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Patrick Slovik

Citations

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Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Patrick Slovik, 2012. "Systemically Important Banks and Capital Regulation Challenges," OECD Economics Department Working Papers 916, OECD Publishing.

    Mentioned in:

    1. Systemically important financial institution in Wikipedia (English)

Working papers

  1. Patrick Slovik, 2012. "Systemically Important Banks and Capital Regulation Challenges," OECD Economics Department Working Papers 916, OECD Publishing.

    Cited by:

    1. Michal Skorepa & Jakub Seidler, 2014. "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes 2014/01, Czech National Bank.
    2. Thomas L. Hogan, 2021. "A Review of the Regulatory Impact Analysis of Risk-Based Capital and Related Liquidity Rules," JRFM, MDPI, vol. 14(1), pages 1-29, January.
    3. Bjørnskov, Christian, 2016. "Economic freedom and economic crises," European Journal of Political Economy, Elsevier, vol. 45(S), pages 11-23.
    4. Elisa Fusco & Bernardo Maggi, 2016. "Bank Financial world crisis: Inefficiencies and Responsibilities," DSS Empirical Economics and Econometrics Working Papers Series 2016/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    5. Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España.
    6. Blythe Stephen E., 2015. "The In Pari Delicto Defense for Auditors in Professional Negligence Cases: Imputation of Managers’ Unlawful Acts to the Client Firm," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 5(2), pages 193-226, July.
    7. William R. White, 2014. "The Prudential Regulation of Financial Institutions: Why Regulatory Responses to the Crisis Might Not Prove Sufficient," OECD Economics Department Working Papers 1108, OECD Publishing.
    8. Dominique Guegan & Bertrand K. Hassani, 2019. "Risk Measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02119256, HAL.
    9. Elisa Fusco & Bernardo Maggi, 2022. "Computing nonperforming loan prices in banking efficiency analysis," Computational Management Science, Springer, vol. 19(1), pages 1-23, January.
    10. Umlauft, Thomas, 2014. "The Paradoxical Genesis of Too-Big-To-Fail," MPRA Paper 99301, University Library of Munich, Germany.
    11. Mario Sarcinelli, 2012. "Come difendere la globalizzazione e salvaguardare i sistemi bancari dal contagio," Moneta e Credito, Economia civile, vol. 65(257), pages 9-47.
    12. Asako Chiba, 2020. "The effects of stringent capital requirements on large financial institutions," Journal of Regulatory Economics, Springer, vol. 57(3), pages 231-257, June.
    13. Figuet, Jean-Marc & Humblot, Thomas & Lahet, Delphine, 2015. "Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 294-310.
    14. Amira Annabi & Alicja K. Reuben, 2017. "Banks’ asset and liability valuation in the new regulatory environment: a game theory perspective," Journal of Banking Regulation, Palgrave Macmillan, vol. 18(4), pages 302-309, November.
    15. Paola Bongini & Laura Nieri, 2014. "Identifying and Regulating Systemically Important Financial Institutions," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 39-62, February.
    16. Pavlos Almanidis & Mustafa U. Karakaplan & Levent Kutlu, 2019. "A dynamic stochastic frontier model with threshold effects: U.S. bank size and efficiency," Journal of Productivity Analysis, Springer, vol. 52(1), pages 69-84, December.
    17. William R. White, 2012. "Ultra easy monetary policy and the law of unintended consequences," Globalization Institute Working Papers 126, Federal Reserve Bank of Dallas.
    18. Katarzyna Sum, 2016. "A review of individual and systemic risk measures in terms of applicability for banking regulations," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 10(1), March.
    19. William R. White, 2012. "Credit Crises and the Shortcomings of Traditional Policy Responses," OECD Economics Department Working Papers 971, OECD Publishing.

  2. Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing.

