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Citations for "Credit Cycles, Credit Risk, and Prudential Regulation"

by Gabriel Jiménez & Jesús Saurina

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  1. Vincent Bouvatier & Laetitia Lepetit, 2012. "Provisioning rules and bank lending: A theoretical model," Post-Print hal-01098957, HAL.
  2. Stefano Puddu, 2013. "Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach," IRENE Working Papers 13-01, IRENE Institute of Economic Research.
  3. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
  4. Phil Molyneux & Hong Liu & John O.S. Wilson, 2010. "Competition and Stability in European Banking: A Regional Analysis," Working Papers 10019, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  5. Diana Bonfim, 2007. "Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics," Working Papers w200707, Banco de Portugal, Economics and Research Department.
  6. Adam Gersl & Jakub Seidler, 2011. "Excessive Credit Growth as an Indicator of Financial (In)Stability and its Use in Macroprudential Policy," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2010/2011, chapter 0, pages 112-122 Czech National Bank, Research Department.
  7. Ojo, Marianne, 2011. "Basel III – responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)," MPRA Paper 33082, University Library of Munich, Germany.
  8. Fungácová, Zuzana & Jakubík, Petr, 2012. "Bank stress tests as an information device for emerging markets: The case of Russia," BOFIT Discussion Papers 3/2012, Bank of Finland, Institute for Economies in Transition.
  9. Ojo, Marianne, 2011. "Great expectations, predictable outcomes and the G20's response to the recent global financial crisis," MPRA Paper 28550, University Library of Munich, Germany.
  10. Bruneau, C. & de Bandt, O. & El Amri, W., 2012. "Macroeconomic fluctuations and corporate financial fragility," Journal of Financial Stability, Elsevier, vol. 8(4), pages 219-235.
  11. Jiminez, G. & Ongena, S. & Saurina, J., 2007. "Hazardous Times for Monetary Policy : What do Twenty-three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk?," Discussion Paper 2007-75, Tilburg University, Center for Economic Research.
  12. Kick, Thomas & Pausch, Thilo & Ruprecht, Benedikt, 2015. "The winner's curse: Evidence on the danger of aggressive credit growth in banking," Discussion Papers 32/2015, Deutsche Bundesbank, Research Centre.
  13. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Working Papers 628, Barcelona Graduate School of Economics.
  14. Faiçal Belaid, 2014. "Loan quality determinants: evaluating the contribution of bank-specific variables, macroeconomic factors and firm level information," IHEID Working Papers 04-2014, Economics Section, The Graduate Institute of International Studies.
  15. Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2010. "Does monetary policy affect bank risk-taking?," Working Paper Series 1166, European Central Bank.
  16. Repullo, Rafael & Saurina, Jesús & Trucharte, Carlos, 2009. "Mitigating the Procyclicality of Basel II," CEPR Discussion Papers 7382, C.E.P.R. Discussion Papers.
  17. Silvia Sgherri & Bertrand Gruss, 2009. "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a Dsge Model," IMF Working Papers 09/35, International Monetary Fund.
  18. Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings 737, Econometric Society.
  19. Emilia Bonaccorsi di Patti & Alessio D�Ignazio & Marco Gallo & Giacinto Micucci, 2014. "The role of leverage in firm solvency: evidence from bank loans," Questioni di Economia e Finanza (Occasional Papers) 244, Bank of Italy, Economic Research and International Relations Area.
  20. Yunyong Thaicharoen & Rungporn Roengpitya & Jiranit Chaowalit & Songklod Rastapana, 2009. "Developing the Efficient and Resilient Financial System for Thailand: Lessons from the Crisis and Challenges Ahead," Working Papers 2009-04, Economic Research Department, Bank of Thailand.
  21. Dell’Ariccia, G. & Igan, D. & Laeven, L., 2009. "Credit Booms and Lending Standards : Evidence from the Subprime Mortgage Market," Discussion Paper 2009-46 S, Tilburg University, Center for Economic Research.
  22. Stefan Kerbl & Michael Sigmund, 2011. "What Drives Aggregate Credit Risk?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 72-87.
  23. Konstantin Belyaev & Aelita Belyaeva & Tomas Konecny & Jakub Seidler & Martin Vojtek, 2012. "Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic," Working Papers 2012/12, Czech National Bank, Research Department.
  24. CLICHICI, Dorina & COLESNICOVA, Tatiana, 2014. "The Impact Of Macroeconomic Factors On Non-Performing Loans In The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 73-78.
  25. Athanasoglou, Panayiotis & Ioannis, Daniilidis & Manthos, Delis, 2013. "Bank procyclicality and output: Issues and policies," MPRA Paper 50830, University Library of Munich, Germany.
  26. Adam Gersl & Jakub Seidler, 2012. "Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries," ACTA VSFS, University of Finance and Administration, vol. 6(2), pages 91-107.
  27. Buncic, Daniel & Melecky, Martin, 2013. "Macroprudential stress testing of credit risk: A practical approach for policy makers," Journal of Financial Stability, Elsevier, vol. 9(3), pages 347-370.
  28. Vincent Bouvatier & Lætitia Lepetit, 2011. "Canal des provisions bancaires et cyclicité du marché du crédit," Revue économique, Presses de Sciences-Po, vol. 62(1), pages 67-85.
  29. Iulia Andreea Bucur & Simona Elena Dragomirescu, 2014. "The Influence Of Macroeconomic Conditions On Credit Risk: Case Of Romanian Banking System," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 19.
  30. Marcin Łupiński, 2013. "Statistical Data and Models Used for Analysis and Management of Financial Stability at the Macro Level," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 32.
  31. Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
  32. Frait, Jan & Gersl, Adam & Seidler, Jakub, 2011. "Credit growth and financial stability in the Czech Republic," Policy Research Working Paper Series 5771, The World Bank.
