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Stress tests and information disclosure

Citations

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Cited by:

  1. García, Raffi E. & Harithsa, Jyothsna G. & Owusu, Abena, 2024. "Adding stress in banking: Stress tests and risk-taking sentiments," Journal of Corporate Finance, Elsevier, vol. 87(C).
  2. repec:zbw:bofrdp:2021_003 is not listed on IDEAS
  3. Anton Kolotilin & Alexander Wolitzky, 2020. "Assortative Information Disclosure," Discussion Papers 2020-08, School of Economics, The University of New South Wales.
  4. Zhao, Ju & Qiu, Ju & Zhou, Yong-Wu & Hu, Xiao-Jian & Yang, Ai-Feng, 2020. "Quality disclosure in the presence of strategic consumers," Journal of Retailing and Consumer Services, Elsevier, vol. 55(C).
  5. Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2022. "Banks’ risk taking and creditors’ bargaining power," Journal of Corporate Finance, Elsevier, vol. 74(C).
  6. Mensch, Jeffrey, 2021. "Monotone persuasion," Games and Economic Behavior, Elsevier, vol. 130(C), pages 521-542.
  7. Thomas Ian Schneider & Philip E. Strahan & Jun Yang, 2020. "Bank Stress Testing: Public Interest or Regulatory Capture?," NBER Working Papers 26887, National Bureau of Economic Research, Inc.
  8. Cox, Caleb & Davis, Douglas & Korenok, Oleg & Lightle, John, 2023. "Stress tests and information disclosure: An experimental analysis," Journal of Banking & Finance, Elsevier, vol. 154(C).
  9. Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2020. "Regulatory stress testing and bank performance," European Financial Management, European Financial Management Association, vol. 26(5), pages 1449-1488, November.
  10. Anton Kolotilin & Roberto Corrao & Alexander Wolitzky, 2022. "Persuasion with Non-Linear Preferences," Papers 2206.09164, arXiv.org, revised Aug 2022.
  11. Stefan Nagel & Amiyatosh Purnanandam, 2020. "Banks’ Risk Dynamics and Distance to Default," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2421-2467.
  12. Moreno, Diego & Takalo, Tuomas, 2021. "Precision of public information disclosures, banks' stability and welfare," Bank of Finland Research Discussion Papers 3/2021, Bank of Finland.
  13. Liang Dai & Dan Luo & Ming Yang, 2024. "Disclosure of Bank-Specific Information and the Stability of Financial Systems," The Review of Financial Studies, Society for Financial Studies, vol. 37(4), pages 1315-1367.
  14. Leitner, Yaron & Yilmaz, Bilge, 2019. "Regulating a model," Journal of Financial Economics, Elsevier, vol. 131(2), pages 251-268.
  15. William F. Bassett & David E. Rappoport, 2022. "Enhancing Stress Tests by Adding Macroprudential Elements," Finance and Economics Discussion Series 2022-022, Board of Governors of the Federal Reserve System (U.S.).
  16. Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021. "(In)efficient repo markets," CEPR Discussion Papers 15782, C.E.P.R. Discussion Papers.
  17. Anya Kleymenova & Rimmy E. Tomy, 2022. "Observing Enforcement: Evidence from Banking," Journal of Accounting Research, Wiley Blackwell, vol. 60(4), pages 1583-1633, September.
  18. Joel Shapiro & Jing Zeng, 2024. "Stress Testing and Bank Lending," The Review of Financial Studies, Society for Financial Studies, vol. 37(4), pages 1265-1314.
  19. Sahin, Cenkhan & de Haan, Jakob & Neretina, Ekaterina, 2020. "Banking stress test effects on returns and risks," Journal of Banking & Finance, Elsevier, vol. 117(C).
  20. Alvarez, Fernando & Barlevy, Gadi, 2021. "Mandatory disclosure and financial contagion," Journal of Economic Theory, Elsevier, vol. 194(C).
