Sophistication in Risk Management, Bank Equity, and Stability
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- Gersbach, Hans & Wenzelburger, Jan, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," CEPR Discussion Papers 6353, C.E.P.R. Discussion Papers.
References listed on IDEAS
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- Hans Gersbach & Jan Wenzelburger, 2010. "Sophistication in Risk Management, Bank Equity, and Stability-super-," International Review of Finance, International Review of Finance Ltd., vol. 10(s1), pages 63-91.
More about this item
KeywordsFinancial intermediation; macroeconomic risks; risk management; risk premia; banking regulation; rating.;
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-24 (All new papers)
- NEP-BAN-2007-09-24 (Banking)
- NEP-CFN-2007-09-24 (Corporate Finance)
- NEP-MAC-2007-09-24 (Macroeconomics)
- NEP-REG-2007-09-24 (Regulation)
- NEP-RMG-2007-09-24 (Risk Management)
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