Calibrating the Level of Capital: The Way We See It
Download full text from publisher
References listed on IDEAS
- Rocco Huang & Lev Ratnovski, 2009. "Why Are Canadian Banks More Resilient?," IMF Working Papers 09/152, International Monetary Fund.
- Ray Barrell & E Philip Davis & Tatiana Fic & Dawn Holland & Simon Kirby & Iana Liadze, 2009. "Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards," Occasional Papers 38, Financial Services Authority.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ruud A. de Mooij & Michael Keen & Masanori Orihara, 2013. "Taxation, Bank Leverage, and Financial Crises," IMF Working Papers 13/48, International Monetary Fund.
- Yan, Meilan & Hall, Maximilian J.B. & Turner, Paul, 2012.
"A cost–benefit analysis of Basel III: Some evidence from the UK,"
International Review of Financial Analysis,
Elsevier, vol. 25(C), pages 73-82.
- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
- Mikkel Hermansen & Oliver Röhn, 2017.
"Economic resilience: The usefulness of early warning indicators in OECD countries,"
OECD Journal: Economic Studies,
OECD Publishing, vol. 2016(1), pages 9-35.
- Mikkel Hermansen & Oliver Röhn, 2015. "Economic resilience: The usefulness of early warning indicators in OECD countries," OECD Economics Department Working Papers 1250, OECD Publishing.
- William R. Cline, 2016. "Benefits and Costs of Higher Capital Requirements for Banks," Working Paper Series WP16-6, Peterson Institute for International Economics.
- Tom Gole & Tao Sun, 2013. "Financial Structures and Economic Outcomes; An Empirical Analysis," IMF Working Papers 13/121, International Monetary Fund.
- Lallour, Antoine & Mio, Hitoshi, 2016. "Do we need a stable funding ratio? Banks’ funding in the global financial crisis," Bank of England working papers 602, Bank of England.
- Brunella Bruno & Giacomo Nocera & Andrea Resti, 2015. "The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?," BAFFI CAREFIN Working Papers 1509, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Douglas Elliott & Andre O Santos, 2012. "Assessing the Cost of Financial Regulation," IMF Working Papers 12/233, International Monetary Fund.
- Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2013. "Is the net worth of financial intermediaries more important than that of non-financial firms?," Globalization and Monetary Policy Institute Working Paper 161, Federal Reserve Bank of Dallas.
- de Haan, Leo & van den End, Jan Willem, 2013.
"Bank liquidity, the maturity ladder, and regulation,"
Journal of Banking & Finance,
Elsevier, vol. 37(10), pages 3930-3950.
- Leo de Haan & Jan Willem van den End, 2012. "Bank liquidity, the maturity ladder, and regulation," DNB Working Papers 346, Netherlands Central Bank, Research Department.
- Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014.
"The impact of Basel III on financial (in)stability: an agent-based credit network approach,"
Taylor & Francis Journals, pages 1917-1932.
- Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers 2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
- Jost H. Heckemeyer & Ruud A. de Mooij, 2017.
"Taxation and Corporate Debt: Are Banks Any Different?,"
National Tax Journal,
National Tax Association, pages 53-76.
- Jost Heckemeyer & Ruud de Mooij, 2013. "Taxation and corporate debt: are banks any different?," Working Papers 1306, Oxford University Centre for Business Taxation.
- Jost Heckemeyer & Ruud A. de Mooij, 2013. "Taxation and Corporate Debt; Are Banks any Different?," IMF Working Papers 13/221, International Monetary Fund.
- Jochen Schanz & David Aikman & Paul Collazos & Marc Farag & David Gregory & Sujit Kapadia, 2011. "The long-term economic impact of higher capital levels," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 73-81 Bank for International Settlements.
- Oliver Röhn & Aida Caldera Sánchez & Mikkel Hermansen & Morten Rasmussen, 2015. "Economic resilience: A new set of vulnerability indicators for OECD countries," OECD Economics Department Working Papers 1249, OECD Publishing.
- Chalermchatvichien, Pichaphop & Jumreornvong, Seksak & Jiraporn, Pornsit, 2014. "Basel III, capital stability, risk-taking, ownership: Evidence from Asia," Journal of Multinational Financial Management, Elsevier, pages 28-46.
- repec:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500087 is not listed on IDEAS
- de-Ramon, Sebastián & Iscenko, Zanna & Osborne, Matthew & Straughan, Michael & Andrews, Peter, 2012. "Measuring the impact of prudential policy on the macroeconomy: A practical application to Basel III and other responses to the financial crisis," MPRA Paper 69423, University Library of Munich, Germany.
More about this item
KeywordsCapital ratio; Liquidity; Financial crisis; Probit model; Bank regulation;
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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:boj:bojwps:10-e-6. 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: (Bank of Japan) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/bojgvjp.html .
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.