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Systemic Capital Requirements
16 references·6 citing·32 second hop
Systemic Capital Requirements (2011)Systemic Capital RequirementsFallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive (2013)Fallacies, Irrelevant Facts, …CoVaR (2011)CoVaRAttributing Systemic Risk to Individual Institutions (2010)Attributing Systemic Risk to …The fundamental principles of financial regulation (2009)The fundamental principles of…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Agency costs of free cash flow, corporate finance, and takeovers (1996)Agency costs of free cash flo…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…A value for n -person games (1988)A value for n -person gamesCorporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…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…The Decline of Solvency Contagion Risk (2017)The Decline of Solvency Conta…Efficient solution of structural default models with correlated jumps and mutual obligations (2015)Efficient solution of structu…Designing Effective Macroprudential Stress Tests (2015)Designing Effective Macroprud…Centrality-Based Capital Allocations (2015)Centrality-Based Capital Allo…Macroprudential Banking Regulation: Does One Size Fit All? (2012)Macroprudential Banking Regul…The long-term economic impact of higher capital levels (2011)The long-term economic impact…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)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 General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The Theory of Investment Value, by John Burr Williams (1939)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS (1982)Two Agency-Cost Explanations of Dividends (1984)Corporate performance and managerial remuneration (1985)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)What Do We Know about Capital Structure? Some Evidence from International Data (1995)The Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Separation of Ownership and Control (1983)An Integrative Model Of Organizational Trust (1995)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Cores of convex games (1971)Graphs and Cooperation in Games (1977)Property Rights and the Nature of the Firm (1990)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Contagion in financial networks (2010)Financial Networks and Contagion (2014)A Climate Stress-Test of the Financial System (2016)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,575 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1996Agency costs of free cash flow, corporate finance, and takeovers9,308 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1988A value for n -person games4,956 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2011CoVaR546 cited
  • 2013Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive445 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 2010Attributing Systemic Risk to Individual Institutions

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217 cited
  • 2005Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion192 cited
  • Cited by

    • 2011The long-term economic impact of higher capital levels21 cited
    • 2015Efficient solution of structural default models with correlated jumps and mutual obligations20 cited
    • 2015Centrality-Based Capital Allocations20 cited
    • 2017The Decline of Solvency Contagion Risk19 cited
    • 2012Macroprudential Banking Regulation: Does One Size Fit All?17 cited
    • 2015Designing Effective Macroprudential Stress Tests16 cited