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The Manipulation of Basel Risk-Weights

Citations

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Cited by:

  1. Klein, Philipp & Maidl, Christoph & Woyand, Corinna, 2021. "Bank ownership and capital buffers: How internal control is affected by external governance," Journal of Financial Stability, Elsevier, vol. 54(C).
  2. Degryse, Hans & Mariathasan, Mike & Tang, Hien T., 2023. "GSIB status and corporate lending," Journal of Corporate Finance, Elsevier, vol. 80(C).
  3. Haselmann, Rainer & Singla, Shikhar & Vig, Vikrant, 2022. "Supranational supervision," LawFin Working Paper Series 50, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
  4. Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  5. Yann Braouezec & Lakshithe Wagalath, 2018. "Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario [Testing macroprudential stress tests: the risk of regulatory risk weights]," Review of Finance, European Finance Association, vol. 22(2), pages 747-782.
  6. Marco Migueis, 2019. "Evaluating the AMA and the new standardized approach for operational risk capital," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(4), pages 302-311, December.
  7. Xi Yang, 2016. "Predicting bank failures: The leverage versus the risk-weighted capital ratio," Working Papers hal-04141595, HAL.
  8. Barbagli, Matteo & Vrins, Frédéric, 2023. "Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework," Economic Modelling, Elsevier, vol. 125(C).
  9. Xi Yang, 2016. "Predicting bank failures: The leverage versus the risk-weighted capital ratio," EconomiX Working Papers 2016-15, University of Paris Nanterre, EconomiX.
  10. Tran, Dung Viet & Kabir Hassan, M. & Houston, Reza, 2019. "How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 85-103.
  11. Frederik Mergaerts & Rudi Vander Vennet, 2015. "Business Models And Their Impact On Bank Performance: A Long-Term Perspective," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/908, Ghent University, Faculty of Economics and Business Administration.
  12. Edson Bastos e Santos & Neil Esho & Marc Farag & Christopher Zuin, 2020. "Variability in risk-weighted assets: what does the market think?," BIS Working Papers 844, Bank for International Settlements.
  13. Horváth, Bálint L., 2020. "The interaction of bank regulation and taxation," Journal of Corporate Finance, Elsevier, vol. 64(C).
  14. Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022. "Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives," Journal of Financial Intermediation, Elsevier, vol. 50(C).
  15. Arnould, Guillaume & Dehmej, Salim, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment," International Economics, Elsevier, vol. 147(C), pages 126-144.
  16. Waeibrorheem Waemustafa & Suriani Sukri, 2015. "Bank Specific and Macroeconomics Dynamic Determinants of Credit Risk in Islamic Banks and Conventional Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 476-481.
  17. Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
  18. Mergaerts, Frederik & Vander Vennet, Rudi, 2016. "Business models and bank performance: A long-term perspective," Journal of Financial Stability, Elsevier, vol. 22(C), pages 57-75.
  19. Abbassi, Puriya & Schmidt, Michael, 2018. "A comprehensive view on risk reporting: Evidence from supervisory data," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 74-85.
  20. Ongena, Steven & Gandré, Pauline & Mariathasan, Mike & Merrouche, Ouarda, 2020. "Unintended Consequences Of The Global Derivatives Market Reform," CEPR Discussion Papers 14802, C.E.P.R. Discussion Papers.
  21. Markus Behn & Rainer Haselmann & Vikrant Vig, 2022. "The Limits of Model‐Based Regulation," Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
  22. Ripamonti, Alexandre, 2020. "Financial institutions, asymmetric information and capital structure adjustments," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 75-83.
  23. Simona Malovana & Dominika Kolcunova & Vaclav Broz, 2018. "The effect of accommodative monetary policy on the risk weights applied by domestic banks," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2017/2018, chapter 0, pages 136-147, Czech National Bank.
  24. Anginer, Deniz & Demirguc-Kunt, Asli, 2014. "Bank capital and systemic stability," Policy Research Working Paper Series 6948, The World Bank.
  25. Mr. Tümer Kapan & Ms. Camelia Minoiu, 2013. "Balance Sheet Strength and Bank Lending During the Global Financial Crisis," IMF Working Papers 2013/102, International Monetary Fund.
