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Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy
16 references·16 citing·46 second hopsampled
Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy (2012)Systemic risk, macroprudential policy fra…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…Risk management, corporate governance, and bank performance in the financial crisis (2011)Risk management, corporate go…Neglected risks, financial innovation, and financial fragility (2011)Neglected risks, financial in…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…This time is different: eight centuries of financial folly (2010)This time is different: eight…Bank activity and funding strategies: The impact on risk and returns☆ (2010)Bank activity and funding str…This Time Is Different (2009)This Time Is DifferentThe Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…The Theory of Bank Risk Taking and Competition Revisited (2005)The Theory of Bank Risk Takin…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…Bank regulation and supervision: what works best? (2003)Bank regulation and supervisi…Liquidity Shortages and Banking Crises (2002)Liquidity Shortages and Banki…Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Liberalization, Moral Hazard …Effects of Macroprudential Policies on Bank Lending and Credit Risks (2022)Effects of Macroprudential Po…Towards a post-pandemic policy framework to manage climate-related financial risks and resilience (2021)Towards a post-pandemic polic…Regulation, ownership and bank performance in the MENA region: Evidence for Islamic and conventional banks (2020)Regulation, ownership and ban…Measuring the propagation of financial distress with Granger-causality tail risk networks (2018)Measuring the propagation of …Creditor rights and bank capital decisions: Conventional vs. Islamic banking (2018)Creditor rights and bank capi…Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (2018)Assessing systemic risk due t…The synchronization of credit cycles (2017)The synchronization of credit…Abnormal loan growth, credit information sharing and systemic risk in Asian banks (2017)Abnormal loan growth, credit …Macroprudential policy: A review (2016)Macroprudential policy: A rev…Fiscal and Financial Crises (2016)Fiscal and Financial CrisesFiscal and Financial Crises (2016)Fiscal and Financial CrisesBanking Business Models Monitor 2015 Europe (2016)Banking Business Models Monit…The impact of Basel III on financial (in)stability: an agent-based credit network approach (2015)The impact of Basel III on fi…How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal (2015)How should we measure bank ca…Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR (2015)Bank ownership, financial seg…Systemic risk, governance and global financial stability (2014)Systemic risk, governance and…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The European Sovereign Debt Crisis (2012)Populism and the economics of globalization (2018)Systemic Banking Crises Database II (2020)An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Selecting and estimating regular vine copulae and application to financial returns (2012)Relationship Lending and Lines of Credit in Small Firm Finance (1995)The Effect of Credit Market Competition on Lending Relationships (1995)Bank concentration, competition, and crises: First results (2005)Bank Competition and Financial Stability (2008)How does capital affect bank performance during financial crises? (2013)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Finance and Growth: Schumpeter Might Be Right (1993)Making democracy work: civic traditions in modern Italy (1993)Law and Finance (1998)A more complete conceptual framework for SME finance (2006)The Economic Consequences of Legal Origins (2008)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)Financing Constraints and Corporate Investment (1988)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)SRISK: A conditional capital shortfall measure of systemic risk (2017)Growth in a Time of Debt (2010)From Financial Crash to Debt Crisis (2011)The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Credit Markets and the Control of Capital (1985)Looting: The Economic Underworld of Bankruptcy for Profit (1993)Basel Committee On Banking Supervision (2010)A review of copula models for economic time series (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2009This Time Is Different3,448 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2003Bank regulation and supervision: what works best?2,360 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
  • 2005The Theory of Bank Risk Taking and Competition Revisited2,097 cited
  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,089 cited
  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2009The Aftermath of Financial Crises1,509 cited
  • 2010Bank activity and funding strategies: The impact on risk and returns☆1,217 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2011Risk management, corporate governance, and bank performance in the financial crisis1,054 cited
  • 2002Liquidity Shortages and Banking Crises877 cited
  • 2010This time is different: eight centuries of financial folly

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744 cited
  • 2011Neglected risks, financial innovation, and financial fragility742 cited
  • Cited by

    • 2016Banking Business Models Monitor 2015 Europe114 cited
    • 2018Measuring the propagation of financial distress with Granger-causality tail risk networks101 cited
    • 2016Fiscal and Financial Crises97 cited
    • 2016Macroprudential policy: A review83 cited
    • 2014Systemic risk, governance and global financial stability82 cited
    • 2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR82 cited
    • 2021Towards a post-pandemic policy framework to manage climate-related financial risks and resilience73 cited
    • 2016Fiscal and Financial Crises71 cited
    • 2020Regulation, ownership and bank performance in the MENA region: Evidence for Islamic and conventional banks60 cited
    • 2015The impact of Basel III on financial (in)stability: an agent-based credit network approach56 cited
    • 2017The synchronization of credit cycles53 cited
    • 2018Creditor rights and bank capital decisions: Conventional vs. Islamic banking49 cited
    • 2017Abnormal loan growth, credit information sharing and systemic risk in Asian banks49 cited
    • 2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction46 cited
    • 2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal46 cited
    • 2022Effects of Macroprudential Policies on Bank Lending and Credit Risks45 cited