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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Research in international business and finance"
~subject:"Basel Accord"
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Search: subject_exact:"Systemic risk"
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Basel Accord
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95
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40
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40
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Duane, Michael
2
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2
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1
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1
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1
Gutiérrez Gallardo, Germán
1
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1
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Journal of economic dynamics & control
Journal of risk management in financial institutions
Research in international business and finance
Journal of banking & finance
12
Journal of financial stability
10
IMF working papers
7
Journal of financial intermediation
6
International journal of central banking : IJCB
5
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European financial management : the journal of the European Financial Management Association
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Journal of international financial markets, institutions & money
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1
Salience, systemic risk and spectral risk measures as capital requirements
Matyska, Branka
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012666998
Saved in:
2
Sketching a roadmap for systemic liquidity stress tests
Hałaj, Grzegorz
;
Henry, Jérôme
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
4
,
pp. 319-340
Persistent link: https://www.econbiz.de/10011753937
Saved in:
3
Stress testing convergence
Gutiérrez Gallardo, Germán
;
Schuermann, Til
;
Duane, …
- In:
Journal of risk management in financial institutions
9
(
2015/2016
)
1
,
pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
Saved in:
4
Stress testing bank profitability
Duane, Michael
;
Schuermann, Til
;
Reynolds, Peter
- In:
Journal of risk management in financial institutions
7
(
2014
)
1
,
pp. 72-84
Persistent link: https://www.econbiz.de/10010259555
Saved in:
5
Supervisory challenges in the presence of systemic risk : the IAIS response to the current financial crisis
Hofmann, Daniel M.
;
Maroney, John
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
2
,
pp. 137-150
Persistent link: https://www.econbiz.de/10009737800
Saved in:
6
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Poledna, Sebastian
;
Bochmann, Olaf
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 230-246
Persistent link: https://www.econbiz.de/10011817470
Saved in:
7
The Basel III net stable funding ratio adjustment speed and systemic risk
Ly, Kim Cuong
;
Chen, Zhizhen
;
Wang, Senyu
;
Jiang, Yuxiang
- In:
Research in international business and finance
39
(
2017
),
pp. 169-182
Persistent link: https://www.econbiz.de/10011876461
Saved in:
8
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Saved in:
9
Financial regulations and bank credit to the real economy
Gabbi, Giampaolo
;
Iori, Giulia
;
Jafarey, Saqib
;
Porter, …
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 117-143
Persistent link: https://www.econbiz.de/10010486951
Saved in:
10
CVA the wrong way
Rosen, Dan
;
Saunders, David M.
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
3
,
pp. 252-272
Persistent link: https://www.econbiz.de/10009565851
Saved in:
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