  21. Avdjiev, Stefan & Jager, Maximilian, 2022. "Bank opacity - patterns and implications," CEPR Discussion Papers 17024, C.E.P.R. Discussion Papers.
  22. Herbert Sylvérie, 2022. "State-dependent Central Bank Communication with Heterogeneous Beliefs," Working papers 875, Banque de France.
  23. Ronen Gradwohl & Niklas Hahn & Martin Hoefer & Rann Smorodinsky, 2020. "Reaping the Informational Surplus in Bayesian Persuasion," Papers 2006.02048, arXiv.org.
  24. Yaron Leitner & Basil Williams, 2023. "Model Secrecy and Stress Tests," Journal of Finance, American Finance Association, vol. 78(2), pages 1055-1095, April.
  25. Ryuichiro Izumi, 2021. "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 146-169, April.
  26. Joanna Franaszek, 2021. "When Competence Hurts: Revelation of Complex Information," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 5-23.
  27. Itay Goldstein & Chong Huang, 2020. "Credit Rating Inflation and Firms' Investments," Journal of Finance, American Finance Association, vol. 75(6), pages 2929-2972, December.
  28. Bischof, Jannis & Laux, Christian & Leuz, Christian, 2020. "Accounting for financial stability: Lessons from the financial crisis and future challenges," SAFE Working Paper Series 283, Leibniz Institute for Financial Research SAFE.
  29. König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2022. "Bank instability: Interbank linkages and the role of disclosure," Journal of Banking & Finance, Elsevier, vol. 134(C).
  30. Moreno, Diego & Takalo, Tuomas, 2021. "Precision of Public Information Disclosures, Banks’ Stability and Welfare," Research Discussion Papers 3/2021, Bank of Finland.
  31. Anton Kolotilin & Tymofiy Mylovanov & Andriy Zapechelnyuk, 2019. "Censorship as Optimal Persuasion," Discussion Paper Series, School of Economics and Finance 201903, School of Economics and Finance, University of St Andrews, revised 05 Mar 2020.
  32. Azarmsa, Ehsan & Cong, Lin William, 2020. "Persuasion in relationship finance," Journal of Financial Economics, Elsevier, vol. 138(3), pages 818-837.
  33. Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
  34. 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).
  35. Terstiege, Stefan & Wasser, Cédric, 2020. "Buyer-optimal extensionproof information," Journal of Economic Theory, Elsevier, vol. 188(C).
  36. Carlos Corona & Lin Nan & Gaoqing Zhang, 2019. "The Coordination Role of Stress Tests in Bank Risk‐Taking," Journal of Accounting Research, Wiley Blackwell, vol. 57(5), pages 1161-1200, December.
  37. Ahnert, Lukas & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2020. "Regulatory stress testing and bank performance," CFR Working Papers 20-03, University of Cologne, Centre for Financial Research (CFR).
  38. Pliszka, Kamil, 2021. "System-wide and banks' internal stress tests: Regulatory requirements and literature review," Discussion Papers 19/2021, Deutsche Bundesbank.
  39. Jeffrey D. Shulman & Zheyin (Jane) Gu, 2024. "Making Inclusive Product Design a Reality: How Company Culture and Research Bias Impact Investment," Marketing Science, INFORMS, vol. 43(1), pages 73-91, January.
  40. Laura Gáti, 2023. "Talking Over Time ‐ Dynamic Central Bank Communication," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1147-1176, August.
  41. Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
  42. Hu, Ju & Zhou, Zhen, 2022. "Disclosure in epidemics," Journal of Economic Theory, Elsevier, vol. 202(C).
  43. Hilscher, Jens & Raviv, Alon & Wiener, Zvi, 2024. "Dynamic volatility regulation of financial institutions," Finance Research Letters, Elsevier, vol. 61(C).
  44. Kemal Kivanc Akoz & Arseniy Samsonov, 2023. "Bargaining over information structures," Discussion Papers 2301, Budapest University of Technology and Economics, Quantitative Social and Management Sciences.
