My bibliography
Save this item
Capital controls and bank risk
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Marianne Gizycki & Brenton Goldsworthy, 1999. "Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility," RBA Research Discussion Papers rdp1999-09, Reserve Bank of Australia.
- Farkas, Walter & Fringuellotti, Fulvia & Tunaru, Radu, 2020.
"A cost-benefit analysis of capital requirements adjusted for model risk,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
- Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020. "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series 20-86, Swiss Finance Institute.
- Allen N. Berger & Anil K. Kashyap & Joseph M. Scalise, 1995.
"The Transformation of the U.S. Banking Industry: What a Long, Strange Trips It's Been,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 55-218.
- Allen N. Berger & Anil K. Kashyap & Joseph Scalise, 1995. "The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been," Center for Financial Institutions Working Papers 96-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
- 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.
- Dautović, Ernest, 2019. "Has regulatory capital made banks safer? Skin in the game vs moral hazard," ESRB Working Paper Series 91, European Systemic Risk Board.
- Aldasoro, Iñaki & Barth, Andreas, 2017.
"Syndicated loans and CDS positioning,"
ESRB Working Paper Series
58, European Systemic Risk Board.
- Iñaki Aldasoro & Andreas Barth, 2017. "Syndicated loans and CDS positioning," BIS Working Papers 679, Bank for International Settlements.
- Ekaterina Pirozhkova, 2017. "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017 10430, EcoMod.
- 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.
- Moreira, Fernando, 2022. "Are we living in an illusion? A fresh look at the importance of bank capital in the quest for stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- David VanHoose, 2006. "Bank Behavior Under Capital Regulation: What Does The Academic Literature Tell Us?," NFI Working Papers 2006-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
- Repullo, Rafael, 2004.
"Capital requirements, market power, and risk-taking in banking,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 156-182, April.
- Rafael Repullo, 2002. "Capital Requirements, Market Power and Risk-Taking in Banking," Working Papers wp2002_0208, CEMFI.
- Repullo, Rafael, 2003. "Capital Requirements, Market Power and Risk-Taking in Banking," CEPR Discussion Papers 3721, C.E.P.R. Discussion Papers.
- Rafael Repullo, 2002. "Capital requirements, market power, and risk-taking in banking," Proceedings 809, Federal Reserve Bank of Chicago.
- Jobst, Andreas A., 2002. "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series 2002/14, Center for Financial Studies (CFS).
- 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.
- 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.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013.
"Ex ante capital position, changes in the different components of regulatory capital and bank risk,"
Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4831-4856, December.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex ante capital position, changes in the different components of regulatory capital and bank risk," Post-Print hal-00915157, HAL.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Post-Print hal-00918521, HAL.
- B. Camara & L. Lepetit & A. Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Débats économiques et financiers 7, Banque de France.
- Blum, Jurg, 1999. "Do capital adequacy requirements reduce risks in banking?," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 755-771, May.
- Demirguc-Kunt, Asli, 1992. "Creditor country regulations and commercial bank lending to developing countries," Policy Research Working Paper Series 917, The World Bank.
- Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017.
"The leverage ratio, risk-taking and bank stability,"
Working Paper Series
2079, European Central Bank.
- Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2018. "The leverage ratio, risk-taking and bank stability," Bank of England working papers 766, Bank of England.
- Gaganis, Chrysovalantis & Lozano-Vivas, Ana & Papadimitri, Panagiota & Pasiouras, Fotios, 2020. "Macroprudential policies, corporate governance and bank risk: Cross-country evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 126-142.
- Leonardo Gambacorta & Paolo Emilio Mistrulli, 2003. "Bank Capital and Lending Behaviour: Empirical Evidence for Italy," Temi di discussione (Economic working papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Baselga-Pascual, Laura & Vähämaa, Emilia, 2021. "Female leadership and bank performance in Latin America," Emerging Markets Review, Elsevier, vol. 48(C).
- Repullo, Rafael & Suarez, Javier, 2004.
"Loan pricing under Basel capital requirements,"
Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
- Repullo, Rafael & Suarez, Javier, 2003. "Loan Pricing Under Basel Capital Requirements," CEPR Discussion Papers 3917, C.E.P.R. Discussion Papers.
- Rafael Repullo & Javier Suarez, 2003. "Loan Pricing Under Basel Capital Requirements," Working Papers wp2003_0308, CEMFI.
- Wang, Tianxi, 2009.
