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Do higher capital standards always reduce bank risk? : the impact of the Basel leverage ratio on the U.S. triparty repo market

Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - In: Journal of financial intermediation 34 (2018), pp. 3-16

Persistent link: https://www.econbiz.de/10012114205

Asset correlation and bank capital regulation : a macroprudential perspective

Suh, Sangwon - In: International review of economics & finance : IREF 62 (2019), pp. 355-378

Persistent link: https://www.econbiz.de/10012205613

Essays on sovereign risk

Buschmann, Christian Friedrich Carl - 2018

Persistent link: https://www.econbiz.de/10012209453

Bank capital, institutional environment and systemic stability

Anginer, Deniz; Demirgüç-Kunt, Asli; Mare, Davide … - In: Journal of financial stability 37 (2018), pp. 97-106

Persistent link: https://www.econbiz.de/10012156946

Shadow banking : financial intermediation beyond banks

Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018

Persistent link: https://www.econbiz.de/10011790739

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

Taming the Basel leverage cycle

Aymanns, Christoph; Caccioli, Fabio; Farmer, J. Doyne; … - In: Journal of financial stability 27 (2016), pp. 263-277

Persistent link: https://www.econbiz.de/10011705722

Brož, Václav; Kočenda, Evžen - In: Journal of international money and finance 122 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013433549

Exploring the systemic risk of domestic banks with ΔCoVaR and elastic-net

Bianchi, Michele Leonardo; Sorrentino, Alberto Maria - In: Journal of financial services research 62 (2022) 1/2, pp. 127-141

Persistent link: https://www.econbiz.de/10013443858

A model of system-wide stress simulation : market-based finance and the Covid-19 event

Di Iasio, Giovanni; Alogoskoufis, Spyridon; Kördel, Simon - 2022

We build a model to simulate how the euro area market-based financial system may function under stress. The core of the model is a set of representative agents re ecting key economic sectors, which interact in asset, funding, and derivatives markets and face solvency and liquidity constraints on...

Persistent link: https://www.econbiz.de/10013265940