  26. repec:zbw:bofrdp:2018_016 is not listed on IDEAS
  27. David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 809-832, August.
  28. Niepmann, Friederike & Stebunovs, Viktors, 2018. "Modeling Your Stress Away," CEPR Discussion Papers 12624, C.E.P.R. Discussion Papers.
  29. 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.
  30. Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021. "The relationship between capital and liquidity prudential instruments," Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.
  31. Tatiana Gaelle Yongoua Tchikanda, 2017. "Systemic risk and individual risk: A trade-off?," Working Papers hal-04141656, HAL.
  32. Thomas L. Hogan, 2021. "A Review of the Regulatory Impact Analysis of Risk-Based Capital and Related Liquidity Rules," JRFM, MDPI, vol. 14(1), pages 1-29, January.
  33. Schlam, Carina & Woyand, Corinna, 2023. "The rollout of internal credit risk models: Implications for the novel partial-use philosophy," Discussion Papers 07/2023, Deutsche Bundesbank.
  34. Anginer,Deniz & Demirguc-Kunt,Asli & Mare,Davide Salvatore, 2020. "Bank Capital and Risk in Europe and Central Asia Ten Years After the Crisis," Policy Research Working Paper Series 9138, The World Bank.
  35. Gaëtan Le Quang, 2019. "Discretionary loan loss provisions and market discipline," Economics Bulletin, AccessEcon, vol. 39(4), pages 2931-2941.
  36. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  37. Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia, 2018. "The impact of the IRB approach on the risk weights of European banks," Journal of Financial Stability, Elsevier, vol. 39(C), pages 147-166.
  38. Simona Malovana & Dominika Kolcunova & Vaclav Broz, 2017. "Does Monetary Policy Influence Banks' Perception of Risks?," Working Papers 2017/9, Czech National Bank.
  39. Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," Research Papers 2132, Stanford University, Graduate School of Business.
  40. Ambrocio, Gene & Jokivuolle, Esa, 2017. "Should bank capital requirements be less risk-sensitive because of credit constraints?," Bank of Finland Research Discussion Papers 10/2017, Bank of Finland.
  41. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "Determinants of European banks’ default risk," Finance Research Letters, Elsevier, vol. 47(PA).
  42. Pierre Durand & Gaëtan Le Quang, 2021. "What do bankrupcty prediction models tell us about banking regulation? Evidence from statistical and learning approaches," EconomiX Working Papers 2021-2, University of Paris Nanterre, EconomiX.
  43. Barucci, Emilio & Milani, Carlo, 2018. "Do European banks manipulate risk weights?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 47-57.
  44. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013. "Bank ratings: what determines their quality? [Bank risk during the financial crisis: do business models matter?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 289-333.
  45. Gropp, Reint & Mosk, Thomas & Ongena, Steven & Simac, Ines & Wix, Carlo, 2020. "Supranational rules, national discretion: Increasing versus inflating regulatory bank capital?," SAFE Working Paper Series 296, Leibniz Institute for Financial Research SAFE.
  46. Tatiana Gaelle Yongoua Tchikanda, 2017. "Systemic risk and individual risk: A trade-off?," EconomiX Working Papers 2017-16, University of Paris Nanterre, EconomiX.
  47. Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
  48. Michaela Posch & Stefan W. Schmitz & Peter Strobl, 2018. "Strengthening the euro area by addressing flawed incentives in the financial system," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 34-50.
  49. Patricia Palhau Mora & Michael Januska, 2016. "On the Nexus of Monetary Policy and Financial Stability: Is the Financial System More Resilient?," Discussion Papers 16-12, Bank of Canada.
  50. 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.
  51. 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.
  52. Ferri, Giovanni & Pesic, Valerio, 2017. "Bank regulatory arbitrage via risk weighted assets dispersion," Journal of Financial Stability, Elsevier, vol. 33(C), pages 331-345.
  53. Jondeau, Eric & Khalilzadeh, Amir, 2022. "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, vol. 134(C).
  54. Markus Behn & Giacomo Mangiante & Laura Parisi & Michael Wedow, 2022. "Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-42, December.