"Risk, Leverage, and Regulation of Financial Intermediaries,"
Economics Discussion Papers
2958, University of Essex, Department of Economics.
- Tianxi, Wang, 2009. "Risk, Leverage, and Regulation of Financial Intermediaries," MPRA Paper 18212, University Library of Munich, Germany.
- David Marshall & Subu Venkataraman, 1999.
"Bank Capital Standards for Market Risk: A Welfare Analysis,"
Review of Finance, European Finance Association, vol. 2(2), pages 125-157.
- David A. Marshall & Subu Venkataraman, 1997. "Bank capital standards for market risk: a welfare analysis," Working Paper Series, Issues in Financial Regulation WP-97-09, Federal Reserve Bank of Chicago.
- David A. Marshall & Subu Venkataraman, 1997. "Bank capital standards for market risk: a welfare analysis," Proceedings 547, Federal Reserve Bank of Chicago.
- Georges Dionne, 2003.
"The Foundations of Banks' Risk Regulation: a Review of the Literature,"
Cahiers de recherche
0346, CIRPEE.
- Georges Dionne, 2003. "The Foundationsof Banks' Risk Regulation: A Review of Literature," THEMA Working Papers 2003-46, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, Georges, 2004. "The foundations of banks’ risk regulation: A review of the literature," Working Papers 03-8, HEC Montreal, Canada Research Chair in Risk Management.
- George Mckenzie & Simon Wolfe, 1995. "Limited liability and bank safety net procedures," The European Journal of Finance, Taylor & Francis Journals, vol. 1(3), pages 219-235.
- Fabio Castiglionesi & Fabio Feriozzi & Gyöngyi Lóránth & Loriana Pelizzon, 2014.
"Liquidity Coinsurance and Bank Capital,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 409-443, March.
- Lóránth, Gyöngyi & Castiglionesi, Fabio & Feriozzi, Fabio, 2012. "Liquidity Coinsurance and Bank Capital," CEPR Discussion Papers 9162, C.E.P.R. Discussion Papers.
- Castiglionesi, F. & Feriozzi, F. & Lóránth, G. & Pelizzon, L., 2014. "Liquidity coinsurance and bank capital," Other publications TiSEM e3d4eb0b-942c-4419-bd6a-0, Tilburg University, School of Economics and Management.
- Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Loriana Pelizzon, 2014. "Liquidity coinsurance and bank capital," SAFE Working Paper Series 45, Leibniz Institute for Financial Research SAFE.
- Paul H. Kupiec & James M. O'Brien, 1997. "The pre-commitment approach: using incentives to set market risk capital requirements," Finance and Economics Discussion Series 1997-14, Board of Governors of the Federal Reserve System (U.S.).
- Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel, 2015. "Can regulators allow banks to set their own capital ratios?," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 112-123.
- Syed Abul Basher & Lawrence M. Kessler & Murat K. Munkin, 2017.
"Bank capital and portfolio risk among Islamic banks,"
Review of Financial Economics, John Wiley & Sons, vol. 34(1), pages 1-9, September.
- Basher, Syed Abul & Kessler, Lawrence M. & Munkin, Murat K., 2017. "Bank capital and portfolio risk among Islamic banks," Review of Financial Economics, Elsevier, vol. 34(C), pages 1-9.
- Syed Abul, Basher & Lawrence M., Kessler & Murat K., Munkin, 2017. "Bank capital and portfolio risk among Islamic banks," MPRA Paper 77932, University Library of Munich, Germany.
- Ayadi, Rym & De Groen, Willem Pieter, 2014. "Banking Business Models Monitor 2014: Europe," CEPS Papers 9713, Centre for European Policy Studies.
- Allen, Franklin & Santomero, Anthony M., 1997.
"The theory of financial intermediation,"
Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1461-1485, December.
- Franklin Allen & Anthony M. Santomero, 1996. "The Theory of Financial Intermediation," Center for Financial Institutions Working Papers 96-32, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Gropp, Reint E. & Park, Kyounghoon, 2016. "To Separate or not to Separate Investment from Commercial Banking? An Empirical Analysis of Attention Distortion under Multiple Tasks," IWH Discussion Papers 2/2016, Halle Institute for Economic Research (IWH).
- Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004.
"The three pillars of Basel II: optimizing the mix,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
- Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003. "The Three Pillars of Basel II, Optimizing the Mix," IDEI Working Papers 179, Institut d'Économie Industrielle (IDEI), Toulouse.
- Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P., 1995.