    Cited by:

    1. Benjamin Cohen, 2013. "How have banks adjusted to higher capital requirements?," BIS Quarterly Review, Bank for International Settlements, September.
    2. Ulrich Haskamp, 2018. "Spillovers of banking regulation: the effect of the German bank levy on the lending rates of regional banks and their local competitors," International Economics and Economic Policy, Springer, vol. 15(2), pages 449-466, April.
    3. Barbora SUTOROVA & Petr TEPLY, 2013. "The Impact of Basel III on Lending Rates of EU Banks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 226-243, July.
    4. David P. Glancy & Robert J. Kurtzman, 2018. "How do Capital Requirements Affect Loan Rates? Evidence from High Volatility Commercial Real Estate," Finance and Economics Discussion Series 2018-079, Board of Governors of the Federal Reserve System (U.S.).
    5. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
    6. Xiong, Wanting & Wang, Yougui, 2017. "The impact of Basel III on money creation: A synthetic analysis," Economics Discussion Papers 2017-53, Kiel Institute for the World Economy (IfW Kiel).
    7. Roman Horvath & Jakub Seidler & Laurent Weill, 2012. "Banks' Capital and Liquidity Creation: Granger Causality Evidence," Working Papers 2012/05, Czech National Bank.
    8. Ghosh, , Swati R. & Sugawara, Naotaka & Zalduendo, Juan, 2011. "Banking flows and financial crisis -- financial interconnectedness and basel III effects," Policy Research Working Paper Series 5769, The World Bank.
    9. Benjamin H Cohen & Michela Scatigna, 2014. "Banks and capital requirements: channels of adjustment," BIS Working Papers 443, Bank for International Settlements.
    10. Zhang, Xi & Li, Jian, 2018. "Credit and market risks measurement in carbon financing for Chinese banks," Energy Economics, Elsevier, vol. 76(C), pages 549-557.
    11. Peter J. Morgan & Victor Pontines, 2013. "An Asian Perspective on Global Financial Reforms," Finance Working Papers 23637, East Asian Bureau of Economic Research.
    12. Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2018. "Countercyclical capital regulation in a small open economy DSGE model," Working Paper Series 2144, European Central Bank.
    13. David Dodge, 2011. "Public Policy for the Canadian Financial System: From Porter to the Present and Beyond," New Directions for Intelligent Government in Canada: Papers in Honour of Ian Stewart, in: Fred Gorbet & Andrew Sharpe (ed.),New Directions for Intelligent Government in Canada: Papers in Honour of Ian Stewart, pages 81-100, Centre for the Study of Living Standards.
    14. Douglas Sutherland & Peter Hoeller, 2014. "Growth Policies and Macroeconomic Stability," OECD Economic Policy Papers 8, OECD Publishing.
    15. Nowak, Eric & Eisele, Alexander, 2017. "The Real Effects of Improving Access to Capital Markets Financing: Evidence from European SMEs," CEPR Discussion Papers 12227, C.E.P.R. Discussion Papers.
    16. Berardi, Simone & Marcelletti, Alessandra, 2017. "Optimal Bank Capital Requirements: An Asymmetric Information Perspective," LEAP Working Papers 2017/2, Luiss Institute for European Analysis and Policy.
    17. Brooke, Martin & Bush, Oliver & Edwards, Robert & Ellis, Jas & Francis, Bill & Harimohan, Rashmi & Neiss, Katharine & Siegert, Caspar, 2015. "Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -," Bank of England Financial Stability Papers 35, Bank of England.
    18. Franz R. Hahn & Werner Hölzl, 2012. "Effects of the New Capital Requirements of Basel III on the Financing of Small and Medium-sized Enterprises in Austria," Austrian Economic Quarterly, WIFO, vol. 17(3), pages 168-186, August.
    19. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," JRFM, MDPI, vol. 10(2), pages 1-21, April.
    20. Drumond, Inês & Jorge, José, 2013. "Loan interest rates under risk-based capital requirements: The impact of banking market structure," Economic Modelling, Elsevier, vol. 32(C), pages 602-607.
    21. Schaetzle, Dominik, 2012. "Die Auswirkungen der neuen Eigenkapitalanforderungen nach Basel III: Eine Analyse empirischer Studien," Arbeitspapiere 124, University of Münster, Institute for Cooperatives.
    22. Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
    23. Franz R. Hahn & Werner Hölzl, 2012. "Auswirkungen der neuen Eigenkapitalbestimmungen "Basel III" auf die Finanzierung kleiner und mittlerer Unternehmen in Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 85(3), pages 189-208, March.
    24. Niedrig, Tobias, 2015. "Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation," SAFE Working Paper Series 97, Leibniz Institute for Financial Research SAFE.
