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Simulation-Based Stress Testing of Banks' Regulatory Capital Adequacy
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Simulation-Based Stress Testing of Banks' Regulatory Capital Adequacy (2017)Simulation-Based Stress Testing of Banks'…Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Ratings migration and the bus…A guide to choosing absolute bank capital requirements (2002)A guide to choosing absolute …Stability of ratings transitions (2001)Stability of ratings transiti…Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions (2001)Bank Portfolio Allocation: Th…A Theory of Bank Capital (2000)A Theory of Bank CapitalA comparative anatomy of credit risk models (2000)A comparative anatomy of cred…Firm behaviour under the threat of liquidation (1996)Firm behaviour under the thre…Ex ante capital position, changes in the different components of regulatory capital and bank risk (2013)Ex ante capital position, cha…The Determinants of Capital Buffer in the Turkish Banking System (2012)The Determinants of Capital B…Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research (2012)Rating Agencies as Gatekeeper…Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers (2012)Macroprudential Stress Testin…The Basel Accord and the Value of Bank Differentiation (2011)The Basel Accord and the Valu…The Impact of Basel I Capital Requirements on Bank Behavior And the Efficacy of Monetary Policy (2009)The Impact of Basel I Capital…Macro-Model-Based Stress Testing of Basel II Capital Requirements (2008)Macro-Model-Based Stress Test…Portfolio Effects and Efficiency of Lending under Basel II (2007)Portfolio Effects and Efficie…The Implications of Corporate Bond Ratings Drift (1992)The Credit Rating Industry (1995)Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities (2005)Empirical credit cycles and capital buffer formation (2005)Split bond ratings and rating migration (2008)Financial Intermediation and Delegated Monitoring (1984)Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships (1990)The Credit Crunch (1991)The three pillars of Basel II: optimizing the mix (2003)Bank Credit Cycles (2008)BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS (2009)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The cost of capital, corporation finance and the theory of investment (2008)What Determines Capital Adequacy in the Banking System of Kingdom of Saudi Arabia? 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this work references cited by second hop

References

  • 2000A Theory of Bank Capital1,407 cited
  • 2000A comparative anatomy of credit risk models719 cited
  • 2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
  • 2001Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions177 cited
  • 2001Stability of ratings transitions100 cited
  • 2002A guide to choosing absolute bank capital requirements80 cited
  • 1996Firm behaviour under the threat of liquidation73 cited

Cited by

  • 2013Ex ante capital position, changes in the different components of regulatory capital and bank risk34 cited
  • 2012The Determinants of Capital Buffer in the Turkish Banking System31 cited
  • 2007Portfolio Effects and Efficiency of Lending under Basel II30 cited
  • 2012Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers29 cited
  • 2011The Basel Accord and the Value of Bank Differentiation25 cited
  • 2009The Impact of Basel I Capital Requirements on Bank Behavior And the Efficacy of Monetary Policy23 cited
  • 2008Macro-Model-Based Stress Testing of Basel II Capital Requirements18 cited
  • 2012Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research

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17 cited