"The role of capital in financial institutions,"
Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 393-430, June.
- Allen N. Berger & Richard J. Herring & Giorgio P. Szego, 1995. "The role of capital in financial institutions," Finance and Economics Discussion Series 95-23, Board of Governors of the Federal Reserve System (U.S.).
- Allen N. Berger & Richard J. Herring & Giorgio P. Szegö, 1995. "The Role of Capital in Financial Institutions," Center for Financial Institutions Working Papers 95-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Ahmed Bouteska & Mehdi Mili, 2022. "Women’s leadership impact on risks and financial performance in banking: evidence from the Southeast Asian Countries," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 26(4), pages 1213-1244, December.
- Pamela P. Peterson & Larry D. Wall, 1996. "Banks' responses to binding regulatory capital requirements," Economic Review, Federal Reserve Bank of Atlanta, vol. 80(Mar), pages 1-17.
- Arup Daripa & Simone Varotto, 2010.
"Ex-Ante Versus Ex-Post Regulation Of Bank Capital,"
World Scientific Book Chapters, in: Lloyd P Blenman & Harold A Black & Edward J Kane (ed.), Banking And Capital Markets New International Perspectives, chapter 2, pages 29-58,
World Scientific Publishing Co. Pte. Ltd..
- Dr Arup Daripa & Dr. Simone Varotto, 2004. "Ex Ante versus Ex Post Regulation of Bank Capital," ICMA Centre Discussion Papers in Finance icma-dp2004-12, Henley Business School, University of Reading.
- Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Finance 0511009, University Library of Munich, Germany.
- Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance 0518, Birkbeck, Department of Economics, Mathematics & Statistics.
- Loriana Pelizzon & Stephen Schaefer, 2007. "Pillar 1 versus Pillar 2 under Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 377-409, National Bureau of Economic Research, Inc.
- Arturo Bris & Salvatore Cantale, 1998. "Bank Capital Requirements and Managerial Self-Interest," Yale School of Management Working Papers ysm105, Yale School of Management, revised 01 Aug 2000.
- Wall, Larry D. & Peterson, David R., 1995.
"Bank holding company capital targets in the early 1990s: The regulators versus the markets,"
Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 563-574, June.
- David R. Peterson & Larry D. Wall, 1994. "Bank holding company capital targets in the early 1990s: the regulators versus the markets," FRB Atlanta Working Paper 94-11, Federal Reserve Bank of Atlanta.
- Maximilian J.B. Hall, 2001.
"The basle Committee's proposals for a new capital adequacy assessment framework: a critique,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(217), pages 111-179.
- Maximilian J.B. Hall, 2001. "The basle Committee's proposals for a new capital adequacy assessment framework: a critique," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(217), pages 111-179.
- Rubi Ahmad & M. Ariff & Michael Skully, 2008.
"The Determinants of Bank Capital Ratios in a Developing Economy,"
Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 15(3), pages 255-272, December.
- Michael J. Skully & Rubi Ahmad & M. Ariff, 2009. "The Determinants of Bank Capital Ratios in a Developing Economy," CARF F-Series CARF-F-147, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Jobst, Andreas A., 2002.
"Collateralised loan obligations (CLOs): A primer,"
CFS Working Paper Series
2002/13, Center for Financial Studies (CFS).
- Andreas A. Jobst, 2002. "Collateralized Loan Obligations (CLOs) – A Primer," Working Paper Series: Finance and Accounting 96, Department of Finance, Goethe University Frankfurt am Main.
- John Harding & Xiaozhong Liang & Stephen Ross, 2013. "Bank Capital Requirements, Capital Structure and Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 127-148, April.
- GEORGE McKENZIE & MANZOOR KHALIDI, 1994. "The EU Directive on Deposit Insurance: A Critical Evaluation," Journal of Common Market Studies, Wiley Blackwell, vol. 32(2), pages 171-190, June.
- Ion Lapteacru, 2022. "What drives the risk of European banks during crises? New evidence and insights," Working Papers hal-03775463, HAL.
- Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming, 2017. "Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 48-74.
- Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016.
"Banking instability and deposit insurance: The role of moral hazard,"
Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 323-350, November.
- Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 323-350, November.
- Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
- Stolz, Stéphanie, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy (IfW Kiel).
- Pallavi Chavan & Leonardo Gambacorta, 2019. "Bank lending and loan quality: an emerging economy perspective," Empirical Economics, Springer, vol. 57(1), pages 1-29, July.