  55. Beaupain, Renaud & Braouezec, Yann, 2024. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," International Review of Financial Analysis, Elsevier, vol. 91(C).
  56. Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2021. "Monetary policy at work: Security and credit application registers evidence," Journal of Financial Economics, Elsevier, vol. 140(3), pages 789-814.
  57. Vaclav Broz & Dominika Kolcunova & Simona Malovana & Lukas Pfeifer, 2018. "Risk-Sensitive Capital Regulation," Occasional Publications - Edited Volumes, Czech National Bank, edition 1, volume 16, number rb16/1 edited by Simona Malovana & Jan Frait, January.
  58. Horvath, B.L., 2013. "The impact of Taxation on Bank Leverage and Asset Risk," Other publications TiSEM 3e591f31-4fbc-460b-a5ed-e, Tilburg University, School of Economics and Management.
  59. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
  60. Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
  61. Brunella Bruno & Immacolata Marino & Giacomo Nocera, 2023. "Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts," BAFFI CAREFIN Working Papers 23195, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  62. Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).
  63. Václav Brož & Lukáš Pfeifer, 2021. "Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
  64. Stepankova, Barbora & Teply, Petr, 2023. "Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 154(C).
  65. Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "Risk weights, lending, and financial stability: Limits to model-based capital regulation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100430, Verein für Socialpolitik / German Economic Association.
  66. Dal Borgo, Mariela, 2022. "Internal models for deposits: Effects on banks' capital and interest rate risk of assets," Journal of Banking & Finance, Elsevier, vol. 135(C).
  67. Simona Malovana, 2017. "Banks' Capital Surplus and the Impact of Additional Capital Requirements," Working Papers 2017/8, Czech National Bank.
  68. Efing, Matthias, 2015. "Arbitraging the Basel securitization framework: Evidence from German ABS investment," Discussion Papers 40/2015, Deutsche Bundesbank.
  69. Behn, Markus & Gross, Marco & Peltonen, Tuomas A., 2016. "Assessing the costs and benefits of capital-based macroprudential policy," ESRB Working Paper Series 17, European Systemic Risk Board.
  70. Bruno, Brunella & Nocera, Giacomo & Resti, Andrea, 2017. "Are risk-based capital requirements detrimental to corporate lending? Evidence from Europe," CEPR Discussion Papers 12007, C.E.P.R. Discussion Papers.
  71. Elena Carletti & Giovanni Dell’Ariccia & Robert Marquez, 2021. "Supervisory Incentives in a Banking Union," Management Science, INFORMS, vol. 67(1), pages 455-470, January.
  72. Haselmann, Rainer & Singla, Shikhar & Vig, Vikrant, 2022. "Supranational supervision," LawFin Working Paper Series 46, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
  73. Ongena, Steven & Conlon, Thomas & Huan, Xing, 2020. "Operational Risk Capital," CEPR Discussion Papers 15096, C.E.P.R. Discussion Papers.
  74. Jean-Edouard Colliard, 2019. "Strategic Selection of Risk Models and Bank Capital Regulation," Management Science, INFORMS, vol. 67(6), pages 2591-2606, June.
  75. Serena Fatica & Wouter Heynderickx & Andrea Pagano, 2020. "Banks, Debt And Risk: Assessing The Spillovers Of Corporate Taxes," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 1023-1044, April.
  76. Liu, Cai, 2021. "The IRB model, bank regulatory arbitrage, and the Eurozone crisis," Journal of International Money and Finance, Elsevier, vol. 116(C).
  77. Raffaele Gallo, 2020. "The impact of the IRB approach on the relationship between the cost of credit for public companies and financial market conditions," Temi di discussione (Economic working papers) 1290, Bank of Italy, Economic Research and International Relations Area.
  78. Damilola Oyetade & Adefemi A. Obalade & Paul-Francois Muzindutsi, 2022. "The Impact of Changes in Basel Capital Requirements on the Resilience of African Commercial Banks," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(1), pages 111-132, January.
  79. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
  80. Durand, Pierre & Le Quang, Gaëtan, 2022. "Banks to basics! Why banking regulation should focus on equity," European Journal of Operational Research, Elsevier, vol. 301(1), pages 349-372.
