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The impacts of financial regulations : solvency and liquidity in the post-crisis period

Baker, Colleen; Cumming, Christine M.; Jagtiani, Julapa - 2017

Persistent link: https://www.econbiz.de/10011689300

Risk committee complexity and liquidity risk in the European banking industry

Galletta, Simona; Mazzù, Sebastiano; Scannella, Enzo - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 691-703

Persistent link: https://www.econbiz.de/10013188643

The good and bad news about the new liquidity rules of Basel III in Western European

Dietrich, Andreas; Hess, Kurt; Wanzenried, Gabrielle - In: Journal of banking & finance 44 (2014), pp. 13-25

Persistent link: https://www.econbiz.de/10010409343

The interplay among Financial regulations, resilience, and growth

Allen, Franklin; Goldstein, Itay; Jagtiani, Julapa - In: Journal of financial services research : JFSR 53 (2018) 2/3, pp. 141-162

Persistent link: https://www.econbiz.de/10012023950

Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests

Oordt, Maarten R. C. van - 2018

This paper proposes a novel methodology to calibrate the magnitude of the cap on the countercyclical capital buffer (CCyB) using market-based stress tests. The macroprudential authority in our paper aims to contain the possibility of a breach of a minimum capital ratio in the event of a severe...

Persistent link: https://www.econbiz.de/10011923244

The financial stability aspects of the EU-wide stress test

Ebner, André - In: Journal of financial regulation 4 (2018) 2, pp. 326-336

Persistent link: https://www.econbiz.de/10012160933

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2016 - This version: 14 December 2016

Persistent link: https://www.econbiz.de/10011609975

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015 - This Draft: July 2015

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … traded quantities are determined by means of a matching algorithm. Contagion occurs through liquidity hoarding, interbank … interlinkages and fire sale externalities. The resulting network configuration exhibits a coreperiphery structure, dis …

Persistent link: https://www.econbiz.de/10012061674

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - In: Journal of economic behavior & organization : JEBO 142 (2017), pp. 164-188

Persistent link: https://www.econbiz.de/10011926037

Structural funding and bank failures : does Basel 3 Net Stable Funding ratio target the right problem?

Bologna, Pierluigi - In: Journal of financial services research : JFSR 47 (2015) 1, pp. 81-113

Persistent link: https://www.econbiz.de/10011325832

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