A risk assessment model for banksCharles Goodhart, Pojanart Sunirand, Dimitrios P. Tsomocos2005-01-19articleAnnals of Finance113 citationsclosedNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyGlobal Financial Crisis and PoliciesEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 113 citations exist upstream.References2006Risk Assessment for Banking Systems2005A model to analyse financial fragility2004Procyclicality and the new Basel Accord - banks? choice of loan rating system2004Risk Assessment for Banking SystemsCited by2006Towards a measure of financial fragility2009The Continuing Muddles of Monetary Theory: A Steadfast Refusal to Face Facts2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR2009The Role of Financial Variables in Predicting Economic Activity2005Financial Regulation, Credit Risk and Financial Stability2012A Model to Analyse Financial Fragility2014Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model2011Distress in the Financial Sector and Economic Activity