  81. Lubello, Federico & Rouabah, Abdelaziz, 2024. "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, vol. 131(C).
  82. Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
  83. Conlon, Thomas & Cotter, John & Molyneux, Philip, 2020. "Beyond common equity: The influence of secondary capital on bank insolvency risk," Journal of Financial Stability, Elsevier, vol. 47(C).
  84. Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021. "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 350-364.
  85. Yann Braouezec & Lakshithe Wagalath, 2016. "Risk-based capital requirements and optimal liquidation in a stress scenario," Working Papers 2016-ACF-01, IESEG School of Management.
  86. Beltratti, Andrea & Paladino, Giovanna, 2016. "Basel II and regulatory arbitrage. Evidence from financial crises," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 180-196.
  87. Katalin Mérő, 2021. "The ascent and descent of banks’ risk-based capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 308-318, December.
  88. Benetton, Matteo & Eckley, Peter & Garbarino, Nicola & Kirwin, Liam & Latsi, Georgia, 2021. "Capital requirements and mortgage pricing: Evidence from Basel II," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  89. Marisa Basten & Antonio Sánchez Serrano, 2019. "European banks after the global financial crisis: a new landscape," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 51-73, March.
  90. Rainer Baule & Christian Tallau, 2016. "Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality," Journal of Business Economics, Springer, vol. 86(8), pages 905-931, November.
  91. Leitner, Yaron & Yilmaz, Bilge, 2019. "Regulating a model," Journal of Financial Economics, Elsevier, vol. 131(2), pages 251-268.
  92. Behn, Markus & Couaillier, Cyril, 2023. "Same same but different: credit risk provisioning under IFRS 9," Working Paper Series 2841, European Central Bank.
  93. Cucinelli, Doriana & Battista, Maria Luisa Di & Marchese, Malvina & Nieri, Laura, 2018. "Credit risk in European banks: The bright side of the internal ratings based approach," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 213-229.
  94. Sophia Döme & Stefan Kerbl, 2017. "Comparability of Basel risk weights in the EU banking sector," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 34, pages 68-89.
  95. Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
  96. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  97. Bellucci, Andrea & Fatica, Serena & Heynderickx, Wouter & Kvedaras, Virmantas & Pagano, Andrea, 2023. "Liability taxes, risk, and the cost of banking crises," Journal of Corporate Finance, Elsevier, vol. 79(C).
  98. Herring, Richard J., 2018. "The Evolving Complexity of Capital Regulation," Working Papers 18-01, University of Pennsylvania, Wharton School, Weiss Center.
  99. Brunella Bruno & Immacolata Marino & Giacomo Nocera, 2020. "Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts," CSEF Working Papers 576, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 25 Jan 2023.
  100. Lim, Ivan & Hagendorff, Jens & Armitage, Seth, 2019. "Is the fox guarding the henhouse? Bankers in the Federal Reserve, bank leverage and risk-shifting," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 478-504.
  101. Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers 669, DNB.
  102. Giuliana Birindelli & Paola Ferretti & Giovanni Ferri & Marco Savioli, 2022. "Regulatory reform and banking diversity: reassessing Basel 3," Annals of Finance, Springer, vol. 18(4), pages 429-456, December.
  103. Yaron Leitner & Bilge Yilmaz, 2016. "Regulating A Model," Working Papers 16-31, Federal Reserve Bank of Philadelphia.
  104. Osmundsen, Kjartan Kloster, 2018. "Using expected shortfall for credit risk regulation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 80-93.
  105. Gao, Pingyang & Jiang, Xu, 2018. "Reporting choices in the shadow of bank runs," Journal of Accounting and Economics, Elsevier, vol. 65(1), pages 85-108.
  106. Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
  107. Burkhard Raunig & Michael Sigmund, 2022. "The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund)," Working Papers 244, Oesterreichische Nationalbank (Austrian Central Bank).
  108. Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2024. "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Discussion Papers 02/2024, Deutsche Bundesbank.
  109. Richard J. Herring, 2018. "The Evolving Complexity of Capital Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 183-205, June.