    25. Michael Kogler, 2019. "On the incidence of bank levies: theory and evidence," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(4), pages 677-718, August.
    26. Douglas Sutherland & Peter Hoeller & Rossana Merola & Volker Ziemann, 2012. "Debt and Macroeconomic Stability," OECD Economics Department Working Papers 1003, OECD Publishing.
    27. Michel Alexandre & Krzystof Michalak & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach," Working Papers Series 568, Central Bank of Brazil, Research Department.
    28. M. Birn & M. Dietsch & D. Durant, 2017. "How to reach all Basel requirements at the same time?," Débats économiques et financiers 28, Banque de France.
    29. Gutiérrez López, Cristina & Abad González, Julio, 2014. "¿Permitían los estados financieros predecir los resultados de los tests de estrés de la banca española? Una aplicación del modelo logit," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 17(1), pages 58-70.
    30. Jose Peydro Alcalde & Sona Benecka & Alexis Derviz & Adam Gersl & Tomas Holub & Roman Horvath & Petr Jakubik & Narcisa Liliana Kadlcakova & Dorota Kowalczyk & Ivana Kubicova & Steven Ongena & Jakub Ry, 2012. "Financial Stability and Monetary Policy," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 10, number rb10/2 edited by Jan Babecky & Roman Horvath, January.
    31. Xing, Xiaoyun & Wang, Mingsong & Wang, Yougui & Stanley, H. Eugene, 2020. "Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply," Economic Modelling, Elsevier, vol. 91(C), pages 720-735.
    32. Eufrocinio M. Bernabe, Jr. & Jami’ah Jaffar, 2013. "Gauging the Macroeconomic Impact of Basel III on Malaysia," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp87.
    33. Mario Mustilli & Francesco Campanella & Eugenio D’Angelo, 2017. "Basel III and Credit Crunch: An Empirical Test with Focus on Europe," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(3), pages 1-3.
    34. Figuet, Jean-Marc & Humblot, Thomas & Lahet, Delphine, 2015. "Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 294-310.
    35. Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014. "The impact of Basel III on financial (in)stability: an agent-based credit network approach," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
    36. Lukáš Pfeifer & Libor Holub & Zdeněk Pikhart & Martin Hodula, 2017. "Interakce kapitálové a likviditní regulace v bankovním sektoru [Interaction of Capital and Liquidity Regulation in the Banking Sector]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(5), pages 525-545.
    37. Sumera Anis & Abdul Rashid, 2017. "Optimal Bank Capital And Impact Of The Mm Theorem: A Study Of The Pakistani Financial Sector," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-21, June.
    38. Marcin Jerzy Michalski & Michael Bowe & Olga Kolokolova, 2016. "Systemic risk, interbank market contagion, and the lender of last resort function," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
    39. Sofiane Aboura & Emmanuel Lépinette-Denis, 2014. "An Alternative Model to Basel Regulation," Post-Print hal-01526063, HAL.
    40. Mr. Thomas F. Cosimano & Ms. Dalia S Hakura, 2011. "Bank Behavior in Response to Basel Iii: A Cross-Country Analysis," IMF Working Papers 2011/119, International Monetary Fund.
    41. Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.
    42. Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Time consistency and economic growth: A case study of South African macroeconomic policy," Working Papers 842, Economic Research Southern Africa.
    43. Christoph Basten & Catherine Koch, 2014. "Higher bank capital requirements and mortgage pricing: evidence from the Counter-Cyclical Capital Buffer," ECON - Working Papers 169, Department of Economics - University of Zurich.
    44. Yannis Dafermos & Maria Nikolaidi, 2021. "How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis," Working Papers PKWP2105, Post Keynesian Economics Society (PKES).
    45. Peicuti, Cristina, 2014. "The Great Depression and the Great Recession: A Comparative Analysis of their Analogies," MPRA Paper 57883, University Library of Munich, Germany.
    46. Ingves, S., 2015. "Supporting sustainable growth: the role of safe and stable banking systems," Financial Stability Review, Banque de France, issue 19, pages 65-73, April.
    47. Rudiger Ahrend & Antoine Goujard & Cyrille Schwellnus, 2012. "International Capital Mobility: Which Structural Policies Reduce Financial Fragility?," OECD Economic Policy Papers 2, OECD Publishing.
