Capital shocks, bank asset allocation, and the revised Basel Accord
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Maurin, Laurent & Toivanen, Mervi, 2012. "Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks," Working Paper Series 1499, European Central Bank.
- Ryle S. Perera & Kimitoshi Sato, 2018. "Optimal asset allocation for a bank under risk control," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-27, September.
- Said, Fathin Faizah, 2013. "The dynamic of bank lending channel: Basel regulatory constraint," Economic Modelling, Elsevier, vol. 31(C), pages 606-613.
- Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020. "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
- Giulioni, Gianfranco, 2015. "Policy interest rate, loan portfolio management and bank liquidity," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 52-74.
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