Nothing Special   »   [go: up one dir, main page]

create a website
The leverage ratio, risk-taking and bank stability. (2018). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan.
In: Bank of England working papers.
RePEc:boe:boeewp:0766.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 42

References cited by this document

Cocites: 52

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Regulatory effects on short-term interest rates. (2021). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:750-770.

    Full description at Econpapers || Download paper

  2. Capital allocation, the leverage ratio requirement. (2021). Vo, Quynh-Anh ; Neamtu, Ioana.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0956.

    Full description at Econpapers || Download paper

  3. Recourse, asymmetric information, and credit risk over the business cycle. (2020). Spierdijk, Laura ; van der Plaat, Mark.
    In: MPRA Paper.
    RePEc:pra:mprapa:104718.

    Full description at Econpapers || Download paper

  4. Bank Risk Determinants in Latin America. (2020). Baselga-Pascual, Laura ; Martinez-Malvar, Maria.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:3:p:94-:d:409891.

    Full description at Econpapers || Download paper

  5. The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302039.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. , “Basel III leverage ratio framework and disclosure requirements,” Technical Report, Basel Committee on Banking Supervision January 2014.
    Paper not yet in RePEc: Add citation now
  2. , “Capital floors: the design of a framework based on standardised approaches,” Consultative document, Basel Committee on Banking Supervision December 2014.
    Paper not yet in RePEc: Add citation now
  3. , “Why ’Basel II’ may need a leverage ratio restriction,” Journal of Banking & Finance, August 2008, 32 (8), 1699–1707.
    Paper not yet in RePEc: Add citation now
  4. Acosta Smith, Jonathan, “Interest Rates, Capital and Bank Risk-Taking,” Bank of England Working Paper Series, 2018.

  5. Admati, Anat and Martin Hellwig, The Bankers’ New Clothes: What’s Wrong with Banking and What to Do about It, Princeton University Press, 2013.

  6. Aggarwal, Raj and Kevin T. Jacques, “The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model,” Journal of Banking & Finance, 2001, 25 (6), 1139–1160.

  7. Arellano, Manuel and Stephen Bond, “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,” Review of Economic Studies, April 1991, 58 (2), 277–97.

  8. BCBS, “Strengthening the resilience of the banking sector,” Consultative document, Basel Committee on Banking Supervision December 2009.
    Paper not yet in RePEc: Add citation now
  9. Berger, Allen N. and Christa H.S. Bouwman, “How does capital affect bank performance during financial crises?,” Journal of Financial Economics, 2013, 109 (1), 146–176.

  10. Betz, Frank, Silviu Oprica, Tuomas A. Peltonen, and Peter Sarlin, “Predicting distress in European banks,” Journal of Banking & Finance, 2014, 45 (C), 225–241.

  11. Blum, Jürg M., “Do capital adequacy requirements reduce risks in banking?,” Journal of Banking & Finance, May 1999, 23 (5), 755–771.

  12. Brei, Michael and Leonardo Gambacorta, “Are bank capital ratios procyclical ? New evidence and perspectives,” Economic Policy, 2016, 31 (86), 357– 403.

  13. Calem, Paul and Rafael Rob, “The Impact of Capital-Based Regulation on Bank Risk-Taking,” Journal of Financial Intermediation, 1999, 8 (4), 317 – 352.

  14. Cameron, A. Colin and Pravin K. Trivedi, Microeconometrics: Methods and Applications, New York: Cambridge University Press, May 2005.
    Paper not yet in RePEc: Add citation now
  15. Cohen, Benjamin H. and Michela Scatigna, “Banks and capital requirements: channels of adjustment,” Journal of Banking & Finance, 2016, 29 (S1).

  16. de Ramon, Sebastian J. A., William B. Francis, and Qun Harris, “Bank capital requirements and balance sheet management practices: has the relationship changed after the crisis?,” Technical Report 2016.

  17. Dell’Ariccia, Giovanni, Luc Laeven, and Robert Marquez, “Real interest rates, leverage, and bank risk-taking,” Journal of Economic Theory, 2014, 149 (C), 65–99.