  33. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
  34. Rodolfo Maino & Patrick A. Imam & Yasuhisa Ojima, 2013. "Macroprudential Policies for a Resource Rich Economy The Case of Mongolia," IMF Working Papers 13/18, International Monetary Fund.
  35. Aivazian, Varouj & Gu, Xinhua & Qiu, Jiaping & Huang, Bihong, 2015. "Loan collateral, corporate investment, and business cycle," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 380-392.
  36. Pérez Montes, Carlos, 2014. "The effect on competition of banking sector consolidation following the financial crisis of 2008," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 124-136.
  37. Castro, Vítor, 2013. "Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI," Economic Modelling, Elsevier, vol. 31(C), pages 672-683.
  38. Grigori Fainstein & Igor Novikov, 2011. "The role of macroeconomic determinants in credit risk measurement in transition country: Estonian example," International Journal of Transitions and Innovation Systems, Inderscience Enterprises Ltd, vol. 1(2), pages 117-137.
  39. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  40. Martha López & Fernando TenjO & Héctor Zárate, 2013. "Credit Cycles, Credit Risk and Countercyclical Loan Provisions," Borradores de Economia 788, Banco de la Republica de Colombia.
  41. Frey, Rainer, 2015. "Multinational banks' deleveraging in the crisis driven by pre-crisis characteristics and behavior," Discussion Papers 18/2015, Deutsche Bundesbank, Research Centre.
  42. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
  43. Fungácová, Zuzana & Turk Ariss, Rima & Weill, Laurent, 2013. "Does excessive liquidity creation trigger bank failures?," BOFIT Discussion Papers 2/2013, Bank of Finland, Institute for Economies in Transition.
  44. Rötheli, Tobias F., 2010. "Causes of the financial crisis: Risk misperception, policy mistakes, and banks' bounded rationality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 119-126, April.
  45. Santiago Fernández de Lis & Alicia Garcia-Herrero, 2010. "Dynamic Provisioning : Some Lessons from Existing Experiences," Finance Working Papers 21882, East Asian Bureau of Economic Research.
  46. Ojo, Marianne, 2010. "BASEL III – Responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework," MPRA Paper 25975, University Library of Munich, Germany.
  47. Gabriel Jiménez & Steven Ongena & José‐Luis Peydró & Jesús Saurina, 2014. "Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking?," Econometrica, Econometric Society, vol. 82(2), pages 463-505, 03.
  48. Bouvatier, Vincent & López-Villavicencio, Antonia & Mignon, Valérie, 2012. "Does the banking sector structure matter for credit procyclicality?," Economic Modelling, Elsevier, vol. 29(4), pages 1035-1044.
  49. Sangjun Jeong & Hueechae Jung, 2013. "Bank Wholesale Funding and Credit Procyclicality:Evidence from Korea," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 615-631, September.
  50. Kobayashi, Teruyoshi, 2011. "Firm entry, credit availability and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1245-1272, August.
  51. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September.
  52. Debarshi Ghosh Author_Email: & Sukanya Ghosh, 2011. "Management Of Non-Performing Assets In Public Sector Banks: Evidence From India," International Conference on Management (ICM 2011) Proceeding 2011-057-173, Conference Master Resources.
  53. Ahlem Selma Messai & Fathi Jouini, 2013. "Micro and Macro Determinants of Non-performing Loan," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 852 - 860.
  54. Bouvatier, Vincent & López-Villavicencio, Antonia & Mignon, Valérie, 2014. "Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality," Economic Modelling, Elsevier, vol. 37(C), pages 127-136.
  55. Bruna Škarica, 2013. "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series 1307, Faculty of Economics and Business, University of Zagreb.
  56. Sigridur Benediktsdottir & Jon Danielsson & Gylfi Zoega, 2011. "Lessons from a collapse of a financial system," Economic Policy, CEPR;CES;MSH, vol. 26(66), pages 183-231, 04.
  57. di Iasio, Giovanni, 2013. "Incentives and financial crises: Microfounded macroprudential regulation," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 627-638.
  58. John Bonin & Marko Kosak, 2013. "Loan/Loss Provisioning in Emerging Europe: Precautionary or Pro-Cyclical?," Wesleyan Economics Working Papers 2013-010, Wesleyan University, Department of Economics.
  59. Tarsila S. Afanasieff & Fabiana L. C. A. Carvalho & Eduardo C. de Castro & Rodrigo L. P. Coelho & Jaime Gregório, 2015. "Implementing Loan-to-Value Ratios: The Case of Auto Loans in Brazil (2010-11)," Working Papers Series 380, Central Bank of Brazil, Research Department.
  60. Reinout De Bock & Alexander Demyanets, 2012. "Bank Asset Quality in Emerging Markets: Determinants and Spillovers," IMF Working Papers 12/71, International Monetary Fund.
  61. Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2011. "Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland," Research Technical Papers 1/RT/11, Central Bank of Ireland.
  62. Masazumi Hattori & Kazuhiko Ohashi, 2009. "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series 09-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  63. Gross, Marco & Población, Javier, 2015. "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series 1845, European Central Bank.
  64. repec:agr:journl:v:5(594):y:2014:i:5(594):p:127-`46 is not listed on IDEAS
  65. Melecky, Ales & Melecky, Martin & Sulganova, Monika, 2014. "Úvěry v selhání a makroekonomika: Modelování systémového kreditního rizika v České republice
    [Non-performing loans and the macroeconomy: Modeling the systemic credit risk in Czech Republic]
    ," MPRA Paper 59917, University Library of Munich, Germany.
  66. Carlos Pérez Montes, 2013. "Estimation of Regulatory Credit Risk Models," Banco de Espa�a Working Papers 1305, Banco de Espa�a.
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