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Citations for "The dark side of bank wholesale funding"

by Rocco Huang & Lev Ratnovski

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  1. Lars Norden & Martin Weber, 2010. "Funding Modes of German Banks: Structural Changes and their Implications," Journal of Financial Services Research, Springer, Springer, vol. 38(2), pages 69-93, December.
  2. Altunbas, Yener & Marqués-Ibáñez, David & Manganelli, Simone, 2011. "Bank risk during the financial crisis: do business models matter?," Working Paper Series, European Central Bank 1394, European Central Bank.
  3. Augusto de la Torre & Alain Ize, 2010. "Containing Systemic Risk: Paradigm-Based Perspectives on Regulatory Reform," JOURNAL OF LACEA ECONOMIA, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
  4. Terence Tse, 2011. "Shareholder and stakeholder theory: after the financial crisis," Qualitative Research in Financial Markets, Emerald Group Publishing, Emerald Group Publishing, vol. 3(1), pages 51-63, April.
  5. John Ashton & Andros Gregoriou, 2012. "The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) 12005, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  6. Jeanne Gobat & Mamoru Yanase & Joseph Maloney, 2014. "The Net Stable Funding Ratio: Impact and Issues for Consideration," IMF Working Papers, International Monetary Fund 14/106, International Monetary Fund.
  7. Sangjun Jeong & Hueechae Jung, 2013. "Bank Wholesale Funding and Credit Procyclicality:Evidence from Korea," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 615-631, September.
  8. Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 123-163, December.
  9. Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research, National Bank of Belgium 232, National Bank of Belgium.
  10. Amidu, Mohammed, 2013. "The effects of the structure of banking market and funding strategy on risk and return," International Review of Financial Analysis, Elsevier, Elsevier, vol. 28(C), pages 143-155.
  11. Sònia Muñoz & Ryan Scuzzarella & Martin Cihák, 2011. "The Bright and the Dark Side of Cross-Border Banking Linkages," IMF Working Papers, International Monetary Fund 11/186, International Monetary Fund.
  12. Brei, Michael & Schclarek, Alfredo, 2013. "Public bank lending in times of crisis," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(4), pages 820-830.
  13. Arnoud W.A. Boot & Lev Ratnovski, 2012. "Banking and Trading," IMF Working Papers, International Monetary Fund 12/238, International Monetary Fund.
  14. Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012. "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 02/12, School of Economics and Business Administration, University of Navarra.
  15. Buch, Claudia M. & Koch, Cathérine Tahmee & Koetter, Michael, 2011. "Crises, rescues, and policy transmission through international banks," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2011,15, Deutsche Bundesbank, Research Centre.
  16. Leony, Larissa & Romeu, Rafael, 2011. "A model of bank lending in the global financial crisis and the case of Korea," Journal of Asian Economics, Elsevier, Elsevier, vol. 22(4), pages 322-334, August.
  17. Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer, Springer, vol. 41(1), pages 1-18, April.
  18. Han, Rui & Melecky, Martin, 2013. "Financial Inclusion for Stability: Access to Bank Deposits and the Deposit Growth during the Global Financial Crisis," MPRA Paper 45157, University Library of Munich, Germany.
  19. Perotti, Enrico C & Suarez, Javier, 2011. "A Pigovian Approach to Liquidity Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8271, C.E.P.R. Discussion Papers.
  20. Pablo Federico, 2012. "Developing an Index of Liquidity-Risk Exposure: An Application to Latin American and Caribbean Banking Systems," Research Department Publications, Inter-American Development Bank, Research Department 4811, Inter-American Development Bank, Research Department.
  21. International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk," IMF Working Papers, International Monetary Fund 12/46, International Monetary Fund.
  22. Kobayashi, Mami & Osano, Hiroshi, 2012. "Nonrecourse financing and securitization," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 21(4), pages 659-693.
  23. H. Evren Damar & Césaire A. Meh & Yaz Terajima, 2010. "Leverage, Balance Sheet Size and Wholesale Funding," Working Papers, Bank of Canada 10-39, Bank of Canada.
  24. Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-Over Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1364, DIW Berlin, German Institute for Economic Research.
  25. Viral V. Acharya & Douglas Gale & Tanju Yorulmazer, 2011. "Rollover Risk and Market Freezes," Journal of Finance, American Finance Association, American Finance Association, vol. 66(4), pages 1177-1209, 08.
  26. Lev Ratnovski, 2013. "Liquidity and Transparency in Bank Risk Management," IMF Working Papers, International Monetary Fund 13/16, International Monetary Fund.
  27. Anginer, Deniz & de la Torre, Augusto & Ize, Alain, 2014. "Risk-bearing by the state: When is it good public policy?," Journal of Financial Stability, Elsevier, Elsevier, vol. 10(C), pages 76-86.