- Md. Mominur Rahman & Alexey Mikhaylov & Ishaq Bhatti, 2024. "The impact of investment in human capital on investment efficiency: a PLS-SEM approach in the context of Bangladesh," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4959-4986, October.
- Reza Vaez-Zadeh & Danyang Xie & Edda Zoli, 2002.
"MODIS: A Market-Oriented Deposit Insurance Scheme,"
Finance
0212001, University Library of Munich, Germany.
- Ms. Edda Zoli & Danyang Xie & Reza Vaez-Zadeh, 2002. "Modis: A Market-Oriented Deposit Insurance Scheme," IMF Working Papers 2002/207, International Monetary Fund.
- Ashim Kumar Kar, 2017. "Income Smoothing, Capital Management and Provisioning Behaviour of Microfinance Institutions: A Study Using Global Panel Data," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 29(1), pages 108-126, January.
- Psillaki, Maria & Mamatzakis, Emmanuel, 2017. "What drives bank performance in transitions economies? The impact of reforms and regulations," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 578-594.
- Gjerde, Oystein & Semmen, Kristian, 1995. "Risk-based capital requirements and bank portfolio risk," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1159-1173, October.
- Amable, Bruno & Chatelain, Jean-Bernard & De Bandt, Olivier, 2002.
"Optimal capacity in the banking sector and economic growth,"
Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 491-517, March.
- Amable, B. & Chatelain, J.-B. & De Bandt, O., 2001. "Optimal Capacity in the Banking Sector and Economic Growth," Working papers 85, Banque de France.
- Bruno Amable & Jean-Bernard Chatelain & Olivier de Bandt, 2002. "Optimal capacity in the banking sector and economic growth," Post-Print halshs-00112535, HAL.
- Bruno Amable & Jean-Bernard Chatelain & Olivier de Bandt, 2002. "Optimal capacity in the banking sector and economic growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112535, HAL.
- Mbarek Lassaâd & Mezzez Hmaied Dorra, 2012. "Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region," Review of Middle East Economics and Finance, De Gruyter, vol. 8(1), pages 1-26, August.
- David F. Babbel & Anthony M. Santomero, 1997. "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers 96-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Kevin C. Murdock & Thomas F. Hellmann & Joseph E. Stiglitz, 2000. "Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?," American Economic Review, American Economic Association, vol. 90(1), pages 147-165, March.
- Lin, Shu Ling & Penm, Jack H.W. & Gong, Shang-Chi & Chang, Ching-Shan, 2005. "Risk-based capital adequacy in assessing on insolvency-risk and financial performances in Taiwan's banking industry," Research in International Business and Finance, Elsevier, vol. 19(1), pages 111-153, March.
- Buchmüller, Patrik, 2001. "Die Berücksichtigung des operationellen Risikos in der Neuen Basler Eigenkapitalvereinbarung," Tübinger Diskussionsbeiträge 227, University of Tübingen, School of Business and Economics.
- Peixin Zhang, 2010. "Case Study of Three German Banks Stuck in the Subprime Crisis," EconomiX Working Papers 2010-20, University of Paris Nanterre, EconomiX.
- Shahari Farihana & Md. Saifur Rahman, 2021. "Can profit and loss sharing (PLS) financing instruments reduce the credit risk of Islamic banks?," Empirical Economics, Springer, vol. 61(3), pages 1397-1414, September.
- Mark Levonian & Sarah Kendall, 1992. "A Contingent Claim Analysis of Risk-based Capital Standards for Banks," RBA Research Discussion Papers rdp9210, Reserve Bank of Australia.
- Fernando Moreira, 2024. "Risk-taking in banks: does skin-in-the-game really matter?," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(4), pages 404-424, December.
- Cuoco, Domenico & Liu, Hong, 2006. "An analysis of VaR-based capital requirements," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 362-394, July.
- Paul S. Calem & Rafael Rob, "undated".
"The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model,"
Finance and Economics Discussion Series
1996-12, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
- Paul S. Calem & Rafael Rob, 1996. "The impact of capital-based regulation on bank risk-taking: a dynamic model," Finance and Economics Discussion Series 96-12, Board of Governors of the Federal Reserve System (U.S.).
- Paul Calem & Rafael Rob, "undated". ""The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model''," CARESS Working Papres 97-16, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- James B. Ang, 2008.
"Are Financial Sector Policies Effective In Deepening The Malaysian Financial System?,"
Contemporary Economic Policy, Western Economic Association International, vol. 26(4), pages 623-635, October.
