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Revisiting Risk-Weighted Assets

Citations

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Cited by:

  1. 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.
  2. Mariathasan, Mike & Merrouche, Ouarda, 2014. "The manipulation of basel risk-weights," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 300-321.
  3. Horváth, Bálint L., 2020. "The interaction of bank regulation and taxation," Journal of Corporate Finance, Elsevier, vol. 64(C).
  4. 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.
  5. J. Navas & P. Dhanavanthan & D. Lazar, 2021. "Is Risk Based Capital Ratio a True Measure of the Soundness of Banks? Evidence From India," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 92-102, May.
  6. Barucci, Emilio & Milani, Carlo, 2018. "Do European banks manipulate risk weights?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 47-57.
  7. 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.
  8. Jondeau, Eric & Khalilzadeh, Amir, 2022. "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, vol. 134(C).
  9. Patty Duijm & Peter Wierts, 2016. "The Effects of Liquidity Regulation on Bank Assets and Liabilities," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 385-411, June.
  10. Chronopoulos, Dimitris K. & Wilson, John O.S. & Yilmaz, Muhammed H., 2023. "Regulatory oversight and bank risk," Journal of Financial Stability, Elsevier, vol. 64(C).
  11. Lukasz Prorokowski, 2017. "Analysing revisions to the standardised approach in credit risk. Evidence from sovereigns," Bank i Kredyt, Narodowy Bank Polski, vol. 48(3), pages 235-262.
  12. Gornall, Will & Strebulaev, Ilya A., 2018. "Financing as a supply chain: The capital structure of banks and borrowers," Journal of Financial Economics, Elsevier, vol. 129(3), pages 510-530.
  13. Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015. "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 164-172.
  14. Liu, Cai, 2021. "The IRB model, bank regulatory arbitrage, and the Eurozone crisis," Journal of International Money and Finance, Elsevier, vol. 116(C).
  15. Baud, Céline & Chiapello, Eve, 2017. "Understanding the disciplinary aspects of neoliberal regulations: The case of credit-risk regulation under the Basel Accords," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 46(C), pages 3-23.
  16. 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.
  17. Flannery, Mark J. & Giacomini, Emanuela, 2015. "Maintaining adequate bank capital: An empirical analysis of the supervision of European banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 236-249.
  18. 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.
  19. Maria del Pilar Castillo & Giácomo Balbinotto, 2012. "Las FARC y los costos del secuestro," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 147-164, July-Dece.
  20. 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.
  21. Curto, José Dias & Quinaz, Pedro Miguel Mateus Dias, 2016. "Prudential regulation in an artificial banking system," Economics Discussion Papers 2016-27, Kiel Institute for the World Economy (IfW Kiel).
  22. 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.
  23. Noss, Joseph & Toffano, Priscilla, 2016. "Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 15-27.
  24. Metrick, Andrew, 2019. "Basel III D: Swiss Finish to Basel III," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(4), pages 81-90, March.
  25. Barakova, Irina & Palvia, Ajay, 2014. "Do banks’ internal Basel risk estimates reflect risk?," Journal of Financial Stability, Elsevier, vol. 13(C), pages 167-179.
  26. Adhikari, Binay Kumar & Agrawal, Anup, 2016. "Does local religiosity matter for bank risk-taking?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 272-293.
  27. Ferri, Giovanni & Pesic, Valerio, 2017. "Bank regulatory arbitrage via risk weighted assets dispersion," Journal of Financial Stability, Elsevier, vol. 33(C), pages 331-345.
  28. Andrew G. Haldane & Vasileios Madouros, 2012. "El perro y el frisbee," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 13-56, July-Dece.
  29. 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).
  30. 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.
  31. 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.
  32. Luu, Hiep Ngoc & Vo, Xuan Vinh, 2021. "The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment," International Review of Financial Analysis, Elsevier, vol. 75(C).
  33. Paolo Angelini & Sergio Nicoletti-Altimari & Ignazio Visco, 2013. "Macroprudential, Microprudential and Monetary Policies: Policies, Complementarities and Trade-Offs," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 22, Edward Elgar Publishing.
  34. 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.
  35. repec:erf:erfstu:78 is not listed on IDEAS
  36. Laurent, Jean-Paul & Sestier, Michael & Thomas, Stéphane, 2016. "Trading book and credit risk: How fundamental is the Basel review?," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 211-223.
  37. Tarunika Jain Agrawal & Sanjay Sehgal, 2018. "Dynamic Interaction of Bank Risk Exposures: An Empirical Study for the Indian Banking Industry," IIM Kozhikode Society & Management Review, , vol. 7(2), pages 132-153, July.
  38. Federico Lubello & Abdelaziz Rouabah, 2019. "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Revista de Estabilidad Financiera, Banco de España, issue Autumn.
  39. Bitar, Mohammad & Pukthuanthong, Kuntara & Walker, Thomas, 2018. "The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 227-262.
  40. 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).
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