    48. Ingo Fender & Ulf Lewrick, 2015. "Calibrating the leverage ratio," BIS Quarterly Review, Bank for International Settlements, December.
    49. Giovanni B. Pittaluga, 2016. "L?aumento dei requisiti di capitale minimo delle banche: alcune considerazioni," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2016(3), pages 409-422.
    50. Gavalas, Dimitris, 2015. "How do banks perform under Basel III? Tracing lending rates and loan quantity," Journal of Economics and Business, Elsevier, vol. 81(C), pages 21-37.
    51. Sofiane Aboura & Emmanuel Lépinette, 2013. "An Alternative Model to Basel Regulation," Working Papers hal-00825018, HAL.
    52. Dafermos, Yannis & van Lerven, Frank & Nikolaidi, Maria, 2022. "Greening capital requirements," LSE Research Online Documents on Economics 116946, London School of Economics and Political Science, LSE Library.
    53. Schröder, Michael & Riedler, Jesper & Jaroszek, Lena & Lang, Gunnar & Hommel, Paul & Voll, Sebastian Simon, 2011. "Assessment of the cumulative impact of various regulatory initiatives on the European banking sector: Study," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110523.
    54. Swati Ghosh & Naotaka Sugawara & Juan Zalduendo, 2011. "Bank Flows and Basel III—Determinants and Regional Differences in Emerging Markets," World Bank Publications - Reports 10099, The World Bank Group.
    55. Shakina, Ekaterina & Angerer, Martin, 2018. "Coordination and communication during bank runs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 115-130.
    56. Chakraborty, Indraneel & Hai, Rong & Holter, Hans A. & Stepanchuk, Serhiy, 2017. "The real effects of financial (dis)integration: A multi-country equilibrium analysis of Europe," Journal of Monetary Economics, Elsevier, vol. 85(C), pages 28-45.
    57. Schmaltz, Christian & Pokutta, Sebastian & Heidorn, Thomas & Andrae, Silvio, 2014. "How to make regulators and shareholders happy under Basel III," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 311-325.
    58. Davide VITTORI, 2013. "A political crisis in an economic tempest (January 2008 – December 2012)," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4, pages 105-126, June.
    59. Torchiani, Ingo & Heidorn, Thomas & Schmaltz, Christian, 2017. "An integrated shortfall measure for Basel III," Discussion Papers 26/2017, Deutsche Bundesbank.
    60. Pasali, Selahattin Selsah, 2013. "Where is the cheese ? synthesizing a giant literature on causes and consequences of financial sector development," Policy Research Working Paper Series 6655, The World Bank.
    61. Douglas Sutherland & Peter Hoeller, 2013. "Growth-promoting Policies and Macroeconomic Stability," OECD Economics Department Working Papers 1091, OECD Publishing.
    62. Rahman, Mohammed Mizanur & Zheng, Changjun & Ashraf, Badar Nadeem & Rahman, Mohammad Morshedur, 2018. "Capital requirements, the cost of financial intermediation and bank risk-taking: Empirical evidence from Bangladesh," Research in International Business and Finance, Elsevier, vol. 44(C), pages 488-503.
    63. cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54365, University Library of Munich, Germany.
    64. Casselmann, Farina, 2013. "Financial services regulation in the wake of the crisis: The Capital Requirements Directive IV and the Capital Requirements Regulation," IPE Working Papers 18/2013, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
    65. Antonio Scalia & Sergio Longoni & Tiziana Rosolin, 2013. "The Net Stable Funding Ratio and banks� participation in monetary policy operations: some evidence for the euro area," Questioni di Economia e Finanza (Occasional Papers) 195, Bank of Italy, Economic Research and International Relations Area.
    66. Stijn Ferrari & Mara Pirovano & Pablo Rovira Kaltwasser, 2016. "The impact of sectoral macroprudential capital requirements on mortgage loan pricing: Evidence from the Belgian risk weight add-on," Working Paper Research 306, National Bank of Belgium.
    67. Michał Boda, 2016. "The Impact Of The 2007–2009 Financial Crisis On Risk Management In Credit Institutions," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 5(2), pages 45-56.
    68. Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.
    69. Office of Financial Research (ed.), 2013. "Office of Financial Research 2013 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 13-2.
    70. Li, Boyao, 2022. "How does bank equity affect credit creation? Multiplier effects under Basel III regulations," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 299-324.