- James B. Ang, 2007. "Are Financial Sector Policies Effective In Deepening The Malaysian Financial System?," Monash Economics Working Papers 02-07, Monash University, Department of Economics.
- James B. Ang, 2007. "Are Financial Sector Policies Effective in Deeping the Malaysian Financial System," DEGIT Conference Papers c012_031, DEGIT, Dynamics, Economic Growth, and International Trade.
- repec:cte:dbrepe:db040403 is not listed on IDEAS
- Luu, Hiep Ngoc & Vo, Xuan Vinh, 2021. "The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Victoria Vanasco & Enrico Sette & Andrea Polo & José-Luis Peydró, 2020.
"Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises,"
Working Papers
1219, Barcelona School of Economics.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers 15473, C.E.P.R. Discussion Papers.
- José-Luis Peydró & Andrea Polo & Enrico Sette & Victoria Vanasco, 2020. "Risk mitigating versus risk shifting: evidence from banks security trading in crises," Economics Working Papers 1753, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2023.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico & Vanasco, Victoria, 2023. "Risk mitigating versus risk shifting: Evidence from banks security trading in crises," EconStor Preprints 226219, ZBW - Leibniz Information Centre for Economics.
- Ang, James, 2009. "Financial Liberalization Or Repression?," MPRA Paper 14497, University Library of Munich, Germany.
- Mr. Stijn Claessens & Ms. Laura E. Kodres, 2014. "The Regulatory Responses to the Global Financial Crisis: Some Uncomfortable Questions," IMF Working Papers 2014/046, International Monetary Fund.
- George Sheldon, 1996. "Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 709-734, December.
- 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.
- Arturo Bris & Salvatore Cantale, 1998. "Bank Capital Requirements and Managerial Self-Interest," Yale School of Management Working Papers ysm105, Yale School of Management, revised 01 Aug 2000.
- Fatima Alali & Bikki Jaggi, 2011. "Earnings versus capital ratios management: role of bank types and SFAS 114," Review of Quantitative Finance and Accounting, Springer, vol. 36(1), pages 105-132, January.
- Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2024. "The leverage ratio, risk-taking and bank stability," Journal of Financial Stability, Elsevier, vol. 74(C).
- Toh, Moau Yong, 2019. "Effects of bank capital on liquidity creation and business diversification: Evidence from Malaysia," Journal of Asian Economics, Elsevier, vol. 61(C), pages 1-19.
- Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
- Jean-Marc Figuet, 2003. "Le traitement du risque de crédit dans l’Accord de Bâle II : une évaluation," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 277-293.
- Fegatelli, Paolo, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," Journal of Financial Stability, Elsevier, vol. 6(2), pages 79-84, June.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- E. Agliardi, 2007. "Bank Closure Policies and Capital Requirements: a Note," Working Papers 603, Dipartimento Scienze Economiche, Universita' di Bologna.
- Inderst, Roman & Mueller, Holger M., 2008.
"Bank capital structure and credit decisions,"
Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 295-314, July.
- Inderst, Roman & Müller, Holger, 2009. "Bank capital structure and credit decisions," IMFS Working Paper Series 31, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Phong T. H. Ngo, 2006. "International Prudential Regulation, Regulatory Risk and the Cost of Bank Capital," ANU Working Papers in Economics and Econometrics 2006-463, Australian National University, College of Business and Economics, School of Economics.
- Baselga-Pascual, Laura & Trujillo-Ponce, Antonio & Cardone-Riportella, Clara, 2015. "Factors influencing bank risk in Europe: Evidence from the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 138-166.
- repec:cbk:journl:v:2:y:2013:i:2:p:29-46 is not listed on IDEAS
- Bertrand Rime, 2001. "An Alternative View on Regulatory Distortions in a Competitive Financial Services Industry," Journal of Financial Services Research, Springer;Western Finance Association, vol. 19(1), pages 27-38, February.
- Salma Louati & Younes Boujelbene, 2021. "Basel Regulations and Banks’ Risk-efficiency Nexus: Evidence from Dynamic Simultaneous-equation Models," Journal of African Business, Taylor & Francis Journals, vol. 22(4), pages 578-602, October.
- Thomas Barnebeck Andersen & Thomas Harr, 2008. "Franchise Values, Regulatory Monitoring, and Capital Requirements in Optimal Bank Regulation," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(1), pages 81-101, January.
- Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547.
