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Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market

Citations

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Cited by:

  1. Faisal Abbas & Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2021. "Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector," JRFM, MDPI, vol. 14(4), pages 1-13, March.
  2. Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020. "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, vol. 48(C).
  3. van Horen, Neeltje & Kotidis, Antonios, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
  4. Bicu, Andreea & Chen, Louisa & Elliott, David, 2017. "The leverage ratio and liquidity in the gilt and repo markets," Bank of England working papers 690, Bank of England, revised 19 Dec 2017.
  5. Aref Mahdavi Ardekani, 2020. "Liquidity, Interbank Network Topology and Bank Capital," Post-Print halshs-02967226, HAL.
  6. Martin Bolfek & Karmen Prtenjača Mažer & Berislav Bolfek, 2024. "What Are the Differences in the Area of Profitability and Efficiency When Early and Late Adopters Are Analyzed Regarding the Basel III Leverage Ratio?," JRFM, MDPI, vol. 17(1), pages 1-17, January.
  7. 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.
  8. Huh, Yesol & Infante, Sebastian, 2021. "Bond market intermediation and the Role of Repo," Journal of Banking & Finance, Elsevier, vol. 122(C).
  9. Noss, Joseph & Patel, Rupal, 2019. "Decomposing changes in the functioning of the sterling repo market," Bank of England working papers 797, Bank of England.
  10. Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.
  11. Office of Financial Research (ed.), 2017. "2017 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 17-2.
  12. Meraj Allahrakha & Jill Cetina & Benjamin Munyan & Sumudu Watugala, 2019. "The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption," Working Papers 19-02, Office of Financial Research, US Department of the Treasury.
  13. Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2020. "Bank Leverage Limits and Regulatory Arbitrage: Old Question‐New Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 241-266, October.
  14. Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
  15. Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3.
  16. Dr. Lucas Marc Fuhrer & Dr. Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021. "Reserve tiering and the interbank market," Working Papers 2021-17, Swiss National Bank.
  17. Bank for International Settlements, 2017. "Repo market functioning," CGFS Papers, Bank for International Settlements, number 59, december.
  18. Kaliyev Kalizhan Sagatbekovich & Mira Nurmakhanova, 2023. "Bank industry business modeling in economies of transition," SN Business & Economics, Springer, vol. 3(11), pages 1-19, November.
  19. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022. "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, vol. 61(C).
  20. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
  21. Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2023. "Window dressing of regulatory metrics: evidence from repo markets," Working Paper Series 2771, European Central Bank.
  22. Hyeyoon Jung, 2021. "Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments," Staff Reports 989, Federal Reserve Bank of New York.
  23. Erten, Irem & Neamtu, Ioana & Thanassoulis, John, 2023. "The ring-fencing bonus," Bank of England working papers 999, Bank of England.
  24. Baolei Qi & Mohamed Marie & Ahmed S. Abdelwahed & Ibrahim N. Khatatbeh & Mohamed Omran & Abdallah A. S. Fayad, 2023. "Bank Risk Literature (1978–2022): A Bibliometric Analysis and Research Front Mapping," Sustainability, MDPI, vol. 15(5), pages 1-27, March.
  25. Richard K. Crump & João A. C. Santos, 2018. "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
  26. Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
  27. 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.
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