baele, L.T.M. & De Bruyckere, V. & De Jonghe, O.G. & Vander Vennet, R., 2014.
"Do stock markets discipline US bank holding companies : Just monitoring, or also influencing?,"
Other publications TiSEM
b8371b2e-a7f1-4ede-9f4b-d, Tilburg University, School of Economics and Management.
- L. Baele & V. De Bruyckere & O. De Jonghe & R. Vander Vennet, 2012. "Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also In?uencing?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/827, Ghent University, Faculty of Economics and Business Administration.
- Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2014. "Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 124-145.
- Mamiza Haq & Amine Tarazi & Necmi Avkiran & Ana Rosa Fonceca, 2013. "Market Discipline and Bank Charter Value: The Case of Two Safe Banking Industries," Working Papers hal-00955135, HAL.
- Godspower-Akpomiemie, Euphemia & Ojah, Kalu, 2021. "Market discipline, regulation and banking effectiveness: Do measures matter?," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Niinimäki, J.-P., 2009. "Does collateral fuel moral hazard in banking?," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 514-521, March.
- Niu, Jijun, 2008. "Can subordinated debt constrain banks' risk taking?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1110-1119, June.
- Greg Caldwell, 2007. "Best Instruments for Market Discipline in Banking," Staff Working Papers 07-9, Bank of Canada.
- Conlon, Thomas & Cotter, John & Molyneux, Philip, 2020.
"Beyond common equity: The influence of secondary capital on bank insolvency risk,"
Journal of Financial Stability, Elsevier, vol. 47(C).
- Thomas Conlon & John Cotter & Philip Molyneux, 2018. "Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk," Working Papers 201806, Geary Institute, University College Dublin.
- Bushman, Robert M., 2014. "Thoughts on financial accounting and the banking industry," Journal of Accounting and Economics, Elsevier, vol. 58(2), pages 384-395.
- Allen N. Berger & Martien Lamers & Raluca A. Roman & Koen Schoors, 2023. "Supply and Demand Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1397-1442, September.
- Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil, 2014. "Disciplinary tools and bank risk exposure," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 37-64.
- Adrian Pop, 2003. "Dette subordonnée, discipline de marché et réforme réglementaire," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 261-276.
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- Faidon Kalfaoglou & Alexandros Sarris, 2006. "Modeling the Components of Market Discipline," Working Papers 36, Bank of Greece.
- Wilcox, James A. & Yasuda, Yukihiro, 2019. "Government guarantees of loans to small businesses: Effects on banks’ risk-taking and non-guaranteed lending," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 45-57.
- Daher, Hassan & Masih, A.Mansur M. & Ibrahim, Mansor H., 2014. "Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values," MPRA Paper 56947, University Library of Munich, Germany.
- Mamiza Haq & Necmi K. Avkiran & Amine Tarazi, 2019.
"Does market discipline impact bank charter value? The case for Australia and Canada,"
Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(1), pages 253-276, March.
- Blum, Jurg, 1999.
"Do capital adequacy requirements reduce risks in banking?,"
Journal of Banking & Finance, Elsevier, vol. 23(5), pages 755-771, May.
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"Marriage and Health: Selection, Protection, and Assortative Mating,"
Working Papers
wp2016_1612, CEMFI.
- Nezih Guner & Yuliya Kulikova & Joan Llull, 2017. "Marriage and health: selection, protection, and assortative mating," Working Papers 1745, Banco de España.
- Guner, Nezih & Kulikova, Yuliya & Llull, Joan, 2018. "Marriage and health: Selection, protection, and assortative mating," European Economic Review, Elsevier, vol. 104(C), pages 138-166.
- Neyer, Ulrike & Sterzel, André, 2017. "Capital requirements for government bonds: Implications for bank behaviour and financial stability," DICE Discussion Papers 275, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2021.
"Capital requirements, risk-taking and welfare in a growing economy,"
Journal of Regulatory Economics, Springer, vol. 60(2), pages 167-192, December.
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- Pierre-Richard Agénor & L. Pereira da Silva, 2016. "Capital Requirements, Risk Taking and Welfare in a Growing Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 226, Economics, The University of Manchester.
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"The New Basle Accord, Internal Ratings, and the Incentives of Banks,"
CSLE Discussion Paper Series
2000-06, Saarland University, CSLE - Center for the Study of Law and Economics.
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- Isabel Strecker, 2024. "Gambling bank behaviour, incentive mechanism, and sanctions: A two-stage model," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(2), pages 197-208, June.
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"Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada,"
THEMA Working Papers
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"Has regulatory capital made banks safer? Skin in the game vs moral hazard,"
ESRB Working Paper Series
91, European Systemic Risk Board.
- Ernest Dautovic, 2019. "Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard," Cahiers de Recherches Economiques du Département d'économie 19.03, Université de Lausanne, Faculté des HEC, Département d’économie.
- Dautović, Ernest, 2020. "Has regulatory capital made banks safer? Skin in the game vs moral hazard," Working Paper Series 2449, European Central Bank.
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