  18. EBA, “Report on the Leverage Ratio Requirements under Article 511 of the CRR,” Technical Report, European Banking Authority, London 2016.
    Paper not yet in RePEc: Add citation now
  19. ECB, “Eurosystem contribution to the European Commission’s call for evidence on the EU regulatory framework for financial services,” Technical Report, European Central Bank May 2015.
    Paper not yet in RePEc: Add citation now
  20. ESRB, “The ESRB Hanbook on Operationalising Macroprudential Policy in the Banking Sector. Addendum: Macroprudential Leverage Ratios,” Technical Report, European Systemic Risk Board June 2015.
    Paper not yet in RePEc: Add citation now
  21. Estrella, Arturo, Sangkyun Park, and Stavros Peristiani, “Capital ratios as predictors of bank failure,” Economic Policy Review, 2000, 6 (2).
    Paper not yet in RePEc: Add citation now
  22. Finansinspektionen, “The future strucutre of banks’ capital requirements,” July 2015. http //www.fi.se/upload/90 english/95 supervision/framtida−kapitalkrav −juni−2015−eng.pdf.
    Paper not yet in RePEc: Add citation now
  23. Flannery, Mark J., “Capital regulation and insured banks choice of individual loan default risks,” Journal of Monetary Economics, September 1989, 24 (2), 235–258.

  24. Fuertes, Ana-Maria and Elena Kalotychou, “Early warning systems for sovereign debt crises: The role of heterogeneity,” Computational Statistics & Data Analysis, November 2006, 51 (2), 1420–1441.

  25. Gennotte, Gerard and David Pyle, “Capital controls and bank risk,” Journal of Banking & Finance, September 1991, 15 (4-5), 805–824.

  26. Hellmann, Thomas F., Kevin C. Murdock, and Joseph E. Stiglitz, “Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?,” American Economic Review, 2000, 90 (1), 147–165.

  27. Imbens, Guido and Karthik Kalyanaraman, “Optimal Bandwidth Choice for the Regression Discontinuity Estimator,” Review of Economic Studies, 2012, 79 (3), 933–959.

  28. Jacques, Kevin and Peter Nigro, “Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach,” Journal of Economics and Business, 1997, 49 (6), 533 – 547.

  29. Jokipii, Terhi and Alistair Milne, “Bank capital buffer and risk adjustment decisions,” Journal of Financial Stability, August 2011, 7 (3), 165–178.

  30. Kahane, Yehuda, “Capital adequacy and the regulation of financial intermediaries, ” Journal of Banking & Finance, October 1977, 1 (2), 207–218.

  31. Keeley, Michael C. and Frederick T. Furlong, “A reexamination of meanvariance analysis of bank capital regulation,” Journal of Banking & Finance, March 1990, 14 (1), 69–84.

  32. Kiema, Ilkka and Esa Jokivuolle, “Does a leverage ratio requirement increase bank stability?,” Journal of Banking & Finance, 2014, 39, 240 – 254.

  33. Kim, Daesik and Anthony M Santomero, “Risk in banking and capital regulation, ” The Journal of Finance, 1988, 43 (5), 1219–1233.

  34. Koehn, Michael and Anthony M. Santomero, “Regulation of Bank Capital and Portfolio Risk,” The Journal of Finance, 1980, 35 (5), 1235–1244.

  35. Lang, Jan Hannes, Tuomas A. Peltonen, and Peter Sarlin, “A Framework for Ealy-Warning Modeling with an Application to Banks,” Mimeo, European Central Bank August 2015.

  36. Lo Duca, Marco and Tuomas A. Peltonen, “Assessing systemic risks and predicting systemic events,” Journal of Banking & Finance, 2013, 37 (7), 2183 – 2195.
    Paper not yet in RePEc: Add citation now
  37. Repullo, Rafael, “Capital requirements, market power, and risk-taking in banking, ” Journal of Financial Intermediation, April 2004, 13 (2), 156–182.

  38. Rime, Bertrand, “Capital requirements and bank behaviour: Empirical evidence for Switzerland,” Journal of Banking & Finance, 2001, 25 (4), 789 – 805.

  39. Schularick, Moritz and Alan M. Taylor, “Credit booms gone bust: Monetary policy, leverage cycles, and financial crises, 1870-2008,” American Economic Review, April 2012, 102 (2), 1029–61.

  40. Shrieves, Ronald E. and Drew Dahl, “The relationship between risk and capital in commercial banks,” Journal of Banking & Finance, 1992, 16 (2), 439 – 457.

  41. Treanor, Jill, “Barclays warns on new capital rules,” June 2013. The Guardian. http //www.theguardian.com/business/2013/jun/28/barclays−warns−on −new−capital−rules.
    Paper not yet in RePEc: Add citation now
  42. van den Berg, Jeroen, Bertrand Candelon, and Jean-Pierre Urbain, “A cautious note on the use of panel models to predict financial crises,” Economics Letters, October 2008, 101 (1), 80–83.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Bank Capital and the Cost of Equity. (2019). Chami, Ralph ; Ben Naceur, Sami ; Semet, Anis ; Bennaceur, Sami ; Belkhir, Mohamed.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/265.

