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The Leverage Ratio, Risk-Taking and Bank Stability · Study

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PreprintThe Leverage Ratio, Risk-Taking and Bank Stability

Jonathan Acosta Smith2018

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Preprintgreen2018

The Leverage Ratio, Risk-Taking and Bank Stability

Jonathan Acosta Smith · Michael Grill · Jan Hannes Lang

59 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Islamic Finance and Banking Studies Global Financial Regulation and Crises

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2013How does capital affect bank performance during financial crises?2004Capital requirements, market power, and risk-taking in banking 1992The relationship between risk and capital in commercial banks 2000Bubbles and Crises 2001Capital requirements and bank behaviour: Empirical evidence for Switzerland

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2020Regulatory Effects on Short Term Interest Rates 2019The leverage ratio and liquidity in the gilt and gilt repo markets

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Details

Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations59

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.3284435

openalex_workW3122277262

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