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Expected default based score for identifying systemically important banks
Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian; Wei, Lu - In: Economic modelling 64 (2017), pp. 589-600
Persistent link: https://www.econbiz.de/10011761314
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Search for yield
Martinez-Miera, David; Repullo, Rafael - 2015
Persistent link: https://www.econbiz.de/10011408359
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How does competition affect bank systemic risk?
Anginer, Deniz; Demirgüç-Kunt, Asli; Zhu, Min - In: Journal of financial intermediation 23 (2014) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010400975
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Capital adequacy in financial institutions : Basel proposals
Hendricks, Darryll - In: Risk management : the state of the art, (pp. 201-205). 2002
Persistent link: https://www.econbiz.de/10001698305
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Post global financial crisis modelling : credit risk for firms that are too big to fail
Clark, Ephraim; Mitra, Sovan; Jokung Nguena, Octave - In: International Journal of Financial Markets and … 7 (2019) 1, pp. 15-39
Persistent link: https://www.econbiz.de/10012253519
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The creditor channel of liquidity crises
Liu, Xuewen; Mello, António S. - In: Journal of money, credit and banking : JMCB 49 (2017) 6, pp. 1113-1160
Persistent link: https://www.econbiz.de/10011946551
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On regulatory responses to the recent crisis : an assessment of the Basel market risk framework and the Volcker Rule
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Financial markets, institutions & instruments 24 (2015) 2/3, pp. 87-125
Persistent link: https://www.econbiz.de/10011316632
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Strategic complementarity, fragility, and regulation
Vives, Xavier - 2011 - Rev. May 2011
The paper analyzes a very stylized model of crises and demonstrates how the degree of strategic complementarity in the actions of investors is a critical determinant of fragility. It is shown how the balance sheet composition of a financial intermediary, parameters of the information structure...
Persistent link: https://www.econbiz.de/10009230899
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Credit information sharing and banking crises : an empirical investigation
Büyükkarabacak, Berrak; Valev, Neven T. - In: Journal of macroeconomics 34 (2012) 3, pp. 788-800
Persistent link: https://www.econbiz.de/10009690443