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Basel II as a casualty of the global financial crisis
16 references·8 citing·46 second hop
Basel II as a casualty of the global financial crisis (2010)Basel II as a casualty of the global fina…Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements (2012)Cyclical patterns in profits,…Finance and development (2008)Finance and developmentQuantitative models for operational risk: Extremes, dependence and aggregation (2006)Quantitative models for opera…Cyclical implications of the Basel II capital standards (2004)Cyclical implications of the …Capital requirements and bank behaviour: Empirical evidence for Switzerland (2001)Capital requirements and bank…An Academic Response to Basel II (2001)An Academic Response to Basel…Effectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994 (2000)Effectiveness of Capital Regu…Do capital adequacy requirements reduce risks in banking? (1999)Do capital adequacy requireme…Modelling Extremal Events (1997)Modelling Extremal EventsCapital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence (1996)Capital Requirements, Monetar…Capital requirements and the behaviour of commercial banks (1992)Capital requirements and the …Risk-based capital and deposit insurance reform (1991)Risk-based capital and deposi…Capital controls and bank risk (1991)Capital controls and bank riskA reexamination of mean-variance analysis of bank capital regulation (1990)A reexamination of mean-varia…Capital regulation and insured banks choice of individual loan default risks (1989)Capital regulation and insure…Capital regulation and bank risk-taking: A note (1989)Capital regulation and bank r…Ownership concentration and its influence on transparency and disclosures of banks in India (2022)Ownership concentration and i…Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending (2022)Deep learning meets decision …Competition and distress in banks in India: An application of panel data (2022)Competition and distress in b…Banks in India: A Balancing Act Between Profitability, Regulation and NPA (2021)Banks in India: A Balancing A…A Holistic Perspective on Bank Performance Using Regulation, Profitability, and Risk-Taking with a View on Ownership Concentration (2021)A Holistic Perspective on Ban…The main determinants of banking crises in OECD countries (2017)The main determinants of bank…Market Risk of Developed and Emerging Countries During the Global Financial Crisis (2013)Market Risk of Developed and …The Myth of Too Big to Fail (2010)The Myth of Too Big to FailCorporate financing and investment decisions when firms have information that investors do not have (1984)Risk in Banking and Capital Regulation (1988)The role of capital in financial institutions (1995)The cyclical behaviour of European bank capital buffers (2007)The impact of bank capital on profitability and risk in Asian banking (2012)Determinants of non-performing loans: The case of Eurozone (2014)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Financial Intermediation (2003)Financial intermediation as a beliefs-bridge between optimists and pessimists (2004)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)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)Theory of Rational Option Pricing (1973)Competition for Deposits, Fragility, and Insurance (1996)Bank Regulation and Supervision: What Works Best? (2001)Theory of rational option pricing (2005)Liquidity Provision, Bank Capital, and the Macroeconomy (2017)Regulation of Bank Capital and Portfolio Risk (1980)How does competition affect bank risk-taking? (2013)The prudential regulation of banks (1996)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006)The Procyclical Effects of Bank Capital Regulation (2012)Capital regulation and monetary policy with fragile banks (2013)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Credit Rationing in Markets with Imperfect Information (1981)Financial Intermediation and Delegated Monitoring (1984)What Determines the Number of Bank Relationships? Cross-Country Evidence (2000)Originate-to-distribute Model and the Subprime Mortgage Crisis (2010)Financial Development and Economic Growth: Views and AgendaInside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Determinants of bank profitability in the South Eastern European region (2006)The effects of bank regulations, competition, and financial reforms on banks' performance (2010)The impacts of risk and competition on bank profitability in China (2015)Econometric Analysis of Panel Data (2021)Empirical properties of asset returns: stylized facts and statistical issues (2001)Extreme Correlation of International Equity Markets (2001)Conditional value-at-risk for general loss distributions (2002)
this work references cited by second hop

References

  • 1997Modelling Extremal Events4,397 cited
  • 1989Capital regulation and bank risk-taking: A note662 cited
  • 1992Capital requirements and the behaviour of commercial banks654 cited
  • 1996Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence588 cited
  • 2001Capital requirements and bank behaviour: Empirical evidence for Switzerland565 cited
  • 1999Do capital adequacy requirements reduce risks in banking?549 cited
  • 2012Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements458 cited
  • 2004Cyclical implications of the Basel II capital standards432 cited
  • 1990A reexamination of mean-variance analysis of bank capital regulation370 cited
  • 1991Capital controls and bank risk343 cited
  • 2008Finance and development291 cited
  • 2001An Academic Response to Basel II274 cited
  • 2006Quantitative models for operational risk: Extremes, dependence and aggregation265 cited
  • 2000Effectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994231 cited
  • 1989Capital regulation and insured banks choice of individual loan default risks209 cited

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  • 1991Risk-based capital and deposit insurance reform196 cited
  • Cited by

    • 2010The Myth of Too Big to Fail55 cited
    • 2017The main determinants of banking crises in OECD countries41 cited
    • 2022Ownership concentration and its influence on transparency and disclosures of banks in India35 cited
    • 2021A Holistic Perspective on Bank Performance Using Regulation, Profitability, and Risk-Taking with a View on Ownership Concentration33 cited
    • 2013Market Risk of Developed and Emerging Countries During the Global Financial Crisis26 cited
    • 2021Banks in India: A Balancing Act Between Profitability, Regulation and NPA24 cited
    • 2022Competition and distress in banks in India: An application of panel data24 cited
    • 2022Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending18 cited