Research classified by Journal of Economic Literature (JEL) codes

• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020, "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 38, pages 154-180, October, DOI: 10.1016/j.red.2020.04.002.
• Josef Schroth, 2021, "On the Distributional Effects of Bank Bailouts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 252-277, April, DOI: 10.1016/j.red.2020.09.010.
• Ryuichiro Izumi, 2021, "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 146-169, April, DOI: 10.1016/j.red.2020.09.007.
• Myroslav Pidkuyko, 2023, "Heterogeneous Spillovers of Housing Credit Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 39-59, December, DOI: 10.1016/j.red.2022.11.005.
• Arsenii Mishin, 2023, "Dynamic Bank Capital Regulation in the Presence of Shadow Banks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 965-990, December, DOI: 10.1016/j.red.2023.09.004.
• Sebastian Ebert & Eva Lütkebohmert, None, "Treatment of double default effects within the granularity adjustment for Basel II," Journal of Credit Risk, Journal of Credit Risk.
• Daniel Rösch & Harald Scheule, None, "Multi-year dynamics for forecasting economic and regulatory capital in banking," Journal of Credit Risk, Journal of Credit Risk.
• Michel Alexandre & Giovani A. S. Brito & Theo C. Martins, None, "Default contagion among credit modalities: evidence from Brazilian data," Journal of Credit Risk, Journal of Credit Risk.
• Georges Dionne & Samir Saissi Hassani, None, "Hidden Markov regimes in operational loss data: application to the recent financial crisis," Journal of Operational Risk, Journal of Operational Risk.
• Marco Migueis, None, "Forward-looking and incentive-compatible operational risk capital framework," Journal of Operational Risk, Journal of Operational Risk.
• Filippo Curti & Marco Migueis & Robert Stewart, None, "Benchmarking operational risk stress testing models," Journal of Operational Risk, Journal of Operational Risk.
• Eva Lütkebohmert, None, "Failure of the saddlepoint method in the presence of double defaults," Journal of Risk, Journal of Risk.
• Daniel Rösch & Harald Scheule, None, "Stress-testing credit risk parameters: an application to retail loan portfolios," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Jürg Mägerle & Thomas Nellen, None, "Interoperability between central counterparties," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• Anneke Kosse & Zhentong Lu & Gabriel Xerri, None, "Predicting payment migration in Canada," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• R.V. Barroso & J. I. A. V. Lima & A. H. Lucchetti & D. O. Cajueiro, None, "Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• J.A. Bikker, 2008, "Sizing up performance measures in the financial services sector," Working Papers, Utrecht School of Economics, number 08-36, Dec.
• J.A. Bikker & L. Spierdijk, 2009, "Measuring and explaining competition in the financial sector," Working Papers, Utrecht School of Economics, number 09-01, Feb.
• J.A. Bikker & T. Knaap & W.E. Romp, 2011, "Real Pension Rights as a Control Mechanism for Pension Fund Solvency," Working Papers, Utrecht School of Economics, number 11-15.
• Daniel Roesch & Harald Scheule, 2004, "Forecasting retail portfolio credit risk," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2004-1, Jan.
• Daniel Roesch & Harald Scheule, 2007, "Stress-testing credit risk parameters: An application to retail loan portfolios," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2007-1, Jan.
• Daniel Roesch & Harald Scheule, 2007, "Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2007-2, Jan.