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Enhanced Stress Testing and Financial Stability
16 references·1 citing·49 second hopsampled
Enhanced Stress Testing and Financial Stability (2012)Enhanced Stress Testing and Financial Sta…Capital ratios and bank lending: A matched bank approach (2013)Capital ratios and bank lendi…Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)Credit Supply and Monetary Po…Fire Sales in Finance and Macroeconomics (2011)Fire Sales in Finance and Mac…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…Measuring Systemic Risk (2010)Measuring Systemic RiskUnstable banking (2009)Unstable bankingTowards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)Towards an Operational Framew…Fear of Fire Sales and the Credit Freeze (2009)Fear of Fire Sales and the Cr…Diversification at financial institutions and systemic crises (2009)Diversification at financial …Bank Liquidity Creation (2009)Bank Liquidity CreationA theory of systemic risk and design of prudential bank regulation (2009)A theory of systemic risk and…A framework for assessing the systemic risk of major financial institutions (2009)A framework for assessing the…Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)Too many to fail—An analysis …Too Many to Fail - An Analysis of Time-inconsistency in Bank Closure Policies (2005)Too Many to Fail - An Analysi…A Theory of Systemic Risk and Design of Prudential Bank Regulation (2002)A Theory of Systemic Risk and…Global Financial Instability: Framework, Events, Issues (1999)Global Financial Instability:…The Failure of Supervisory Stress Testing: Fannie Mae, Freddie Mac, and OFHEO (2015)The Failure of Supervisory St…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)A corporate balance-sheet approach to currency crises (2003)Financial Inclusion and Financial Stability: Current Policy Issues (2010)American Economic Review (2019)Economic policy uncertainty and financial stability–Is there a relation? (2020)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Common risk factors in the returns on stocks and bonds (1993)Bank Capital and Value in the Cross-Section (2010)Liquidity risk management and credit supply in the financial crisis (2011)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Credit Supply and the Price of Housing (2015)Relationship and Transaction Lending in a Crisis (2016)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling and Forecasting Realized Volatility (2003)How does competition affect bank systemic risk? (2013)Network Structure and Systemic Risk in Banking Systems (2013)Bank size, capital, and systemic risk: Some international evidence (2015)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All? (2004)Financial Intermediaries and Markets (2004)Asset commonality, debt maturity and systemic risk (2011)Default Cascades: When Does Risk Diversification Increase Stability? (2011)Banks’ Non-Interest Income and Systemic Risk (2012)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Limits of Arbitrage (1995)Credit Cycles (1997)The Economics of Structured Finance (2009)How likely is contagion in financial networks? (2014)How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Determinants of corporate borrowing (1977)Complexity, concentration and contagion (2011)The Use and Effectiveness of Macroprudential Policies (2015)Corporate Ownership Around the World (1999)Financial Contagion (2000)A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)Estimating global bank network connectedness (2017)Noise Trader Risk in Financial Markets (1990)A Model of Shadow Banking (2013)Financial Innovation and Endogenous Growth (2013)Which banks are more risky? The impact of business models on bank stability (2014)Back to the basics in banking? A micro-analysis of banking system stability (2009)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Where the Risks Lie: A Survey on Systemic Risk (2015)
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References

  • 2009Bank Liquidity Creation1,308 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2012Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications1,076 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2009A theory of systemic risk and design of prudential bank regulation831 cited
  • 2006Too many to fail—An analysis of time-inconsistency in bank closure policies730 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2009Diversification at financial institutions and systemic crises586 cited
  • 1999Global Financial Instability: Framework, Events, Issues481 cited
  • 2009Unstable banking472 cited
  • 2002A Theory of Systemic Risk and Design of Prudential Bank Regulation307 cited
  • 2013Capital ratios and bank lending: A matched bank approach273 cited
  • 2009Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences263 cited
  • 2005Too Many to Fail - An Analysis of Time-inconsistency in Bank Closure Policies238 cited
  • 2010Measuring Systemic Risk184 cited

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  • 2009Fear of Fire Sales and the Credit Freeze176 cited
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    • 2015The Failure of Supervisory Stress Testing: Fannie Mae, Freddie Mac, and OFHEO24 cited