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The three pillars of Basel II: optimizing the mix
16 references·16 citing·31 second hopsampled
The three pillars of Basel II: optimizing the mix (2003)The three pillars of Basel II: optimizing…Agency Costs, Risk Management, and Capital Structure (1998)Agency Costs, Risk Management…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Contemporary Banking Theory (1993)Contemporary Banking TheoryThe Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…The Credit Crunch (1991)The Credit CrunchRisk in Banking and Capital Regulation (1988)Risk in Banking and Capital R…Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Regulation of Bank Capital and Portfolio Risk (1980)Regulation of Bank Capital an…Determinants of corporate borrowing (1977)Determinants of corporate bor…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Bank capital, institutional environment and systemic stability (2018)Bank capital, institutional e…Bank capital, liquid reserves, and insolvency risk (2017)Bank capital, liquid reserves…The Economics of Bank Supervision (2016)The Economics of Bank Supervi…Bank Financial Reporting Opacity and Regulatory Intervention (2016)Bank Financial Reporting Opac…A Comparative Assessment of Basel II/III and Solvency II (2012)A Comparative Assessment of B…Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus (2011)Quantifying and explaining pa…Contingent convertibles. Solving or seeding the next banking crisis? (2011)Contingent convertibles. Solv…Monetary policy with a touch of Basel (2010)Monetary policy with a touch …The Accelerating Integration of Banks and Markets and its Implications for Regulation (2009)The Accelerating Integration …Does collateral fuel moral hazard in banking? (2008)Does collateral fuel moral ha…Regulating financial conglomerates (2007)Regulating financial conglome…Risk-based capital standards, deposit insurance, and procyclicality (2005)Risk-based capital standards,…Do Loan Commitments Cause Overlending? (2005)Do Loan Commitments Cause Ove…Macroeconomic shocks and banking supervision (2004)Macroeconomic shocks and bank…Determinants of Collateral (2004)Determinants of CollateralValue-at-risk vs. building block regulation in banking (2003)Value-at-risk vs. building bl…Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Corporate financing and investment decisions when firms have information that investors do not have (1984)The cost of capital, corporation finance and the theory of investment (2008)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)The theory and practice of corporate finance: evidence from the field (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 1991The Credit Crunch1,340 cited
  • 1993Contemporary Banking Theory1,251 cited
  • 1988Risk in Banking and Capital Regulation

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

1,058 cited
  • 1980Regulation of Bank Capital and Portfolio Risk973 cited
  • Cited by

    • 2005Do Loan Commitments Cause Overlending?154 cited
    • 2018Bank capital, institutional environment and systemic stability136 cited
    • 2017Bank capital, liquid reserves, and insolvency risk135 cited
    • 2011Contingent convertibles. Solving or seeding the next banking crisis?133 cited
    • 2007Regulating financial conglomerates125 cited
    • 2005Risk-based capital standards, deposit insurance, and procyclicality121 cited
    • 2016Bank Financial Reporting Opacity and Regulatory Intervention87 cited
    • 2012A Comparative Assessment of Basel II/III and Solvency II79 cited
    • 2008Does collateral fuel moral hazard in banking?76 cited
    • 2011Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus75 cited
    • 2004Determinants of Collateral73 cited
    • 2010Monetary policy with a touch of Basel68 cited
    • 2004Macroeconomic shocks and banking supervision60 cited
    • 2009The Accelerating Integration of Banks and Markets and its Implications for Regulation60 cited
    • 2003Value-at-risk vs. building block regulation in banking55 cited
    • 2016The Economics of Bank Supervision55 cited