  28. De La Motte, Laura & Czernomoriez, Janna & Clemens, Marius, 2010. "Zur Vertrauensökonomik: Der Interbankenmarkt in der Krise von 2007-2009
    [Economics of trust: The interbank market during the crisis 2007-2009]
    ," MPRA Paper 20357, University Library of Munich, Germany.
  29. Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA 011145, BANCO DE LA REPÚBLICA.
  30. Itai Agur, 2011. "Bank Risk within and across Equilibria," DNB Working Papers, Netherlands Central Bank, Research Department 305, Netherlands Central Bank, Research Department.
  31. Dötz, Niko & Weth, Mark, 2013. "Cash holdings of German open-end equity funds: Does ownership matter?," Discussion Papers, Deutsche Bundesbank, Research Centre 47/2013, Deutsche Bundesbank, Research Centre.
  32. Bank for International Settlements, 2014. "EME banking systems and regional financial integration," CGFS Papers, Bank for International Settlements, Bank for International Settlements, number 51, July.
  33. John Ashton & Andros Gregoriou & Jerome V. Healy, 2013. "The relative influence of price and choice factors on retail deposit quantities," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) 13006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  34. de Haan, Leo & van den End, Jan Willem, 2013. "Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 152-174.
  35. Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Working Papers, Bank of Canada 14-23, Bank of Canada.
  36. Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity hoarding," Staff Reports, Federal Reserve Bank of New York 488, Federal Reserve Bank of New York.
  37. Demirgüç-Kunt, Asli & Huizinga, Harry, 2010. "Bank activity and funding strategies: The impact on risk and returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 98(3), pages 626-650, December.
  38. Max Bruche & Javier Suarez, 2009. "The Macroeconomics Of Money Market Freezes," Working Papers, CEMFI wp2009_0901, CEMFI.
  39. De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi, 2013. "Bank/sovereign risk spillovers in the European debt crisis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 4793-4809.
  40. Robert D. J. Anderson & John Ashton & Robert S. Hudson, 2013. "The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) 13014, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  41. Viral V. Acharya & Sascha Steffen, 2013. "The “Greatest” Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
  42. Rocco Huang & Lev Ratnovski, 2009. "Why Are Canadian Banks More Resilient?," IMF Working Papers, International Monetary Fund 09/152, International Monetary Fund.
  43. Ignacio Lozano & Alexander Guarín, 2014. "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia, Banco de la Republica de Colombia 813, Banco de la Republica de Colombia.
  44. de la Torre, Augusto & Ize, Alain, 2013. "The rhyme and reason for macroprudential policy : four guideposts to find your bearings," Policy Research Working Paper Series, The World Bank 6576, The World Bank.
  45. Kobayashi, Mami & Osano, Hiroshi, 2011. "The new main bank system," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 336-354, September.
  46. Stefano Puddu & Andreas Waelchli, 2011. "Too TAF Towards the Risk," IRENE Working Papers, IRENE Institute of Economic Research 11-01, IRENE Institute of Economic Research.
  47. Martin Cihak & Sonia Munoz & Ryan Scuzzarella, 2012. "The Bright and the Dark Side of Cross-Border Banking Linkages," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 200-225, July.
  48. Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute 11-039/2/DSF14, Tinbergen Institute, revised 31 Mar 2011.
  49. McQuinn, Kieran & Woods, Maria, 2012. "Modelling the corporate deposits of Irish financial institutions: 2009 - 2010," Research Technical Papers, Central Bank of Ireland 02/RT/12, Central Bank of Ireland.
  50. Koetter, Michael, 2013. "Market structure and competition in German banking: Modules I and IV," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung 06/2013, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  51. Jihad Dagher & Kazim Kazimov, 2012. "Banks' Liability Structure and Mortgage Lending During the Financial Crisis," IMF Working Papers, International Monetary Fund 12/155, International Monetary Fund.
  52. Bank for International Settlements, 2010. "Funding patterns and liquidity management of internationally active banks," CGFS Papers, Bank for International Settlements, Bank for International Settlements, number 39, July.
  53. Kapan, Tümer & Minoiu, Camelia, 2013. "Balance sheet strength and bank lending during the global financial crisis," Discussion Papers, Deutsche Bundesbank, Research Centre 33/2013, Deutsche Bundesbank, Research Centre.
  54. Dewally, Michaël & Shao, Yingying, 2014. "Liquidity crisis, relationship lending and corporate finance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 39(C), pages 223-239.
  55. Paul Cavelaars & Joost Passenier, 2012. "Follow the money: what does the literature on banking tell prudential supervisors on bank business models?," DNB Working Papers, Netherlands Central Bank, Research Department 336, Netherlands Central Bank, Research Department.
