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Are bank capital ratios pro-cyclical? New evidence and perspectives
Citations
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Cited by:
- Joseph G. Haubrich, 2020.
"How Cyclical Is Bank Capital?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 27-38, August.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers (Old Series) 1504, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers 15-04R, Federal Reserve Bank of Cleveland.
- McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
- Philippon, Thomas, 2016.
"The FinTech Opportunity,"
CEPR Discussion Papers
11409, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2016. "The FinTech Opportunity," NBER Working Papers 22476, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2017. "The FinTech Opportunity," BIS Working Papers 655, Bank for International Settlements.
- Xi Yang, 2016.
"Predicting bank failures: The leverage versus the risk-weighted capital ratio,"
EconomiX Working Papers
2016-15, University of Paris Nanterre, EconomiX.
- Xi Yang, 2016. "Predicting bank failures: The leverage versus the risk-weighted capital ratio," Post-Print hal-01671522, HAL.
- Xi Yang, 2016. "Predicting bank failures: The leverage versus the risk-weighted capital ratio," Post-Print hal-01671520, HAL.
- repec:ptu:bdpart:r201712 is not listed on IDEAS
- Birchwood, Anthony & Brei, Michael & Noel, Dorian M., 2017.
"Interest margins and bank regulation in Central America and the Caribbean,"
Journal of Banking & Finance, Elsevier, vol. 85(C), pages 56-68.
- Anthony Birchwood & Michael Brei & Dorian Noel, 2016. "Interest margins and bank regulation in Central America and the Caribbean," EconomiX Working Papers 2016-33, University of Paris Nanterre, EconomiX.
- Bilyana Bogdanova & Ingo Fender & Előd Takáts, 2018. "The ABCs of bank PBRs," BIS Quarterly Review, Bank for International Settlements, March.
- Arnould, Guillaume & Dehmej, Salim, 2016.
"Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment,"
International Economics, Elsevier, vol. 147(C), pages 126-144.
- Guillaume Arnould & Salim Dehmej, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment," International Economics, CEPII research center, issue 147, pages 126-144.
- Brei, Michael & Jacolin, Luc & Noah, Alphonse, 2020.
"Credit risk and bank competition in Sub-Saharan Africa,"
Emerging Markets Review, Elsevier, vol. 44(C).
- M. Brei & L. Jacolin & A. Noah, 2018. "Credit risk and bank competition in Sub-Saharan Africa," Working papers 664, Banque de France.
- Alphonse Noah & Luc Jacolin & Michael Brei, 2018. "Credit Risk And Bank Competition In Sub-Saharan Africa," EconomiX Working Papers 2018-27, University of Paris Nanterre, EconomiX.
- Michael Brei & Luc Jacolin & Alphonse Noah, 2018. "Credit Risk And Bank Competition In Sub-Saharan Africa," Working Papers hal-04141785, HAL.
- Michael Brei & Luc Jacolin & Alphonse Noah, 2020. "Credit Risk and Bank Competition in Sub-Saharan Africa," Post-Print hal-02887007, HAL.
- Lukas Pfeifer, 2021. "Usability of capital buffers under a binding leverage ratio requirement," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2021.
"The intertwining of credit and banking fragility,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 459-475, January.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The intertwining of credit and banking fragility," Post-Print hal-02894259, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The intertwining of credit and banking fragility," SciencePo Working papers Main hal-02894259, HAL.
- Xi Yang & Michael Brei, 2019.
"The universal bank model: Synergy or vulnerability?,"
Journal of Banking Regulation, Palgrave Macmillan, vol. 20(4), pages 312-327, December.
- Michael Brei & Xi Yang, 2015. "The universal bank model: Synergy or vulnerability?," Working Papers hal-04141415, HAL.
- Xi Yang & Michael Brei, 2019. "The universal bank model: Synergy or vulnerability?," Post-Print hal-02504214, HAL.
- Michael Brei & Xi Yang, 2015. "The universal bank model: Synergy or vulnerability?," EconomiX Working Papers 2015-13, University of Paris Nanterre, EconomiX.
- Brei, Michael & Gambacorta, Leonardo & Lucchetta, Marcella & Parigi, Bruno Maria, 2023.
"How effective are bad bank resolutions? New evidence from Europe,"
Journal of Financial Stability, Elsevier, vol. 67(C).
- Michael Brei & Leonardo Gambacorta & Marcella Lucchetta & Bruno Maria Parigi, 2023. "How effective are bad bank resolutions? New evidence from Europe," Post-Print hal-04272198, HAL.
- Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021.
"The relationship between capital and liquidity prudential instruments,"
Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.
- Zlatuse Komarkova & Martin Hodula & Lukas Pfeifer, 2020. "The Relationship between Capital and Liquidity Prudential Instruments," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Borio, Claudio & Gambacorta, Leonardo, 2017.
"Monetary policy and bank lending in a low interest rate environment: Diminishing effectiveness?,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 217-231.
- Claudio Borio & Leonardo Gambacorta, 2017. "Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?," BIS Working Papers 612, Bank for International Settlements.
- de-Ramon, Sebastian J.A. & Francis, William B. & Harris, Qun, 2022. "Bank-specific capital requirements and capital management from 1989-2013: Further evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Leonardo Gambacorta & Sudipto Karmakar, 2018.
"Leverage and Risk-Weighted Capital Requirements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 153-191, December.
- Leonardo Gambacorta, 2016. "Leverage and Risk Weighted Capital Requirements," Working Papers w201616, Banco de Portugal, Economics and Research Department.