    Full description at Econpapers || Download paper

  2. The leverage ratio, risk-taking and bank stability. (2018). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0766.

    Full description at Econpapers || Download paper

  3. Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:380.

    Full description at Econpapers || Download paper

  4. Consistency and stability analysis of models of a monetary growth imperative. (2016). Richters, Oliver ; Siemoneit, Andreas .
    In: VÖÖ Discussion Papers.
    RePEc:zbw:voodps:12016.

    Full description at Econpapers || Download paper

  5. Whose Credit Line is it Anyway; An Update on Banks Implicit Subsidies. (2016). Gudmundsson, Tryggvi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/224.

    Full description at Econpapers || Download paper

  6. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem .
    In: Working Papers.
    RePEc:bge:wpaper:906.

    Full description at Econpapers || Download paper

  7. Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model. (2015). Begenau, Juliane.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:687.

    Full description at Econpapers || Download paper

  8. Finance and Inclusive Growth. (2015). Hoeller, Peter ; Denk, Oliver ; Cournède, Boris.
    In: OECD Economic Policy Papers.
    RePEc:oec:ecoaab:14-en.

    Full description at Econpapers || Download paper

  9. Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. (2015). Rey, Helene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21162.

    Full description at Econpapers || Download paper

  10. Optimal Bank Recovery. (2015). Segoviano, Miguel A ; C. A. E. Goodhart, .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/217.

    Full description at Econpapers || Download paper

  11. Securities Trading by Banks and Credit Supply: Micro-Evidence. (2015). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10480.

    Full description at Econpapers || Download paper

  12. Bank Capital, Liquid Reserves, and Insolvency Risk. (2015). Morellec, Erwan ; Hugonnier, Julien.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10378.

    Full description at Econpapers || Download paper

  13. Overleveraging in the banking sector: Evidence from Europe. (2014). Semmler, Willi ; Schleer, Frauke ; Illner, Julian .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:14066.

    Full description at Econpapers || Download paper

  14. Towards deeper financial integration in Europe: What the Banking Union can contribute. (2014). Weigert, Benjamin ; Körner, Tobias ; Buch, Claudia ; Korner, Tobias .
    In: Working Papers.
    RePEc:zbw:svrwwp:022013r.

    Full description at Econpapers || Download paper

  15. The limits of model-based regulation. (2014). Vig, Vikrant ; Haselmann, Rainer ; Behn, Markus Wilhelm .
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:82.

    Full description at Econpapers || Download paper

  16. Dealing with financial crises: How much help from research?. (2014). Pagano, Marco.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:481.

    Full description at Econpapers || Download paper

  17. Trust, trustworthiness and selection into the financial industry. (2014). Gill, Andrej ; Heinz, Matthias ; Schumacher, Heiner.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:458.

    Full description at Econpapers || Download paper

  18. On the economics of crisis contracts. (2014). Gersbach, Hans ; Aptus, Elias ; Britz, Volker .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:453.

    Full description at Econpapers || Download paper

  19. Dealing with Financial Crises: How Much Help from Research?. (2014). Pagano, Marco.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:361.

    Full description at Econpapers || Download paper

  20. The Banking Regulatory Bubble and How to Get out of It. (2014). Neuberger, Doris ; Ferri, Giovanni.
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:y:2014:i:2:p:39-69.

    Full description at Econpapers || Download paper

  21. The Solution is Full Reserve / 100% Reserve Banking.. (2014). Musgrave, Ralph.
    In: MPRA Paper.
    RePEc:pra:mprapa:57955.

    Full description at Econpapers || Download paper

  22. The Dutch Disease in Reverse: Icelands Natural Experiment. (2014). Gylfason, Thorvaldur ; Zoega, Gylfi.
    In: OxCarre Working Papers.
    RePEc:oxf:oxcrwp:138.

    Full description at Econpapers || Download paper

  23. The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20501.

    Full description at Econpapers || Download paper

  24. How does macroprudential regulation change bank credit supply?. (2014). Tsomocos, Dimitrios ; Kashyap, Anil ; Vardoulakis, Alexandros P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20165.

    Full description at Econpapers || Download paper

  25. Financial Stability, Monetary Policy, Banking Supervision, and Central Banking. (2014). Hellwig, Martin.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2014_09.

