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The New Basel Capital Framework and its Implementation in the European Union
16 references·1 citing·45 second hop
The New Basel Capital Framework and its Implementation in the European Union (2005)The New Basel Capital Framework and its I…Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006)Procyclicality in Basel II: C…Wealth and asset price effects on economic activity (2005)Wealth and asset price effect…The Supervision of Mixed Financial Services Groups in Europe (2005)The Supervision of Mixed Fina…Market dynamics associated with credit ratings - a literature review (2004)Market dynamics associated wi…Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature (2004)Incorporating Systemic Influe…Implications of Alternative Operational Risk Modeling Techniques (2004)Implications of Alternative O…Cyclical implications of the Basel II capital standards (2004)Cyclical implications of the …Are credit ratings procyclical? (2004)Are credit ratings procyclica…An empirical comparison of default risk forecasts from alternative credit rating philosophies (2004)An empirical comparison of de…Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs (2003)Should SME exposures be treat…Credit risk measurement and procyclicality (2003)Credit risk measurement and p…Credit Risk : Pricing, Measurement, and Management (2003)Credit Risk : Pricing, Measur…A risk-factor model foundation for ratings-based bank capital rules (2003)A risk-factor model foundatio…The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior (2002)The Institutional Memory Hypo…Regulatory and “economic” solvency standards for internationally active banks (2002)Regulatory and “economic” sol…Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Ratings migration and the bus…Oil market structure, network effects and the choice of currency for oil invoicing (2012)Oil market structure, network…A comparative analysis of current credit risk models (2000)Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Risk-based capital standards, deposit insurance, and procyclicality (2005)BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS (2009)The Nexus of Financial Inclusion and Financial Stability: A Study of Trade-Offs and Synergies (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)A comparative anatomy of credit risk models (2000)Scaling-up SME access to financial services in the developing world (2010)Creditor concentration: An empirical investigation (2012)Analysis and Comparison of Economic and Financial Risk Sources in SMEs of the Visegrad Group and Serbia (2019)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Macroeconomic Fluctuations and Corporate Financial Fragility (2011)The Effect of Financial Risk Management on the Financial Performance of Commercial Banks in Kenya (2017)Bank diversification and systemic risk (2019)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)The Procyclical Effects of Bank Capital Regulation (2012)Capital regulation and monetary policy with fragile banks (2013)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)A Markov Model for the Term Structure of Credit Risk Spreads (1997)Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)How to Deal with Real Estate Booms: Lessons from Country Experiences (2011)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)On the coherence of expected shortfall (2002)Market discipline, disclosure and moral hazard in banking (2006)Common Failings: How Corporate Defaults Are Correlated (2007)Does Competition Reduce the Risk of Bank Failure? 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this work references cited by second hop

References

  • 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
  • 2003Credit Risk : Pricing, Measurement, and Management587 cited
  • 2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
  • 2004Cyclical implications of the Basel II capital standards432 cited
  • 2006Procyclicality in Basel II: Can we treat the disease without killing the patient?406 cited
  • 2004Are credit ratings procyclical?402 cited
  • 2003Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs193 cited
  • 2003Credit risk measurement and procyclicality177 cited
  • 2004Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature100 cited
  • 2004An empirical comparison of default risk forecasts from alternative credit rating philosophies76 cited
  • 2002Regulatory and “economic” solvency standards for internationally active banks68 cited
  • 2004Implications of Alternative Operational Risk Modeling Techniques62 cited
  • 2005Wealth and asset price effects on economic activity53 cited
  • 2004Market dynamics associated with credit ratings - a literature review53 cited

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2002
The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior
45 cited
  • 2005The Supervision of Mixed Financial Services Groups in Europe40 cited
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    • 2012Oil market structure, network effects and the choice of currency for oil invoicing37 cited