  3. Adrian Blundell-Wignall & Patrick Slovik, 2010. "The EU Stress Test and Sovereign Debt Exposures," OECD Working Papers on Finance, Insurance and Private Pensions 4, OECD Publishing.

    Cited by:

    1. Karl Whelan, 2010. "The Future for Eurozone Financial Stability Policy," Working Papers 201027, School of Economics, University College Dublin.
    2. Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011. "How Should Central Banks Deal with a Financial Stability Objective? The Evolving Role of Communication as a Policy Instrument," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 9, Edward Elgar Publishing.
    3. Zsolt Darvas & Jean Pisani-Ferry & André Sapir, 2011. "A Comprehensive Approach to the Euro-Area Debt Crisis," Working Papers 1101, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
    4. Filippo Brutti & Philip Sauré, 2012. "Transmission of Sovereign Risk in the Euro Crisis," Working Papers 12.01, Swiss National Bank, Study Center Gerzensee.
    5. Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    6. D. Georgoutsos & G. Moratis, 2021. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 977-1008, November.
    7. Cussen, Mary & O'Leary, Brídín & Smith, Donal, 2012. "The Impact of the Financial Turmoil on Households: A Cross Country Comparison," Quarterly Bulletin Articles, Central Bank of Ireland, pages 78-98, April.
    8. A. Burietz & Loredana Ureche-Rangau, 2016. "A Modern Dionysus' Tale: New Evidence on the Greek Debt Crisis and the Related Costs," Post-Print hal-03702163, HAL.
    9. Grammatikos, Theoharry & Vermeulen, Robert, 2012. "Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 517-533.
    10. Milutin Ješić, 2013. "Implications of Fiscal Irresponsibility on Financial Stability," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 111-138.
    11. Alesia Kalbaska & Cesario Mateus, 2019. "From sovereigns to banks: evidence on cross-border contagion," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 86-103, March.
    12. Terezie Lokajickova, 2010. "Could the Stability and Growth Pact Be Substituted by the Financial Markets?," Working Papers IES 2010/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2010.
    13. Larry D. Wall, 2012. "Central banking for financial stability Some lessons from the recent instability in the US and euro area," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 247-280, August.
    14. Hu, Haoshen & Prokop, Jörg & Trautwein, Hans-Michael, 2022. "Transnational spillover effects of European sovereign rating signals on bank stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 171-182.
    15. Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
    16. Projektgruppe Gemeinschaftsdiagnose, 2011. "Joint Economic Forecast – Autumn 2011: Economic Upswing in Germany – Adverse Effects on the German Economy from the European Debt Crisis," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(20), pages 03-71, October.
    17. Deena Zaidi, 2015. "Eurozone Debt Crisis and Regulation of Credit Rating Agencies," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 99-111.
    18. Annika Westphal, 2015. "Systemic Risk in the European Union: A Network Approach to Banks’ Sovereign Debt Exposures," IJFS, MDPI, vol. 3(3), pages 1-36, July.
    19. Pablo G. Bortz, 2015. "The Greek "Rescue": Where Did the Money Go? An Analysis," Working Papers Series 29, Institute for New Economic Thinking.
    20. Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018. "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 40-57.
    21. Lang, Michael & Schröder, Michael, 2014. "What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III," ZEW Discussion Papers 14-123, ZEW - Leibniz Centre for European Economic Research.
