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Credit Derivatives: Capital Requirements and Strategic Contracting
16 references·0 citing·41 second hop
Credit Derivatives: Capital Requirements and Strategic Contracting (2004)Credit Derivatives: Capital Requirements …Liquidity Provision, Bank Capital, and the Macroeconomy (2017)Liquidity Provision, Bank Cap…Credit Derivatives, Disintermediation, and Investment Decisions (2005)Credit Derivatives, Disinterm…Loan pricing under Basel capital requirements (2004)Loan pricing under Basel capi…Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000)Emerging problems with the Ba…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk management, capital budg…The prudential regulation of banks (1996)The prudential regulation of …Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (1996)Risk Management, Capital Budg…Banks and loan sales Marketing nonmarketable assets (1995)Banks and loan sales Marketin…Seniority and maturity of debt contracts (1993)Seniority and maturity of deb…Banks and Loan Sales: Marketing Non-Marketable Assets (1990)Banks and Loan Sales: Marketi…Signaling Games and Stable Equilibria (1987)Signaling Games and Stable Eq…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)Informational Asymmetries, Fi…INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)INFORMATIONAL ASYMMETRIES, FI…Imperfect Information, Uncertainty, and Credit Rationing (1976)Imperfect Information, Uncert…Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)A model of insurance markets with incomplete information (1977)Screening vs. Rationing in Credit Markets with Imperfect Information (1985)The Consequences of the Dependence of Quality on Price (1987)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Debt Maturity Structure and Liquidity Risk (1991)An Incomplete Contracts Approach to Financial Contracting (1992)Covenants and Collateral as Incentives to Monitor (1995)Incomplete Contracts: Where do We Stand? (1999)Relationship Banking: What Do We Know? (2000)Strategic Information Transmission (1982)Biological signals as handicaps (1990)Intrinsic and Extrinsic Motivation (2003)Incentives and Prosocial Behavior (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Corporate financing and investment decisions when firms have information that investors do not have (1984)Risk and Valuation of Collateralized Debt Obligations (2001)The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)Neglected risks, financial innovation, and financial fragility (2011)Job Market Signaling (1973)Financial Intermediation and Delegated Monitoring (1984)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Limited-dependent and qualitative variables in econometrics (1983)Corporate Control, Portfolio Choice, and the Decline of Banking (1995)The role of information asymmetry and financial reporting quality in debt trading: Evidence from the secondary loan market (2008)Originate-to-distribute Model and the Subprime Mortgage Crisis (2010)The Pricing of Options and Corporate Liabilities (1973)Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs (2000)Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market (2006)The cost of capital, corporation finance and the theory of investment (2008)A theory of systemic risk and design of prudential bank regulation (2009)Loan loss provisioning and economic slowdowns: too much, too late? (2003)Does bank capital affect lending behavior? (2004)How Do Banks Set Interest Rates? (2004)Initial Public Offerings and Underwriter Reputation (1990)The Economic Consequences of Legal Origins (2008)
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References

  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION4,056 cited
  • 1977Informational Asymmetries, Financial Structure, and Financial Intermediation3,772 cited
  • 1987Signaling Games and Stable Equilibria3,227 cited
  • 1976Imperfect Information, Uncertainty, and Credit Rationing1,413 cited
  • 1998Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach858 cited
  • 1996The prudential regulation of banks853 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 1993Seniority and maturity of debt contracts646 cited
  • 1995Banks and loan sales Marketing nonmarketable assets605 cited
  • 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues497 cited
  • 2005Credit Derivatives, Disintermediation, and Investment Decisions288 cited
  • 2017Liquidity Provision, Bank Capital, and the Macroeconomy277 cited
  • 1996Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach244 cited
  • 2004Loan pricing under Basel capital requirements

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229 cited
  • 1990Banks and Loan Sales: Marketing Non-Marketable Assets227 cited
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