Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation
Download full text from publisher
References listed on IDEAS
- Vazquez, Francisco & Federico, Pablo, 2015.
"Bank funding structures and risk: Evidence from the global financial crisis,"
Journal of Banking & Finance,
Elsevier, vol. 61(C), pages 1-14.
- Pablo Federico & Francisco F. Vazquez, 2012. "Bank Funding Structures and Risk; Evidence From the Global Financial Crisis," IMF Working Papers 12/29, International Monetary Fund.
- Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
- Richard H. Thaler & Shlomo Benartzi, 2001. "Naive Diversification Strategies in Defined Contribution Saving Plans," American Economic Review, American Economic Association, vol. 91(1), pages 79-98, March.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
- Neville Arjani & Graydon Paulin, 2013. "Lessons from the Financial Crisis: Bank Performance and Regulatory Reform," Discussion Papers 13-4, Bank of Canada.
- Prasanna Gai & Andrew G Haldane & Sujit Kapadia & Benjamin Nelson, 2013. "Bank Funding and Financial Stability," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
- Luc Laeven & Fabian Valencia, 2010. "Resolution of Banking Crises; The Good, the Bad, and the Ugly," IMF Working Papers 10/146, International Monetary Fund.
- Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
- Caballero, Ricardo J & Pindyck, Robert S, 1996.
"Uncertainty, Investment, and Industry Evolution,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(3), pages 641-662, August.
- Ricardo J. Caballero & Robert S. Pindyck, 1992. "Uncertainty, Investment, and Industry Evolution," NBER Working Papers 4160, National Bureau of Economic Research, Inc.
- Caballero, Ricardo J. & Pindyck, Robert S., 1992. "Uncertainty, investment, and industry evolution," Working papers 3460-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Pierluigi Bologna, 2011.
"Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?,"
IMF Working Papers
11/180, International Monetary Fund.
- Pierluigi Bologna, 2011. "Is there a role for funding in explaining recent US bank failures?," Questioni di Economia e Finanza (Occasional Papers) 103, Bank of Italy, Economic Research and International Relations Area.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
- Tarullo, Daniel, 2008. "Banking on Basel: The Future of International Financial Regulation," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 4235.
- Laura Martignon & Ulrich Hoffrage, 2002. "Fast, frugal, and fit: Simple heuristics for paired comparison," Theory and Decision, Springer, vol. 52(1), pages 29-71, February.
- Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992.
"A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades,"
Journal of Political Economy,
University of Chicago Press, vol. 100(5), pages 992-1026, October.
- Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 2010. "A theory of Fads, Fashion, Custom and cultural change as informational Cascades," Levine's Working Paper Archive 1193, David K. Levine.
- Matthew Rabin, 1998.
"Psychology and Economics,"
Journal of Economic Literature,
American Economic Association, vol. 36(1), pages 11-46, March.
- Matthew Rabin., 1997. "Psychology and Economics," Economics Working Papers 97-251, University of California at Berkeley.
- Rabin, Matthew, 1997. "Psychology and Economics," Department of Economics, Working Paper Series qt8jd5z5j2, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Fabio Caccioli & Matteo Marsili & Pierpaolo Vivo, 2009. "Eroding market stability by proliferation of financial instruments," Papers 0910.0064, arXiv.org.
- F. Caccioli & M. Marsili & P. Vivo, 2009. "Eroding market stability by proliferation of financial instruments," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 467-479, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lukasz, Rachel & Fisher, Jack, 2016. "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England working papers 636, Bank of England.
- Forbes, William & Hudson, Robert & Skerratt, Len & Soufian, Mona, 2015. "Which heuristics can aid financial-decision-making?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 199-210.
- Yakov Ben-Haim & Maria Demertzis & Jan Willem Van den End, 2017.
"Fundamental uncertainty and unconventional monetary policy: an info-gap approach,"
DNB Working Papers
544, Netherlands Central Bank, Research Department.
- Yakov Ben-Haim & Maria Demertzis & Jan Willem van den End, 2017. "Fundamental uncertainty and unconventional monetary policy: an info-gap approach," Working Papers 19317, Bruegel.
- repec:jdm:journl:v:12:y:2017:i:4:p:344-368 is not listed on IDEAS
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
- Lukas Pfeifer & Libor Holub & Zdenek Pikhart & Martin Hodula, 2016. "The Role of the Leverage Ratio in Capital Regulation of the Banking Sector," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2015/2016, chapter 0, pages 137-148 Czech National Bank, Research Department.
- Schmitt, Matthias & Schmaltz, Christian, 2016. "Potential implications of a NSFR on German banks' credit supply and profitability," Discussion Papers 37/2016, Deutsche Bundesbank.
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Coen, Jamie & Francis, William & Rostom, May, 2017. "The determinants of UK credit union failure," Bank of England working papers 658, Bank of England.
- Katsikopoulos, Konstantinos V., 2016. "On the role of psychological heuristics in operational research; and a demonstration in military stability operationsAuthor-Name: Keller, Niklas," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1063-1073.
More about this item
Keywordsfinancial regulation; uncertainty;
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boe:finsta:0028. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Digital Media Team). General contact details of provider: http://edirc.repec.org/data/boegvuk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.