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Risk-shifting, concentration risk, and heterogeneous borrowers

Fittje, Jens - In: International economics and economic policy 20 (2023) 4, pp. 509-536

Persistent link: https://www.econbiz.de/10014426448

Credit risk and macroeconomic stress tests in China

Arestis, Philip; Jia, Maggie Mo - In: Journal of banking regulation 20 (2019) 3, pp. 211-225

Persistent link: https://www.econbiz.de/10012259713

Impact of higher federal funds rates on bank risk during higher inflation in the U.S.

Koch, Jascha-Alexander; Islam, Mohammad Saiful - In: Finance research letters 60 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014490202

Reputation, risk-taking, and macroprudential policy

Aikman, David; Nelson, Benjamin F.; Tanaka, Misa - In: Journal of banking & finance 50 (2015), pp. 428-439

Persistent link: https://www.econbiz.de/10010509512

Reputation, risk-taking and macroprudential policy

Aikman, David; Nelson, Benjamin F.; Tanaka, Misa - 2012

Persistent link: https://www.econbiz.de/10009671796

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

Managing risk taking with interest rate policy and macroprudential regulations

Cociuba, Simona E.; Shukayev, Malik; Ueberfeldt, Alexander - 2016

We develop a model in which a financial intermediary's investment in risky assets - risk taking - is excessive due to limited liability and deposit insurance, and characterize the policy tools that implement efficient risk taking. In the calibrated model, coordinating interest rate policy with...

Persistent link: https://www.econbiz.de/10011553837

Managing risk taking with interest rate policy and macroprudential regulations

Cociuba, Simona E-; Shukayev, Malik; Ueberfeldt, Alexander - 2016

Persistent link: https://www.econbiz.de/10011555182

The optimal response of bank capital requirements to credit and risk in a model with financial spillovers

Occhino, Filippo - 2017

Persistent link: https://www.econbiz.de/10011719087

Capital adequacy and the bank lending channel : macroeconomic implications

Shaw, Ming-fu; Chang, Juin-jen; Chen, Hung-ju - In: Journal of macroeconomics 36 (2013), pp. 121-137

Persistent link: https://www.econbiz.de/10009751133

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