- Хакимжанов Сабит // Khakimzhanov Sabit & Джусангалиева Камилла // Jussangaliyeva Kamilla, 2023. "Налог Пигу на высокие ставки по депозитам как макропруденциальный инструмент: опыт Казахстана // Pigouvian Tax for High Deposit Rates as a Macroprudential Tool: Kazakhstan’s Experience," Working Papers #2023-4, National Bank of Kazakhstan.
- Jacky So & Jason Z. Wei, 2004. "Deposit Insurance and Forbearance Under Moral Hazard," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 707-735, December.
- Linda Allen, 2004. "The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 13(2), pages 41-108, May.
- Paul H. Kupiec & James M. O'Brien, 1998.
"Deposit insurance, bank incentives, and the design of regulatory policy,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 201-211.
- Paul H. Kupiec & James M. O'Brien, 1997. "Deposit insurance, bank incentives, and the design of regulatory policy," Finance and Economics Discussion Series 1998-10, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Jürg M. Blum, 2007. "Why 'Basel II' May Need a Leverage Ratio Restriction," Working Papers 2007-04, Swiss National Bank.
- 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.
- 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.
- Nachane, D M & Narain, Aditya & Ghosh, Saibal & Sahoo, Satyananda, 2001. "Bank response to capital requirements: Theory and Indian evidence," MPRA Paper 17453, University Library of Munich, Germany.
- Kopecky, Kenneth J. & VanHoose, David, 2006. "Capital regulation, heterogeneous monitoring costs, and aggregate loan quality," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2235-2255, August.
- Clark, Brian & Ebrahim, Alireza, 2022. "Risk shifting and regulatory arbitrage: Evidence from operational risk," Journal of Financial Stability, Elsevier, vol. 58(C).
- Pallavi Chavan & Leonardo Gambacorta, 2016.
"Bank lending and loan quality: the case of India,"
BIS Working Papers
595, Bank for International Settlements.
- Pallavi Chavan & Leonardo Gambacorta, 2016. "Bank Lending and Loan Quality: The Case of India," Working Papers id:11521, eSocialSciences.
- Abou-El-Sood, Heba, 2016. "Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 292-302.
- Long H. Vo, 2015. "Lessons From The 2008 Global Financial Crisis: Imprudent Risk Management And Miss Calculated Regulation," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 205-222, March.
- Uluc Aysun & Raman Khaddaria, 2012. "Bankruptcy resolution capacity and regional economic fluctuations," Working Papers 2012-01, University of Central Florida, Department of Economics.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Zhu, Haibin, 2005. "Bank runs, welfare and policy implications," Journal of Financial Stability, Elsevier, vol. 1(3), pages 279-307, April.
- Andreas Jobst, 2002.
"Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation,"
FMG Discussion Papers
dp422, Financial Markets Group.
- Jobst, Andreas A., 2002. "Loan securitisation: default term structure and asset pricing based on loss prioritisation," LSE Research Online Documents on Economics 24941, London School of Economics and Political Science, LSE Library.
- Le, Huong Nguyen Quynh & Nguyen, Thai Vu Hong & Schinckus, Christophe, 2022. "The role of strategic interactions in risk-taking behavior: A study from asset growth perspective," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Aggarwal, Raj & Jacques, Kevin T., 2001. "The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1139-1160, June.
- Inwon Song, 1998. "Korean banks' responses to the strengthening of capital adequacy requirements," Pacific Basin Working Paper Series 98-01, Federal Reserve Bank of San Francisco.
- David Cummins, J. & Sommer, David W., 1996. "Capital and risk in property-liability insurance markets," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 1069-1092, July.
- Willem Naude, 1995. "Financial liberalisation and interest rate risk management in Sub-Saharan Africa," Economics Series Working Papers WPS/1996-12, University of Oxford, Department of Economics.
- VanHoose, David, 2007. "Theories of bank behavior under capital regulation," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3680-3697, December.
- Jeitschko, Thomas D. & Jeung, Shin Dong, 2005. "Incentives for risk-taking in banking - A unified approach," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 759-777, March.
- Philip Arestis & Panicos Demetriades & Bassam Fattouh, 2003.
"Financial Policies and the Aggregate Productivity of the Capital Stock: Evidence from Developed and Developing Economies,"
Eastern Economic Journal, Eastern Economic Association, vol. 29(2), pages 217-242, Spring.
