SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Do banks’ internal Basel risk estimates reflect risk?
16 references·3 citing·50 second hop
Do banks’ internal Basel risk estimates reflect risk? (2014)Do banks’ internal Basel risk estimates r…The manipulation of basel risk-weights (2014)The manipulation of basel ris…The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013)The Risk Sensitivity of Capit…Securitization without risk transfer (2012)Securitization without risk t…Banking crises and market discipline: International evidence (2012)Banking crises and market dis…Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Bootstrap-Based Improvements …What Caused the Bank Capital Build-up of the 1990s? (2007)What Caused the Bank Capital …Market discipline, disclosure and moral hazard in banking (2006)Market discipline, disclosure…Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs (2005)Effects of the New Basel Capi…The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data (2004)The Impact of Basel II on Len…Market discipline and deposit insurance (2004)Market discipline and deposit…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Cluster-Sample Methods in Applied Econometrics (2003)Cluster-Sample Methods in App…Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing (2002)Market Discipline in the Gove…Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing (2001)Market Discipline in the Gove…Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence (1998)Using Market Information in P…Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Deposit Insurance and Wealth …Beyond common equity: The influence of secondary capital on bank insolvency risk (2020)Beyond common equity: The inf…The risk sensitivity of capital requirements: evidence from an international sample of large banks (2018)The risk sensitivity of capit…Are Banks’ Internal Risk Parameters Consistent? Evidence from Syndicated Loans (2015)Are Banks’ Internal Risk Para…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Using daily stock returns (1985)The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions (1996)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units (1990)Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania: Reply (2000)Econometric Analysis of Cross Section and Panel Data (2001)Politicized Places: Explaining Where and When Immigrants Provoke Local Opposition (2010)Two ways to the top: Evidence that dominance and prestige are distinct yet viable avenues to social rank and influence. (2012)The spread of true and false news online (2018)Financial Intermediaries and Liquidity Creation (1990)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does deposit insurance increase banking system stability? An empirical investigation (2002)The Corporate Governance of Banks: A Concise Discussion of Concepts and Evidence (2004)Regulations, competition and bank risk-taking in transition countries (2009)How does competition affect bank systemic risk? (2013)Corporate financing and investment decisions when firms have information that investors do not have (1984)Law and Finance (1998)The determinants and characteristics of voluntary disclosure by Indian banking companies (2007)Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks (2013)Banks’ Financial Reporting and Financial System Stability (2016)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Liquidity Risk and Expected Stock Returns (2003)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Banking Competition and Capital Ratios (2010)The Relationship between Liquidity Risk and Credit Risk in Banks (2012)Econometric Analysis of Panel Data (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)A Survey of Corporate Governance (1997)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2002)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)Teacher training, teacher quality and student achievement (2010)Does Management Matter? Evidence from India (2011)Robust Inference With Multiway Clustering (2011)Assessing the Incidence and Efficiency of a Prominent Place Based Policy (2013)Financial Intermediation and Delegated Monitoring (1984)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)A Crisis of Banks as Liquidity Providers (2014)The “greatest” carry trade ever? Understanding eurozone bank risks (2014)Examining the Relationships between Capital, Risk and Efficiency in European Banking (2007)Does board structure in banks really affect their performance? (2013)
this work references cited by second hop

References

  • 2008Bootstrap-Based Improvements for Inference with Clustered Errors4,311 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2003Cluster-Sample Methods in Applied Econometrics1,219 cited
  • 2012Securitization without risk transfer922 cited
  • 2006Market discipline, disclosure and moral hazard in banking697 cited
  • 1998Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence674 cited
  • 2004Market discipline and deposit insurance662 cited
  • 1990Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"527 cited
  • 2007What Caused the Bank Capital Build-up of the 1990s?403 cited
  • 2002Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing296 cited
  • 2014The manipulation of basel risk-weights255 cited
  • 2005Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs196 cited
  • 2013The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks*160 cited
  • 2001Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing129 cited
  • 2012

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Banking crises and market discipline: International evidence
113 cited
  • 2004The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data105 cited
  • Cited by

    • 2015Are Banks’ Internal Risk Parameters Consistent? Evidence from Syndicated Loans36 cited
    • 2018The risk sensitivity of capital requirements: evidence from an international sample of large banks33 cited
    • 2020Beyond common equity: The influence of secondary capital on bank insolvency risk26 cited