  56. de Haan, Leo & van den End, Jan Willem, 2013. "Bank liquidity, the maturity ladder, and regulation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(10), pages 3930-3950.
  57. Pablo Federico & Francisco F. Vázquez, 2012. "Bank Funding Structures and Risk," IMF Working Papers, International Monetary Fund 12/29, International Monetary Fund.
  58. Arnoud W.A. Boot & Lev Ratnovski, 2012. "Banking and Trading," Tinbergen Institute Discussion Papers, Tinbergen Institute 12-107/IV/DSF42, Tinbergen Institute.
  59. Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012. "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1059, Board of Governors of the Federal Reserve System (U.S.).
  60. Tigran Poghosyan & Martin Čihak, 2011. "Determinants of Bank Distress in Europe: Evidence from a New Data Set," Journal of Financial Services Research, Springer, Springer, vol. 40(3), pages 163-184, December.
  61. Alice O. Nakamura & Leonard I. Nakamura & Masao Nakamura, 2012. "Building the Innovation Union: Lessons from the 2008 Financial Crisis," Working Papers, Federal Reserve Bank of Philadelphia 12-17, Federal Reserve Bank of Philadelphia.
  62. Augusto de la Torre & Alain Ize, 2010. "Regulatory Reform: Integrating Paradigms," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 13(1), pages 109-139, 03.
  63. repec:pra:mprapa:48339 is not listed on IDEAS
  64. Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2010. "Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode," Journal of Financial Services Research, Springer, Springer, vol. 37(2), pages 83-98, June.
  65. Vincent Bouvatier & Michael Brei & Xi Yang, 2014. "Bank Failures and the Source of Strength Doctrine," EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX 2014-15, University of Paris West - Nanterre la Défense, EconomiX.
  66. Han, Rui & Melecky, Martin, 2013. "Financial inclusion for financial stability : access to bank deposits and the growth of deposits in the Global Financial Crisis," Policy Research Working Paper Series, The World Bank 6577, The World Bank.
  67. L. Baele & V. De Bruyckere & O. De Jonghe & R. Vander Vennet, 2012. "Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also In?uencing?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 12/827, Ghent University, Faculty of Economics and Business Administration.
  68. Pierluigi Bologna, 2011. "Is there a role for funding in explaining recent US bank failures?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area 103, Bank of Italy, Economic Research and International Relations Area.
  69. Michael Brei & Blaise Gadanecz, 2012. "Have public bailouts made banks' loan books safer?," BIS Quarterly Review, Bank for International Settlements, Bank for International Settlements, September.
  70. de la Torre, Augusto & Feyen, Erik & Ize, Alain, 2011. "Financial development : structure and dynamics," Policy Research Working Paper Series, The World Bank 5854, The World Bank.
  71. Diana Bonfim & Moshe Kim, 2012. "Liquidity risk in banking: is there herding?," Working Papers, Banco de Portugal, Economics and Research Department w201218, Banco de Portugal, Economics and Research Department.
  72. Köhler, Matthias, 2012. "Which banks are more risky? The impact of loan growth and business model on bank risk-taking," Discussion Papers, Deutsche Bundesbank, Research Centre 33/2012, Deutsche Bundesbank, Research Centre.
  73. Reinhardt, Dennis & Riddiough, Steven, 2014. "The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets," Bank of England working papers, Bank of England 498, Bank of England.
  74. Craig, B.R. & Dinger, V., 2010. "Deposit Market Competition, Wholesale Funding, and Bank Risk," Discussion Paper, Tilburg University, Center for Economic Research 2010-65S, Tilburg University, Center for Economic Research.
  75. Adrian Van Rixtel & Gabriele Gasperini, 2013. "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers, Bank for International Settlements 406, Bank for International Settlements.
  76. Augusto de la Torre & Alain Ize, 2009. "Financial paradigms," World Bank Other Operational Studies 10226, The World Bank.
  77. Vallascas, Francesco & Keasey, Kevin, 2012. "Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1745-1776.
  78. King, Michael R., 2013. "The Basel III Net Stable Funding Ratio and bank net interest margins," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(11), pages 4144-4156.
  79. Andrievskaya, Irina & Semenova , Maria, 2013. "Market discipline and the Russian interbank market," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 29/2013, Bank of Finland, Institute for Economies in Transition.
  80. Zhang, Lei & Zhang, Lin & Zheng, Yong, 2013. "Wholesale Funding, Coordination, and Credit Risk," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE) 124, Competitive Advantage in the Global Economy (CAGE).
  81. Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers, Tinbergen Institute 11-040/2/DSF15, Tinbergen Institute.