- Philip Arestis & Panicos Demetriades & Bassam Fattouh, 2002. "Financial Policies and the Aggregate Productivity of the Capital Stock: Evidence from Developed and Developing Economies," Economics Working Paper Archive wp_362, Levy Economics Institute.
- Han, Ruoning & Muyeed, Ahadul Kabir, 2024. "Deposit competition and effectiveness of bank capital requirements," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Ang, James B., 2009. "Private Investment and Financial Sector Policies in India and Malaysia," World Development, Elsevier, vol. 37(7), pages 1261-1273, July.
- Anlong Li & Peter H. Ritchken & L. Sankarasubramanian & James B. Thomson, 1993.
"Regulatory taxes, investment, and financing decision for insured banks,"
Working Papers (Old Series)
9303, Federal Reserve Bank of Cleveland.
- Anlong Li & Peter H. Ritchken & L. Sankarasubramanian & James B. Thomson, 1995. "Regulatory taxes, investment and financing decisions for insured banks," Proceedings 477, Federal Reserve Bank of Chicago.
- Ion LAPTEACRU, 2022. "What drives the risk of European banks during crises? New evidence and insights," Bordeaux Economics Working Papers 2022-02, Bordeaux School of Economics (BSE).
- Bouwman, Christa H. S., 2013. "Liquidity: How Banks Create It and How It Should Be Regulated," Working Papers 13-32, University of Pennsylvania, Wharton School, Weiss Center.
- Vollmer Uwe, 2001. "Minimum Capital Adequacy Ratios for Banks. An Obstacle to Investment Finance of Poorly Capitalized Firms? / Eigenkapitalnormen für Banken. Ein Hindernis für die Investitionsfinanzierung von kapitalsch," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(5-6), pages 577-591, October.
- João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements.
- Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
- Muhammad Suhail Rizwan & Muhammad Moinuddin & Barbara L’Huillier & Dawood Ashraf, 2018. "Does a one-size-fits-all approach to financial regulations alleviate default risk? The case of dual banking systems," Journal of Regulatory Economics, Springer, vol. 53(1), pages 37-74, February.
- M. Kabir Hassan & M. Ershad Hussain, 2006. "Basel II and Bank Credit Risk: Evidence from the Emerging Markets," NFI Working Papers 2006-WP-10, Indiana State University, Scott College of Business, Networks Financial Institute.
- Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016.
"Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 90-106.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers 1605, Federal Reserve Bank of Dallas.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," NBER Working Papers 22021, National Bureau of Economic Research, Inc.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," Economics Working Papers 16110, Hoover Institution, Stanford University.
- Thomas Gehrig, 1996. "Market Structure, Monitoring and Capital Adequacy Regulation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 685-702, December.
- Gabriel A. Ogunmola & Fengsheng Chien & Ka Yin Chau & Li Li, 2022. "The Influence of Capital Requirement of Basel III Adoption on Banks’ Operating Efficiency: Evidence from U.S. Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(2), pages 5-26.
- Esposito, Lucia & Nobili, Andrea & Ropele, Tiziano, 2015.
"The management of interest rate risk during the crisis: Evidence from Italian banks,"
Journal of Banking & Finance, Elsevier, vol. 59(C), pages 486-504.
- Lucia Esposito & Andrea Nobili & Tiziano Ropele, 2013. "The management of interest rate risk during the crisis: evidence from Italian banks," Temi di discussione (Economic working papers) 933, Bank of Italy, Economic Research and International Relations Area.
- Lassaâd Mbarek & Dorra Mezzez Hmaied, 2012. "Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region," Working Papers 679, Economic Research Forum, revised 2012.
- Angoua, Paul & Lai, Van Son & Soumare, Issouf, 2008. "Project risk choices under privately guaranteed debt financing," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 123-152, February.
- Patrick Artus, 2005. "De Bâle 1 à Bâle 2. Effets sur le marché du crédit," Revue économique, Presses de Sciences-Po, vol. 56(1), pages 77-97.
- Agusman, Agusman & Cullen, Grant S. & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton, 2014. "Government intervention, bank ownership and risk-taking during the Indonesian financial crisis," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 114-131.
- Haq, Mamiza & Heaney, Richard, 2012. "Factors determining European bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 696-718.
- David L. Eckles & Anthony M. Santomero, 2000. "The determinants of success in the new financial services environment: now that firms can do everything, what should they do and why should regulators care?," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 11-23.
- A. R. Fonseca & F. González & L. Pereira da Silva, 2010. "Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: International Evidence," Working Papers Series 216, Central Bank of Brazil, Research Department.
