SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimizing Asset and Capital Adequacy Management in Banking
16 references·0 citing·42 second hop
Optimizing Asset and Capital Adequacy Management in Banking (2007)Optimizing Asset and Capital Adequacy Man…The amendment to the capital accord to incorporate market risk (2013)The amendment to the capital …Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…An analysis of VaR-based capital requirements (2005)An analysis of VaR-based capi…The New Basel Capital Accord (2004)The New Basel Capital AccordCapital requirements, market power, and risk-taking in banking (2004)Capital requirements, market …The three pillars of Basel II: optimizing the mix (2003)The three pillars of Basel II…Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Value-at-Risk-Based Risk Mana…Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001) (2001)Position Paper on the New Bas…A Theory of Bank Capital (2000)A Theory of Bank CapitalDo capital adequacy requirements reduce risks in banking? (1999)Do capital adequacy requireme…The prudential regulation of banks (1996)The prudential regulation of …The role of capital in financial institutions (1995)The role of capital in financ…Prudential Regulation for Banks (1995)Prudential Regulation for Ban…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Capital requirements and the behaviour of commercial banks (1992)Capital requirements and the …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Examining the Relationships between Capital, Risk and Efficiency in European Banking (2007)The Determinants of Bank Capital Structure (2010)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Liberalization, Moral Hazard in Banking and Prudential Regulation: Are Capital Requirements Enough? (1998)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Procyclical Leverage and Value-at-Risk (2013)Monopolistic Competition with Outside Goods (1979)Debt, Deficits, and Finite Horizons (1985)Regulations, competition and bank risk-taking in transition countries (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Bank competition and stability: Cross-country heterogeneity (2012)Regulation of Bank Capital and Portfolio Risk (1980)Risk in Banking and Capital Regulation (1988)Theories of bank behavior under capital regulation (2007)Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis (2009)Bank supervision, regulation, and efficiency: Evidence from the European Union (2011)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)The Pricing of Options and Corporate Liabilities (1973)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)Asset Prices in an Exchange Economy (1978)Coherent Measures of Risk (1999)Testing Density Forecasts, With Applications to Risk Management (2001)How Accurate Are Value‐at‐Risk Models at Commercial Banks? (2002)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Liquidity Creation (2009)Liquidity risk management and credit supply in the financial crisis (2011)How does capital affect bank performance during financial crises? (2013)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)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)
this work references cited by second hop

References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 2000A Theory of Bank Capital1,407 cited
  • 1995The role of capital in financial institutions987 cited
  • 2004Capital requirements, market power, and risk-taking in banking941 cited
  • 1996The prudential regulation of banks853 cited
  • 2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices834 cited
  • 1992Capital requirements and the behaviour of commercial banks654 cited
  • 1999Do capital adequacy requirements reduce risks in banking?549 cited
  • 1995Prudential Regulation for Banks499 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)304 cited
  • 2013The amendment to the capital accord to incorporate market risk283 cited
  • 2004The New Basel Capital Accord193 cited
  • 2003The three pillars of Basel II: optimizing the mix175 cited
  • 2005

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

An analysis of VaR-based capital requirements
101 cited

Cited by

No citing works inside the corpus for this window.