IDEAS home Printed from https://ideas.repec.org/r/cmf/wpaper/wp2012_1205.html
   My bibliography  Save this item

Cyclical Adjustment of Capital Requirements. A Simple Framework

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Yu-Hsiu Lin & Len-Kuo Hu, 2015. "The cyclicality of bank regulation in a general economic framework," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5791-5804, November.
  2. Chen, Yi & Du, Kai, 2020. "The role of information disclosure in financial intermediation with investment risk," Journal of Financial Stability, Elsevier, vol. 46(C).
  3. Kogler, Michael, 2020. "Risk shifting and the allocation of capital: A Rationale for macroprudential regulation," Journal of Banking & Finance, Elsevier, vol. 118(C).
  4. Beck, Thorsten & Degryse, Hans & De Haas, Ralph & van Horen, Neeltje, 2018. "When arm's length is too far: Relationship banking over the credit cycle," Journal of Financial Economics, Elsevier, vol. 127(1), pages 174-196.
  5. Anatoli Segura & Alonso Villacorta, 2020. "Demand for safety, risky loans: A model of securitization," Temi di discussione (Economic working papers) 1260, Bank of Italy, Economic Research and International Relations Area.
  6. Aptus, Elias & Britz, Volker & Gersbach, Hans, 2014. "On the economics of crisis contracts," CFS Working Paper Series 453, Center for Financial Studies (CFS).
  7. Huang, Chao & Moreira, Fernando & Archibald, Thomas & Yu, Kaidong & Zhang, Xuan, 2023. "The impact of a systemic tax on bank capital holdings, optimal capital requirements and social welfare," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 124-142.
  8. Degryse, Hans & De Haas, Ralph & Beck, Thorsten & van Horen, Neeltje, 2014. "When Arm?s Length Is Too Far. Relationship Banking over the Business Cycle," CEPR Discussion Papers 10050, C.E.P.R. Discussion Papers.
  9. Ferrer, Alex & Casals, José & Sotoca, Sonia, 2015. "Capital cyclicality, conditional coverage and long-term capital assessment," Finance Research Letters, Elsevier, vol. 15(C), pages 246-256.
  10. Ly, Kim Cuong & Shimizu, Katsutoshi, 2021. "Did Basel regulation cause a significant procyclicality?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  11. Cecilia Dassatti & Alejandro Pena & Jorge Ponce & Magdalena Tubio, 2015. "Countercyclical Capital Buffer: The Case of Uruguay," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 251-285, July-Dece.
  12. Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Did Basel regulations cause a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
  13. Gunter Löffler, 2020. "The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 39-57, August.
  14. Josef Schroth & Stephane Moyen, 2017. "Optimal Capital Regulation," 2017 Meeting Papers 828, Society for Economic Dynamics.
  15. Ahnert, Toni & Chapman, James & Wilkins, Carolyn, 2021. "Should bank capital regulation be risk sensitive?," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  16. García-Céspedes, Rubén & Moreno, Manuel, 2017. "An approximate multi-period Vasicek credit risk model," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 105-113.
  17. Cao, Jin & Chollete, Loran, 2014. "Capital Adequacy and Liquidity in Banking Dynamics: Theory and Regulatory Implications," UiS Working Papers in Economics and Finance 2014/16, University of Stavanger.
  18. David Martinez-Miera & Rafael Repullo, 2018. "Markets, Banks, and Shadow Banks," Working Papers wp2018_1811, CEMFI.
  19. Kogler, Michael, 2019. "Profit Taxation and Bank Risk Taking," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203533, Verein für Socialpolitik / German Economic Association.
  20. Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019. "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
  21. Garcia-Barragan, Fernando & Liu, Guangling, 2018. "Welfare analysis of bank capital requirements with endogenous default," Economic Modelling, Elsevier, vol. 73(C), pages 15-29.
  22. Frederic Malherbe, 2020. "Optimal Capital Requirements over the Business and Financial Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 139-174, July.
  23. Schroth, Josef, 2021. "Macroprudential policy with capital buffers," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
  24. Pozo, Jorge, 2023. "The effects of countercyclical leverage buffers on macroeconomic and financial stability," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 194-217.
  25. Pozo, Jorge, 2019. "Bank Risk-Taking in a Small Open Economy," Working Papers 2019-016, Banco Central de Reserva del Perú.
  26. Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López, 2014. "Conditional coverage and its role in determining and assessing long-term capital requirements," Documentos de Trabajo del ICAE 2014-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  27. Kogler, Michael, 2015. "Rewarding Prudence: Risk Taking, Pecuniary Externalities and Optimal Bank Regulation," Economics Working Paper Series 1512, University of St. Gallen, School of Economics and Political Science.
  28. Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021. "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, vol. 119(C).
  29. Gersbach, Hans & Rochet, Jean-Charles, 2017. "Capital regulation and credit fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 113-124.
  30. Stefan Arping, 2014. "Does Competition make Banks more Risk-seeking?," Tinbergen Institute Discussion Papers 14-059/IV, Tinbergen Institute.
  31. Pierluigi Bologna & Anatoli Segura, 2017. "Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach," Journal of Financial Regulation, Oxford University Press, vol. 3(2), pages 159-186.
  32. Dewatripont, Mathias, 2014. "European banking: Bailout, bail-in and state aid control," International Journal of Industrial Organization, Elsevier, vol. 34(C), pages 37-43.
  33. Thorsten Beck & Hans Degryse & Ralph De Haas & Neeltje van Horen, 2014. "When arm’s length is too far: relationship banking over the business cycle," Working Papers 169, European Bank for Reconstruction and Development, Office of the Chief Economist.
  34. Cecilia Dassatti & Alejandro Pena & Jorge Ponce & Magdalena Tubio, 2014. "Requerimiento de capital contra-cíclico. El caso uruguayo," Documentos de trabajo 2014008, Banco Central del Uruguay.
  35. Fatouh, Mahmoud & Markose, Sheri & Giansante, Simone, 2021. "The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 928-953.
  36. Elias Aptus & Volker Britz & Hans Gersbach, 2020. "Crisis Contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(1), pages 121-164, July.
  37. Maarten R.C. Van Oordt, 2023. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 465-501, March.
  38. Sorokina, Nonna & Thornton, John H., 2016. "Reactions of equity markets to recent financial reforms," Journal of Economics and Business, Elsevier, vol. 87(C), pages 50-69.
  39. Kogler, Michael, 2016. "Optimal Bank Capital Regulation, the Real Sector, and the State of the Economy," Economics Working Paper Series 1615, University of St. Gallen, School of Economics and Political Science.
  40. Gete, Pedro & Tiernan, Natalie, 2014. "Lending Standards and Countercyclical Capital Requirements under Imperfect Information," MPRA Paper 54486, University Library of Munich, Germany.
  41. Liu, Guangling & Molise, Thabang, 2019. "Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements," Economic Modelling, Elsevier, vol. 82(C), pages 264-279.
  42. Krüger, Steffen & Rösch, Daniel & Scheule, Harald, 2018. "The impact of loan loss provisioning on bank capital requirements," Journal of Financial Stability, Elsevier, vol. 36(C), pages 114-129.
  43. Guangling Liu & Thabang Molise, 2018. "Is Basel III counter-cyclical: The case of South Africa?," Working Papers 10/2018, Stellenbosch University, Department of Economics.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.