- Loriana Pelizzon & Stephen Schaefer, 2005. "Pillar 1 vs. Pillar 2 Under Risk Management," NBER Working Papers 11666, National Bureau of Economic Research, Inc.
- Eman Hossain & Jannatul Ferdous & Nahid Farzana, 2012. "Some Imperative Issues and Challenges in Implementing Basel II for Developing Economies with Special Reference to Bangladesh," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 2(4), pages 298-298.
- Robin Thomas & Shailesh Singh Thakur, 2023. "Non-performing Loans and Moral Hazard in the Indian Banking Sector: A Threshold Panel Regression Approach," Global Business Review, International Management Institute, vol. 24(6), pages 1482-1499, December.
- Uddin, Md Hamid & Akter, Shabiha & Mollah, Sabur & Al Mahi, Masnun, 2022. "Differences in bank and microfinance business models: An analysis of the loan monitoring systems and funding sources," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Gambacorta, Leonardo & Mistrulli, Paolo Emilio, 2004. "Does bank capital affect lending behavior?," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 436-457, October.
- Bertrand Rime, 2003. "The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach," Working Papers 03.05, Swiss National Bank, Study Center Gerzensee.
- Kopecky, Kenneth J. & VanHoose, David, 2004. "Bank capital requirements and the monetary transmission mechanism," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 443-464, September.
- Richard W. Kopcke, 2000. "Deposit insurance, capital requirements, and financial stability," Working Papers 00-3, Federal Reserve Bank of Boston.
- Hasman, Augusto & Samartín, Margarita, 2017. "Capital and liquidity in a dynamic model of banking," Economic Modelling, Elsevier, vol. 64(C), pages 172-177.
- Das, Abhiman & Ghosh, Saibal, 2004. "Risk, capital and operating efficiency: Evidence from Indian public sector banks," MPRA Paper 17399, University Library of Munich, Germany.
- James Ang, 2008. "Private Investment And Financial Sector Policies In Developing Countries," Monash Economics Working Papers 07/08, Monash University, Department of Economics.
- Yeujun Yoon & Yu Li & Yan Feng, 2019. "Factors affecting platform default risk in online peer-to-peer (P2P) lending business: an empirical study using Chinese online P2P platform data," Electronic Commerce Research, Springer, vol. 19(1), pages 131-158, March.
- Ion Lapteacru, 2022. "What drives the risk of European banks during crises? New evidence and insights," Working Papers hal-03625046, HAL.
- Paolo Fegatelli, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," BCL working papers 46, Central Bank of Luxembourg.
- Andreas Barth & Christian Seckinger, 2013. "Capital Regulation with Heterogeneous Banks," Working Papers 1310, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 19 Dec 2013.
- Gambacorta, Leonardo & Shin, Hyun Song, 2018.
"Why bank capital matters for monetary policy,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 17-29.
- Leonardo Gambacorta & Hyun Song Shin, 2016. "Why bank capital matters for monetary policy," BIS Working Papers 558, Bank for International Settlements.
- Calem, Paul & Rob, Rafael, 1999. "The Impact of Capital-Based Regulation on Bank Risk-Taking," Journal of Financial Intermediation, Elsevier, vol. 8(4), pages 317-352, October.
- Felix Eschenbach, 2004. "Finance and Growth: A Survey of the Theoretical and Empirical Literature," Tinbergen Institute Discussion Papers 04-039/2, Tinbergen Institute.
- Jelena Stanković & Vesna Janković-Milić & Snežana Radukić, 2013. "Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 29-46.
- Nguyen, Canh Phuc & Le, Thai-Ha & Su, Thanh Dinh, 2020. "Economic policy uncertainty and credit growth: Evidence from a global sample," Research in International Business and Finance, Elsevier, vol. 51(C).
- Anthony M Santomero & David L. Eckles, 2000. "The Determinants Of Success In the New Financial Services Environment: Now That Firms Can Do Everything, What Should They Do And Why Should Regulators Care?," Center for Financial Institutions Working Papers 00-32, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, University Library of Munich, Germany.
- Roshanthi Dias, 2021. "Capital regulation and bank risk‐taking – new global evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(1), pages 847-884, March.
- Lara Cathcart & Lina El-Jahel & Ravel Jabbour, 2017. "Basel II: an engine without brakes," Journal of Banking Regulation, Palgrave Macmillan, vol. 18(4), pages 359-374, November.