    22. Alistair K. L. Milne, 2011. "Limited Liability Government Debt for the Eurozone -super-†," CESifo Economic Studies, CESifo, vol. 57(1), pages 44-78, March.
    23. Alsakka, Rasha & ap Gwilym, Owain, 2013. "Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 144-162.
    24. Christoph Trebesch & Mr. Michael G. Papaioannou & Mr. Udaibir S Das, 2012. "Sovereign Debt Restructurings 1950-2010: Literature Survey, Data, and Stylized Facts," IMF Working Papers 2012/203, International Monetary Fund.
    25. Athanasios Koulakiotis & Apostolos Kiohos & Nicholas Papasyriopoulos, 2016. "Transmission of News in Eurozone Bank Holdings and European Bank Markets in the Light of the Greek Debt Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 1-48, April.
    26. Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
    27. Bolton, Patrick & Jeanne, Olivier, 2011. "Sovereign Default Risk and Bank Fragility in Financially Integrated Economies," CEPR Discussion Papers 8358, C.E.P.R. Discussion Papers.
    28. Gary Gorton, 2015. "Stress for Success: A Review of Timothy Geithner's Financial Crisis Memoir," Journal of Economic Literature, American Economic Association, vol. 53(4), pages 975-995, December.
    29. Irfan Akbar Kazi & Mohamed Mehanaoui & Farhan Akbar, 2014. "The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries," Working Papers 2014-128, Department of Research, Ipag Business School.
    30. Rabah Arezki & Bertrand Candelon & Amadou Sy, 2011. "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," CESifo Working Paper Series 3411, CESifo.
    31. Peter Claeys & Borek Vašícek, 2013. "“How systemic is Spain for Europe?”," IREA Working Papers 201301, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
    32. Wall, Larry D., 2012. "Central Banking for Financial Stability: Some Lessons from the Recent Instability in the United States and Euro Area," ADBI Working Papers 379, Asian Development Bank Institute.
    33. Abad-González, Julio & Gutiérrez-López, Cristina, 2016. "Modelización de la solvencia bancaria en escenarios adversos: aplicación a los «PIIGS»," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 19(2), pages 227-238.
    34. Arnold, Ivo J.M., 2012. "Sovereign debt exposures and banking risks in the current EU financial crisis," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 906-920.
    35. Ruston, Agustina & García Fronti, Javier, 2013. "Una nota preliminar sobre el ejercicio de stress testing 2011 del sistema bancario europeo; impacto de la crisis soberana griega [A preliminary note on the stress testing exercise 2011 the European," MPRA Paper 44907, University Library of Munich, Germany.
    36. Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    37. Schertler, Andrea & Moch, Nils, 2021. "Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices," Journal of Banking & Finance, Elsevier, vol. 130(C).
    38. Petrella, Giovanni & Resti, Andrea, 2013. "Supervisors as information producers: Do stress tests reduce bank opaqueness?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5406-5420.
    39. Sascha Steffen & Lea Steinruecke, 2015. "Funktionsweise und Einschätzung des Comprehensive Assessment," Schmalenbach Journal of Business Research, Springer, vol. 67(4), pages 418-443, December.
    40. Lidija Lovreta & Joaquín López Pascual, 2020. "Structural breaks in the interaction between bank and sovereign default risk," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 531-559, December.
    41. Alesia Kalbaska, 2013. "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena 680, Department of Economics, University of Siena.