  110. Hinterschweiger, Marc & Neumann, Tobias & Saporta, Victoria, 2018. "Risk sensitivity and risk shifting in banking regulation," Bank of England Financial Stability Papers 44, Bank of England.
  111. Andre Guettler & Mahvish Naeem & Lars Norden & Bernardus Van Doornik, 2024. "Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?," Working Papers Series 590, Central Bank of Brazil, Research Department.
  112. B. Bruno & I. Marino & G. Nocera, 2023. "Internal Ratings and Bank Opacity: Evidence from Analysts’ Forecasts," Post-Print hal-04322520, HAL.
  113. Berg, Tobias & Kaserer, Christoph, 2015. "Does contingent capital induce excessive risk-taking?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 356-385.
  114. Lartey, Theophilus & James, Gregory A. & Danso, Albert & Boateng, Agyenim, 2022. "Bank business models, failure risk and earnings opacity: A short- versus long-term perspective," International Review of Financial Analysis, Elsevier, vol. 80(C).
  115. Beltratti, Andrea & Paladino, Giovanna, 2015. "Bank leverage and profitability: Evidence from a sample of international banks," Review of Financial Economics, Elsevier, vol. 27(C), pages 46-57.
  116. Mohamed Albaity & Mohammadmahdi Toobaee, 2017. "The Risk-sensitivity of Bank Capital Requirements: The Moderating Effects of Capital Regulation and Supervisory Power," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 94-102.
  117. Fiordelisi, Franco & Pennacchi, George & Ricci, Ornella, 2020. "Are contingent convertibles going-concern capital?," Journal of Financial Intermediation, Elsevier, vol. 43(C).
  118. Merrouche, Ouarda & Mariathasan, Mike & Werger, Charlotte, 2014. "Bailouts And Moral Hazard: How Implicit Government Guarantees Affect Financial Stability," CEPR Discussion Papers 10311, C.E.P.R. Discussion Papers.
  119. Allahrakha, Meraj & Cetina, Jill & Munyan, Benjamin, 2018. "Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market," Journal of Financial Intermediation, Elsevier, vol. 34(C), pages 3-16.
  120. repec:erf:erfstu:78 is not listed on IDEAS
  121. Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).
  122. Lakshmi Balasubramanyan, 2014. "Differential Capital Requirements: Leverage Ratio versus Risk-Based Capital Ratio from a Monitoring Perspective," Working Papers (Old Series) 1415, Federal Reserve Bank of Cleveland.
  123. Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
  124. Merikas, Andreas & Merika, Anna & Penikas, Henry I. & Surkov, Mikhail A., 2020. "The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
  125. Calza, Alessandro & Hey, Julius-Benjamin & Parrini, Alessandro & Sauer, Stephan, 2021. "Corporate loans, banks’ internal risk estimates and central bank collateral: evidence from the euro area," Working Paper Series 2579, European Central Bank.
  126. Daniel Haberly & Dariusz Wójcik, 2020. "The end of the great inversion: offshore national banks and the global financial crisis [European financial cross-border consolidation: at the crossroads in]," Journal of Economic Geography, Oxford University Press, vol. 20(6), pages 1263-1292.
  127. Berg, Tobias & Koziol, Philipp, 2017. "An analysis of the consistency of banks’ internal ratings," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 27-41.
  128. Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2018. "Bank leverage limits and regulatory arbitrage: new evidence on a recurring question," Staff Reports 856, Federal Reserve Bank of New York.
  129. Mérő, Katalin, 2018. "A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe [The emergence and decline of risk-based bank regulation the role of incentive structures]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 981-1005.
  130. repec:zbw:bofrdp:2020_010 is not listed on IDEAS
  131. Huang, Qiubin & de Haan, Jakob & Scholtens, Bert, 2020. "Does bank capitalization matter for bank stock returns?," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  132. Raffaele Gallo, 2021. "The IRB approach and bank lending to firms," Temi di discussione (Economic working papers) 1347, Bank of Italy, Economic Research and International Relations Area.
  133. Hernández, Javier & Población García, Francisco Javier & Suárez, Nuria & Tarancón, Javier, 2022. "A study on the EBA stress test results: influence of bank, portfolio, and country-level characteristics," Working Paper Series 2648, European Central Bank.
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