- Gambacorta, Leonardo & Karmakar, Sudipto, 2016. "Leverage and Risk Weighted Capital Requirements," CEPR Discussion Papers 11567, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Sudipto Karmakar, 2016. "Leverage and risk weighted capital requirements," BIS Working Papers 586, Bank for International Settlements.
- Sudipto Karmakar & Leonardo Gambacorta, 2017. "Leverage and Risk Weighted Capital Requirements," Working Papers REM 2017/09, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Tatiana Gaelle Yongoua Tchikanda, 2017. "Systemic risk and individual risk: A trade-off?," EconomiX Working Papers 2017-16, University of Paris Nanterre, EconomiX.
- repec:spo:wpmain:info:hdl:2441/7cesh5fts89ft984viovct5djb is not listed on IDEAS
- Simona Malovaná & Dominika Ehrenbergerová, 2022.
"The effect of higher capital requirements on bank lending: the capital surplus matters,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 793-832, August.
- Dominika Kolcunova & Simona Malovana, 2019. "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers 2019/2, Czech National Bank.
- Dominika Kolcunová & Simona Malovaná, 2019. "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers IES 2019/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2019.
- Ferri, Giovanni & Pesic, Valerio, 2017. "Bank regulatory arbitrage via risk weighted assets dispersion," Journal of Financial Stability, Elsevier, vol. 33(C), pages 331-345.
- Montagnoli, Alberto & Mouratidis, Konstantinos & Whyte, Kemar, 2021.
"Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Alberto Montagnoli & Konstantinos Mouratidis & Kemar Whyte, 2018. "Assessing the Cyclical Behaviour of Bank Capital Buyers in a Finance-Augmented Macro-Economy," Working Papers 2018003, The University of Sheffield, Department of Economics.
- Mikhail Stolbov & Maria Shchepeleva, 2018. "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, vol. 14(1), pages 49-91, February.
- Claessens, Stijn, 2017. "Regulation and structural change in financial systems," CEPR Discussion Papers 11822, C.E.P.R. Discussion Papers.
- Auer, Raphael & Matyunina, Alexandra & Ongena, Steven, 2022.
"The countercyclical capital buffer and the composition of bank lending,"
Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Raphael Auer & Steven Ongena, 2016. "The countercyclical capital buffer and the composition of bank lending," BIS Working Papers 593, Bank for International Settlements.
- Raphael A. Auer & Steven Ongena, 2019. "The Countercyclical Capital Buffer and the Composition of Bank Lending," CESifo Working Paper Series 7815, CESifo.
- Auer, Raphael & Ongena, Steven, 2019. "The countercyclical capital buffer and the composition of bank lending," CEPR Discussion Papers 13942, C.E.P.R. Discussion Papers.
- Raphael Auer & Alexandra Matyunina & Steven Ongena, 2021. "The countercyclical capital buffer and the composition of bank lending," Swiss Finance Institute Research Paper Series 21-66, Swiss Finance Institute.
- Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
- Václav Brož & Lukáš Pfeifer, 2021.
"Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
- Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017. "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers 2017/15, Czech National Bank.
- Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
- 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.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019.
"What drives local lending by global banks?,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
- Mayordomo, Sergio & Rodríguez-Moreno, María, 2021. "How do European banks cope with macroprudential capital requirements," Finance Research Letters, Elsevier, vol. 38(C).
- Wang, Yang & Xiuping, Sui & Zhang, Qi, 2021. "Can fintech improve the efficiency of commercial banks? —An analysis based on big data," Research in International Business and Finance, Elsevier, vol. 55(C).
- Patel, Ajay & Sorokina, Nonna & Thornton, John H., 2022. "Liquidity and bank capital structure," Journal of Financial Stability, Elsevier, vol. 62(C).
- Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
- Cao, Yifei & Whyte, Kemar, 2022. "Corporate Tax Shields and Capital Structure: Levelling the Playing Field in Debt vs Equity Finance," National Institute of Economic and Social Research (NIESR) Discussion Papers 542, National Institute of Economic and Social Research.
- Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
- Cao, Yifei & Chou, Jen-Yu, 2022. "Bank resilience over the COVID-19 crisis: The role of regulatory capital," Finance Research Letters, Elsevier, vol. 48(C).
- 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.
- Dina Baptista, 2017. "Understanding the Basel III Leverage Ratio Requirement," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Thornton, John & Vasilakis, Chrysovalantis, 2023. "Bank regulations and surges and stops in credit: Panel evidence," Journal of Financial Stability, Elsevier, vol. 67(C).
- 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).
- Anthony Birchwood & Michael Brei & Dorian Noel, 2016. "Bank interest margins and regulation in Central America and the Caribbean," Working Papers hal-04141575, HAL.
- Issam Samiri, 2024. "Endogenous Defaults, Value-at-Risk and the Business Cycle," National Institute of Economic and Social Research (NIESR) Discussion Papers 555, National Institute of Economic and Social Research.
- Mr. Plamen K Iossifov, 2021. "Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis," IMF Working Papers 2021/028, International Monetary Fund.
- Oyebola Fatima Etudaiye-Muhtar & Rubi Ahmad & Taiwo Azeez Olaniyi & Bilqees Ayoola Abdulmumin, 2017. "Financial Market Development and Bank Capitalization Ratio," Paradigm, , vol. 21(2), pages 126-138, December.
- repec:hal:spmain:info:hdl:2441/7cesh5fts89ft984viovct5djb is not listed on IDEAS