Articles

  1. Adrian Blundell-Wignall & Patrick Slovik, 2011. "A Market Perspective on the European Sovereign Debt and Banking Crisis," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2010(2), pages 9-36.

    Cited by:

    1. Pešić Ivana V. & Vanka Gajo M., 2014. "EU Crises Multiplier - From One Crisis To Another," Economic Themes, Sciendo, vol. 52(2), pages 215-241, June.
    2. Manasa Gopal & Markus Pasche, 2012. "Market-based Eurobonds Without Cross-Subsidisation," Global Financial Markets Working Paper Series 2012-37, Friedrich-Schiller-University Jena.
    3. Eichacker, Nina, 2020. "German Public Banks, Financial Competition, and Crisis: Institutional Change in German Banking and Financial Vulnerability Before the Global Financial Crisis," SocArXiv jkp5u, Center for Open Science.
    4. Basil Dalamagas & Stefanos Tantos, 2016. "Optimal Versus Actual Maturity of Government Debt: The Case of Greece," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 25-52, July-Sept.
    5. Mekki Hamdaoui & SaifEddine Ayouni & Samir Maktouf, 2022. "Financial crises: explanation, prediction, and interdependence," SN Business & Economics, Springer, vol. 2(8), pages 1-52, August.
    6. David Bartolini & Agnese Sacchi & Simone Salotti & Raffaella Santolini, 2015. "Fiscal decentralisation in times of financial crises," Working Papers. Collection A: Public economics, governance and decentralization 1506, Universidade de Vigo, GEN - Governance and Economics research Network.
    7. Basil Dalamagas & Stefanos Tantos, 2017. "Optimal Sovereign Debt for an Overdebted Country," Australian Economic Papers, Wiley Blackwell, vol. 56(2), pages 95-118, June.
    8. Payam Hanafizadeh & Seyedali Marjaie, 2020. "Trends and turning points of banking: a timespan view," Review of Managerial Science, Springer, vol. 14(6), pages 1183-1219, December.
    9. de Araújo, André da Silva & Garcia, Maria Teresa Medeiros, 2013. "Risk contagion in the north-western and southern European stock markets," Journal of Economics and Business, Elsevier, vol. 69(C), pages 1-34.
    10. Velimir Lukić, 2016. "Integration of Government Bond Market in the Euro Area and Monetary Policy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(1), pages 71-97.
    11. Baumann, Chris & Hoadley, Susan & Hamin, Hamin & Nugraha, Albert, 2017. "Competitiveness vis-Ã -vis service quality as drivers of customer loyalty mediated by perceptions of regulation and stability in steady and volatile markets," Journal of Retailing and Consumer Services, Elsevier, vol. 36(C), pages 62-74.
    12. Ramon Pacheco Pardo, 2014. "EU–China relations in financial governance: cooperation, convergence or competition?," Asia Europe Journal, Springer, vol. 12(1), pages 63-77, March.
    13. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
    14. Bastien Drut, 2013. "La répression financière est-elle la solution pour « liquider » la dette publique dans la zone euro ?," Working Papers CEB 13-003, ULB -- Universite Libre de Bruxelles.

  2. Adrian Blundell-Wignall & Gert Wehinger & Patrick Slovik, 2010. "The elephant in the room: The need to deal with what banks do," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2009(2), pages 1-27.

    Cited by:

    1. William R. White, 2014. "The Prudential Regulation of Financial Institutions: Why Regulatory Responses to the Crisis Might Not Prove Sufficient," OECD Economics Department Working Papers 1108, OECD Publishing.
    2. Adrian Blundell-Wignall & Caroline Roulet, 2013. "Business models of banks, leverage and the distance-to-default," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2012(2), pages 7-34.
    3. Lang, Gunnar & Schröder, Michael, 2013. "Do we need a separate banking system? An assessment," ZEW Discussion Papers 13-011, ZEW - Leibniz Centre for European Economic Research.
    4. Sergio Masciantonio & Andrea Tiseno, 2013. "The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late �90s," Questioni di Economia e Finanza (Occasional Papers) 164, Bank of Italy, Economic Research and International Relations Area.
    5. Paul Atkinson & Adrian Blundell-Wignall & Caroline Roulet, 2013. "Integration versus Interdependence and Complexity in Global Trade and Finance in the Post-War Period," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 6, pages 195-228, SUERF - The European Money and Finance Forum.
    6. Giuseppe Mastromatteo & Giuseppe Mastromatteo, 2016. "Minsky at Basel: A Global Cap to Build an Effective Postcrisis Banking Supervision Framework," Economics Working Paper Archive wp_875, Levy Economics Institute.

Chapters

  1. Patrick Slovik, 2011. "Market uncertainty and market instability," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 430-435, Bank for International Settlements.

    Cited by:

    1. Marie Moland Gaarder & Ulrich Bartsch, 2014. "Who cares about development outcomes? Market failures and the role of the evaluation function," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 6(4), pages 361-377, December.
    2. Marie Moland Gaarder & Ulrich Bartsch, 2015. "Creating a market for outcomes: shopping for solutions," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 7(3), pages 304-316, September.
    3. Mariya Paskaleva & Ani Stoykova, 2021. "The Influence of Uncertainty on Market Efficiency: Evidence from Selected European Financial Markets," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 175-198.
    4. Gaarder, Marie M. & Bartsch, Ulrich, 2014. "The second wave of independence : shopping for solutions," Policy Research Working Paper Series 7069, The World Bank.

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