  45. Cai, Zhifeng & Dong, Feng, 2023. "Public disclosure and private information acquisition: A global game approach," Journal of Economic Theory, Elsevier, vol. 210(C).
  46. Alonso, Ricardo & Zachariadis, Konstantinos, 2021. "Persuading Large Investors," CEPR Discussion Papers 15792, C.E.P.R. Discussion Papers.
  47. White, Lucy & Walther, Ansgar, 2019. "Rules versus Discretion in Bank Resolution," CEPR Discussion Papers 14048, C.E.P.R. Discussion Papers.
  48. Guo, Qi & Huang, Shao’an & Wang, Gaowang, 2024. "Stabilizing the financial markets through communication and informed trading," Journal of Financial Markets, Elsevier, vol. 69(C).
  49. Gropp, Reint & Mosk, Thomas & Ongena, Steven & Simac, Ines & Wix, Carlo, 2024. "Supranational Rules, National Discretion: Increasing Versus Inflating Regulatory Bank Capital?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(2), pages 830-862, March.
  50. Terovitis, Spyros, 2022. "Information disclosure and the feedback effect in capital markets," Journal of Financial Intermediation, Elsevier, vol. 49(C).
  51. Martin Szydlowski, 2021. "Optimal Financing and Disclosure," Management Science, INFORMS, vol. 67(1), pages 436-454, January.
  52. Carré, Sylvain, 2022. "Disclosures, rollover risk, and debt runs," Journal of Banking & Finance, Elsevier, vol. 142(C).
  53. Lily Ling Yang, 2024. "Information Design with Costly State Verifi cation," CRC TR 224 Discussion Paper Series crctr224_2024_502, University of Bonn and University of Mannheim, Germany.
  54. Jibang Wu & Zixuan Zhang & Zhe Feng & Zhaoran Wang & Zhuoran Yang & Michael I. Jordan & Haifeng Xu, 2022. "Sequential Information Design: Markov Persuasion Process and Its Efficient Reinforcement Learning," Papers 2202.10678, arXiv.org.
  55. repec:zbw:bofrdp:2020_014 is not listed on IDEAS
  56. Thomas Schneider & Philip E Strahan & Jun Yang, 2023. "Bank Stress Testing: Public Interest or Regulatory Capture?," Review of Finance, European Finance Association, vol. 27(2), pages 423-467.
  57. Lafuente, Esteban & Vaillant, Yancy & Vendrell-Herrero, Ferran, 2019. "Conformance and performance roles of bank boards: The connection between non-performing loans and non-performing directorships," European Management Journal, Elsevier, vol. 37(5), pages 664-673.
  58. Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020. "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 1-15.
  59. Ozan Candogan & Philipp Strack, 2021. "Optimal Disclosure of Information to a Privately Informed Receiver," Papers 2101.10431, arXiv.org, revised Jan 2022.
  60. Geng, Sen & Guan, Menglong, 2023. "Trustworthy by design," Games and Economic Behavior, Elsevier, vol. 141(C), pages 70-87.
  61. Ding, Haina & Guembel, Alexander & Ozanne, Alessio, 2020. "Market Information in Banking Supervision: The Role of Stress Test Design," TSE Working Papers 20-1144, Toulouse School of Economics (TSE).
  62. Levent Güntay & Stefan Jacewitz & Jonathan Pogach, 2024. "A Prudential Paradox: The Signal in (Not) Restricting Bank Dividends," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 537-568, March.
  63. Modibo Camara & Jason Hartline & Aleck Johnsen, 2020. "Mechanisms for a No-Regret Agent: Beyond the Common Prior," Papers 2009.05518, arXiv.org.
  64. Gu, Jiadong, 2023. "Optimal stress tests and liquidation cost," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  65. Peleg Lazar, Sharon & Raviv, Alon, 2019. "The risk spiral: The effects of bank capital and diversification on risk taking," International Review of Financial Analysis, Elsevier, vol. 65(C).
