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Loan pricing under Basel II in an imperfectly competitive banking market
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this work references cited by second hop

References

  • 2004What Drives Bank Competition? Some International Evidence1,159 cited
  • 2003What Drives Bank Competition? Some International Evidence1,139 cited
  • 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
  • 1971A Theory of the Banking Firm772 cited
  • 2006Procyclicality in Basel II: Can we treat the disease without killing the patient?406 cited
  • 2004Loan pricing under Basel capital requirements229 cited
  • 2004Procyclicality and the new Basel Accord - banks? choice of loan rating system163 cited
  • 2004Comment on "What Drives Bank Competition? Some International Evidence"116 cited
  • 1980Deposit Rate-Setting, Risk Aversion, and the Theory of Depository Financial Intermediaries106 cited
  • 1998Banks as Multioutput Oligopolies: An Empirical Evaluation of the Retail and Corporate Banking Markets87 cited

Cited by

  • 2019Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer70 cited
  • 2014Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer64 cited
  • 2009Economic value in tranching of syndicated loans47 cited
  • 2020Capital requirements and mortgage pricing: Evidence from Basel II46 cited

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  • 2017Risk-Based Capital Requirements for Banks and International Trade40 cited
  • 2018Strategic Selection of Risk Models and Bank Capital Regulation39 cited
  • 2014Corporate failure diagnosis in SMEs24 cited