    Full description at Econpapers || Download paper

  26. The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: Working Papers.
    RePEc:hkm:wpaper:252014.

    Full description at Econpapers || Download paper

  27. The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-23.

    Full description at Econpapers || Download paper

  28. Lessons for Monetary Policy from the Euro-Area Crisis. (2014). Goodhart, C. A. E., .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:39:y:2014:i:pb:p:378-382.

    Full description at Econpapers || Download paper

  29. Financial crisis and bank executive incentive compensation. (2014). Bolton, Brian ; Bhagat, Sanjai.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:25:y:2014:i:c:p:313-341.

    Full description at Econpapers || Download paper

  30. Interaction Between Monetary Policy and Regulatory Capital Requirements. (2014). Miles, David ; Du, Chuan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10200.

    Full description at Econpapers || Download paper

  31. The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10161.

    Full description at Econpapers || Download paper

  32. Regulatory Capture by Sophistication. (2014). Schnabel, Isabel ; Hakenes, Hendrik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10100.

    Full description at Econpapers || Download paper

  33. Chapter 4: Banking Union: Who Should Take Charge?. (2014). Valentinyi, Akos ; Sturm, Jan-Egbert ; Sinn, Hans-Werner ; James, Harold ; Driffill, Edward ; Bertola, Giuseppe.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2014:i::p:91-108.

    Full description at Econpapers || Download paper

  34. The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4993.

    Full description at Econpapers || Download paper

  35. Inside Money, Procyclical Leverage, and Banking Catastrophes. (2014). Sethi, Rajiv ; Brummitt, Charles D. ; Watts, Duncan J..
    In: Papers.
    RePEc:arx:papers:1403.1637.

    Full description at Econpapers || Download paper

  36. Towards deeper financial integration in Europe: What the Banking Union can contribute. (2013). Weigert, Benjamin ; Körner, Tobias ; Buch, Claudia ; Korner, Tobias .
    In: Working Papers.
    RePEc:zbw:svrwwp:022013.

    Full description at Econpapers || Download paper

  37. Ãœberforderung statt Langeweile?. (2013). Remsperger, Hermann .
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:3.

    Full description at Econpapers || Download paper

  38. Is monetary policy overburdened?. (2013). Orphanides, Athanasios.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:75.

    Full description at Econpapers || Download paper

  39. Contextualizing Systemic Risk. (2013). Scheffknecht, Lukas.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201317.

    Full description at Econpapers || Download paper

  40. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy.
    In: Economics Papers.
    RePEc:nuf:econwp:1312.

    Full description at Econpapers || Download paper

  41. Three Branches of Theories of Financial Crises. (2013). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18670.

    Full description at Econpapers || Download paper

  42. Lessons of the European crisis for regional monetary and financial integration in East Asia. (2013). Volz, Ulrich.
    In: Asia Europe Journal.
    RePEc:kap:asiaeu:v:11:y:2013:i:4:p:355-376.

    Full description at Econpapers || Download paper

  43. International Capital Flows and Domestic Financial Conditions: Lessons for Emerging Asia. (2013). Lane, Philip.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp438.

    Full description at Econpapers || Download paper

  44. Is monetary policy overburdened?. (2013). Orphanides, Athanasios.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:13-8.

    Full description at Econpapers || Download paper

  45. Fifty Years in the Evolution of Bank Business Models. (2013). Llewellyn, David .
    In: SUERF 50th Anniversary Volume Chapters.
    RePEc:erf:erfftc:1-9.

    Full description at Econpapers || Download paper

  46. Ratio controls need reconsideration. (2013). Goodhart, Charles.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:445-450.

    Full description at Econpapers || Download paper

  47. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy.
    In: Research Papers.
    RePEc:ecl:stabus:2132.

    Full description at Econpapers || Download paper

  48. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy I..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9618.

    Full description at Econpapers || Download paper

  49. The Invisible Hand and the Banking Trade: Seigniorage, Risk-shifting and More. (2013). Miller, Marcus ; Zhang, Lei.
    In: CAGE Online Working Paper Series.
    RePEc:cge:wacage:135.

    Full description at Econpapers || Download paper

  50. Is monetary policy overburdened?. (2013). Orphanides, Athanasios.
    In: BIS Working Papers.
    RePEc:bis:biswps:435.

    Full description at Econpapers || Download paper

  51. The Federal Reserve and Panic Prevention: The Roles of Financial Regulation and Lender of Last Resort. (2013). Metrick, Andrew ; Gorton, Gary.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:27:y:2013:i:4:p:45-64.

    Full description at Econpapers || Download paper

  52. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-24 19:32:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.