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Measuring off-balance-sheet leverage

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  • Breuer, Peter

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  • Breuer, Peter, 2002. "Measuring off-balance-sheet leverage," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 223-242, March.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:223-242
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    References listed on IDEAS

    as
    1. Mr. Peter Breuer, 2000. "Measuring off-Balance-Sheet Leverage," IMF Working Papers 2000/202, International Monetary Fund.
    2. M.J.B. Hall, 1996. "The amendment to the capital accord to incorporate market risk," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 49(197), pages 271-277.
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    Cited by:

    1. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Burned by leverage? Flows and fragility in bond mutual funds," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
    2. Annalisa Bucalossi & Antonio Scalia, 2016. "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers) 347, Bank of Italy, Economic Research and International Relations Area.
    3. Fricke, Daniel, 2025. "Synthetic leverage and fund risk-taking," Journal of International Money and Finance, Elsevier, vol. 154(C).
    4. Parnes, Dror, 2022. "Banks' off-balance sheet manipulations," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 314-331.
    5. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 3-22.
    6. Dimitris Voliotis, 2022. "A regulatory arbitrage game: Off-balance-sheet leverage and financial fragility," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 7(1), pages 131-150, December.
    7. Fricke, Daniel, 2021. "Synthetic Leverage and Fund Risk-Taking," ESRB Working Paper Series 126, European Systemic Risk Board.

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