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Banks' Incentives and the Quality of Internal Risk Models
16 references·5 citing·47 second hop
Banks' Incentives and the Quality of Internal Risk Models (2014)Banks' Incentives and the Quality of Inte…Liquidity risk and maturity management over the credit cycle (2017)Liquidity risk and maturity m…Testing macroprudential stress tests: The risk of regulatory risk weights (2014)Testing macroprudential stres…Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment (2014)Does Macro‐Prudential Regulat…The Rise of the Originate- to-Distribute Model and the Role of Banks in Financial Intermediation (2012)The Rise of the Originate- to…Bank Corporate Loan Pricing Following the Subprime Crisis (2010)Bank Corporate Loan Pricing F…Do banks price their informational monopoly? (2009)Do banks price their informat…Asymmetric information effects on loan spreads☆ (2009)Asymmetric information effect…Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Information Asymmetry and Fin…Optimal Law Enforcement with Self-Reporting of Behavior (1991)Optimal Law Enforcement with …Disclosure When the Market Is Unsure of Information Endowment of Managers (1988)Disclosure When the Market Is…Price and Advertising Signals of Product Quality (1986)Price and Advertising Signals…Disclosure of Nonproprietary Information (1985)Disclosure of Nonproprietary …The Informational Role of Warranties and Private Disclosure about Product Quality (1981)The Informational Role of War…Disclosure Laws and Takeover Bids (1980)Disclosure Laws and Takeover …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps (2020)What Drives Global Lending Sy…Dynamic Banking and the Value of Deposits (2020)Dynamic Banking and the Value…Are contingent convertibles going-concern capital? (2019)Are contingent convertibles g…Strategic Selection of Risk Models and Bank Capital Regulation (2018)Strategic Selection of Risk M…Deregulating Wall Street (2018)Deregulating Wall StreetTimeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)Earnings Performance and Discretionary Disclosure (2002)Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research (2008)Guiding through the Fog: Financial statement complexity and voluntary disclosure (2016)Corporate financing and investment decisions when firms have information that investors do not have (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)An Overview of Macroprudential Policy Tools (2015)How effective are macroprudential policies? 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(2006)Moral Hazard and Observability (1979)Financial Intermediation and Delegated Monitoring (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)How Laws and Institutions Shape Financial Contracts: The Case of Bank Loans (2007)Lending Relationships and Loan Contract Terms (2008)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Revisiting the relation between environmental performance and environmental disclosure: An empirical analysis (2007)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The Impact of Financial Reporting Quality on Debt Contracting: Evidence from Internal Control Weakness Reports (2010)Cyclicality of credit supply: Firm level evidence (2013)Social Capital and Debt Contracting: Evidence from Bank Loans and Public Bonds (2017)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Voluntary disclosure with a strategic opponent (1990)Investor psychology in capital markets: evidence and policy implications (2002)The Economics of Privacy (2016)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1981The Informational Role of Warranties and Private Disclosure about Product Quality2,491 cited
  • 1986Price and Advertising Signals of Product Quality2,284 cited
  • 1985Disclosure of Nonproprietary Information1,923 cited
  • 2007Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans1,572 cited
  • 1980Disclosure Laws and Takeover Bids884 cited
  • 2009Asymmetric information effects on loan spreads☆881 cited
  • 1988Disclosure When the Market Is Unsure of Information Endowment of Managers702 cited
  • 2014Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment503 cited
  • 1991Optimal Law Enforcement with Self-Reporting of Behavior406 cited
  • 2010Bank Corporate Loan Pricing Following the Subprime Crisis392 cited
  • 2014Testing macroprudential stress tests: The risk of regulatory risk weights255 cited
  • 2009Do banks price their informational monopoly?202 cited
  • 2012The Rise of the Originate- to-Distribute Model and the Role of Banks in Financial Intermediation

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165 cited
  • 2017Liquidity risk and maturity management over the credit cycle142 cited
  • Cited by

    • 2018Strategic Selection of Risk Models and Bank Capital Regulation39 cited
    • 2018Deregulating Wall Street35 cited
    • 2020What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps32 cited
    • 2019Are contingent convertibles going-concern capital?31 cited
    • 2020Dynamic Banking and the Value of Deposits29 cited