Similar Search Results

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Different approaches to regulatory capital calculation for operational risk

Dziwok, Ewa - In: Contemporary Trends and Challenges in Finance : …, (pp. 135-143). 2018

Persistent link: https://www.econbiz.de/10013369198

Are through-the-cycle credit risk models a beneficial macro-prudential policy tool?

Mayer, Manuel; Sauer, Stephan - In: Monetary policy, financial crises, and the macroeconomy …, (pp. 201-224). 2017

Persistent link: https://www.econbiz.de/10011898229

On the network topology of variance decompositions : measuring the connectedness of financial firms

Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10010497110

Do interbank markets price systemic risk?

Sigmund, Michael; Siebenbrunner, Christoph - In: Journal of financial stability 71 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014533540

Liability risk management of Central European banks under new regulatory requirements

Džmuráňová, Hana; Hejdová, Martina; Teplý, Petr - In: The impact of globalization on international finance …, (pp. 107-116). 2018

This paper describes liability risk management of Central European banks located in the Czech Republic, Slovakia, Poland, Austria and Hungary. We find that liabilities of the analysed banks have similar features and report similar exposure to both liquidity and interest rate risks. Additionally,...

Persistent link: https://www.econbiz.de/10012233800

The measurement of operational risk capital costs with an advanced measurement approach through the loss distribution approach (a case study in one of the Indonesia's state-owned b...

Hartini, Rina; Hartoyo, S.; Sasongko, H. - In: Competition and cooperation in economics and business : …, (pp. 167-177). 2018

Persistent link: https://www.econbiz.de/10011949721

Do capital buffers add to bank risk-taking in South-Eastern Europe? : a look at the pre-Basel III period

Novokmet, Ana Kundid - In: The changing financial landscape : financial …, (pp. 141-169). 2021

risk-taking implications of changes in capital buffers. Its findings support the capital buffer theory. Firstly, banks …

Persistent link: https://www.econbiz.de/10012805656

Bank leverage and regulatory regimes : evidence from the Great Depression and Great Recession

Koch, Christoffer; Richardson, Gary; Van Horn, Patrick - In: The American economic review 106 (2016) 5, pp. 538-542

Persistent link: https://www.econbiz.de/10011700215

Designing bankers' pay : using contingent capital to reduce risk-shifting incentives

Hilscher, Jens; Peleg Lazar, Sharon; Raviv, Alon - In: The Quarterly Journal of Finance : QJF 12 (2022) 1, pp. 2240005-1-2240005-22

Persistent link: https://www.econbiz.de/10013174947

1
2
3
4
5
6
7
8
9
10
Next
Last