  66. Candogan, Ozan & Strack, Philipp, 2023. "Optimal disclosure of information to privately informed agents," Theoretical Economics, Econometric Society, vol. 18(3), July.
  67. Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E., 2020. "Stress tests and small business lending," Journal of Financial Economics, Elsevier, vol. 136(1), pages 260-279.
  68. Negrelli, Sara, 2020. "Bubbles and persuasion with uncertainty over market sentiment," Games and Economic Behavior, Elsevier, vol. 120(C), pages 67-85.
  69. Arieli, Itai & Babichenko, Yakov & Smorodinsky, Rann & Yamashita, Takuro, 2023. "Optimal persuasion via bi-pooling," Theoretical Economics, Econometric Society, vol. 18(1), January.
  70. Gopalan, Yadav, 2022. "The effects of ratings disclosure by bank regulators," Journal of Accounting and Economics, Elsevier, vol. 73(1).
  71. Petr Jakubik & Saida Teleu, 2024. "Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests," Risk Management, Palgrave Macmillan, vol. 26(3), pages 1-27, September.
  72. König, Philipp Johann & Laux, Christian & Pothier, David, 2021. "The leverage effect of bank disclosures," Discussion Papers 31/2021, Deutsche Bundesbank.
  73. Rhee, Keeyoung & Dogra, Keshav, 2024. "Stress tests and model monoculture," Journal of Financial Economics, Elsevier, vol. 152(C).
  74. Pereira, Ana Elisa, 2021. "Rollover risk and stress test credibility," Games and Economic Behavior, Elsevier, vol. 129(C), pages 370-399.
  75. Bischof, Jannis & Laux, Christian & Leuz, Christian, 2021. "Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1188-1217.
  76. Inostroza, Nicolas A. & Pavan, Alessandro, 0. "Adversarial coordination and public information design," Theoretical Economics, Econometric Society.
  77. König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2022. "Bank instability: Interbank linkages and the role of disclosure," Journal of Banking & Finance, Elsevier, vol. 134(C).
  78. Agarwal, Isha & Goel, Tirupam, 2024. "Bank regulation and supervision: A symbiotic relationship," Journal of Banking & Finance, Elsevier, vol. 163(C).
  79. Moreno, Diego & Takalo, Tuomas, 2024. "Stress test precision and bank competition," Economics Letters, Elsevier, vol. 238(C).
  80. Dan Anderberg & Rachel Cassidy & Anaya Dam & Wendy Janssens & Karlijn Morsink & Anouk van Veldhoven, 2024. "Keeping the Peace while Getting Your Way: Information, Persuasion and Intimate Partner Violence," CESifo Working Paper Series 11133, CESifo.
  81. Moreno, Diego & Takalo, Tuomas, 2024. "Stress test precision and bank competition," Bank of Finland Research Discussion Papers 3/2024, Bank of Finland.
  82. Enrico Perotti & Magdalena Rola-Janicka, 2022. "The Good, the Bad, and the Missed Boom," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5025-5056.
  83. Farzaneh Farhadi & Demosthenis Teneketzis, 2022. "Dynamic Information Design: A Simple Problem on Optimal Sequential Information Disclosure," Dynamic Games and Applications, Springer, vol. 12(2), pages 443-484, June.
  84. Dan Anderberg & Rachel Cassidy & Wendy Janssens & Anaya Dam & Morsink Karlijn & Anouk van Veldhoven, 2024. "Keeping the peace whilst getting your way: Information, persuasion and intimate partner violence," IFS Working Papers W24/22, Institute for Fiscal Studies.
  85. Emir Kamenica & Kyungmin Kim & Andriy Zapechelnyuk, 2021. "Bayesian persuasion and information design: perspectives and open issues," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(3), pages 701-704, October.
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