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Pillar 1 vs. Pillar 2 Under Risk Management
16 references·1 citing·38 second hop
Pillar 1 vs. Pillar 2 Under Risk Management (2005)Pillar 1 vs. Pillar 2 Under Risk Manageme…Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Bank Capital Regulation in Co…Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Liberalization, Moral Hazard …Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000)Emerging problems with the Ba…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk management, capital budg…Financial Regulation: Why, How and Where Now? (1998)Financial Regulation: Why, Ho…The prudential regulation of banks (1996)The prudential regulation of …The role of capital in financial institutions (1995)The role of capital in financ…Prudential Regulation for Banks (1995)Prudential Regulation for Ban…Is Fairly Priced Deposit Insurance Possible? (1992)Is Fairly Priced Deposit Insu…Capital requirements and the behaviour of commercial banks (1992)Capital requirements and the …Capital controls and bank risk (1991)Capital controls and bank riskBanking Theory, Deposit Insurance, and Bank Regulation (1986)Banking Theory, Deposit Insur…Deregulation and bank financial policy (1984)Deregulation and bank financi…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…An Application of Stochastic Optimization Theory to Institutional Finance (2007)An Application of Stochastic …Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)A Theory of Bank Capital (2000)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Option pricing (1976)On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)Bank Competition and Financial Stability (2008)Bank Competition and Stability: Cross-Country Heterogeneity (2011)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Theory of Rational Option Pricing (1973)The Theory of Bank Risk Taking and Competition Revisited (2005)Bank Governance, Regulation, and Risk Taking (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Risk in Banking and Capital Regulation (1988)Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)The cost of capital, corporation finance and the theory of investment (2008)Financial Development and Economic Growth: Views and AgendaBank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Rethinking Bank Regulation: Till Angels Govern (2005)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Deposit Insurance, Risk, and Market Power in Banking (1988)Reputation Acquisition in Debt Markets (1989)How does capital affect bank performance during financial crises? (2013)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Bank regulation and supervision: what works best? (2003)An Overview of Value at Risk (1997)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)The dark side of diversification: The case of US financial holding companies (2005)
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References

  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,232 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1995The role of capital in financial institutions1,039 cited
  • 1998Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach858 cited
  • 1996The prudential regulation of banks857 cited
  • 1984Deregulation and bank financial policy712 cited
  • 1992Capital requirements and the behaviour of commercial banks654 cited
  • 2001Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature570 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1995Prudential Regulation for Banks522 cited
  • 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues497 cited
  • 1998Financial Regulation: Why, How and Where Now?416 cited
  • 1992Is Fairly Priced Deposit Insurance Possible?362 cited
  • 1991Capital controls and bank risk

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343 cited
  • 1986Banking Theory, Deposit Insurance, and Bank Regulation252 cited
  • Cited by

    • 2007An Application of Stochastic Optimization Theory to Institutional Finance17 cited