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Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
In: CGFS Papers.
RePEc:bis:biscgf:48.

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Cited: 27

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  1. The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi.
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  3. Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets. (2021). Edwards, Sebastian.
    In: NBER Working Papers.
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  4. Financial crises: Uncovering self-organized patterns and predicting stock markets instability. (2021). Pammolli, F ; Pecora, N ; Flori, A ; Spelta, A.
    In: Journal of Business Research.
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  5. Economic Growth at Risk: An Application to Chile. (2021). Sagner, Andres ; Fernandois, Antonio ; Alvarez, Nicolas.
    In: Working Papers Central Bank of Chile.
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  6. The International Aspects of Macroprudential Policy. (2020). Forbes, Kristin.
    In: NBER Working Papers.
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  7. Do cyclicality of loan-loss provisions and income smoothing matter for the capital crunch – the case of commercial banks in Poland. (2020). Kowalska, Iwona ; Chodnicka-Jaworska, Patrycja ; Olszak, Magorzata ; Witaa, Filip.
    In: Bank i Kredyt.
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  8. Guyana: Housing Market and Implications for Macroprudential Policies. (2020). Chow, Julian T.
    In: IMF Working Papers.
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  9. The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks. (2018). Olszak, Magorzata ; Kowalska, Iwona ; Roszkowska, Sylwia ; Pipie, Mateusz .
    In: Central European Journal of Economic Modelling and Econometrics.
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  10. Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model. (2018). Tanaka, Katsuyuki ; Hamori, Shigeyuki ; Kinkyo, Takuji.
    In: Sustainability.
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  11. Alternative Views on the Participation of Non-Euro Zone Countries at the Bank Union. (2017). Veronica, Mihutescu Cerna ; Liliana, Donath .
    In: Studia Universitatis Babe?-Bolyai Oeconomica.
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  12. The effect of capital ratio on lending: Do loan-loss provisioning practices matter?. (2017). Olszak, Małgorzata ; Witaa, Filip ; Kowalska, Iwona ; Chodnicka-Jaworska, Patrycja.
    In: Faculty of Management Working Paper Series.
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  13. Evaluating the impact of macroprudential policies on credit growth in Colombia. (2017). Murcia, Andrés ; Mendoza, juan ; Pabon, Andres Murcia ; Lizarazo, Angelica ; Gomez, Esteban .
    In: BIS Working Papers.
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  14. Macroprudential frameworks, implementation and relationships with other policies. (2017). Reserve, South African.
    In: BIS Papers chapters.
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  15. Evaluating the Impact of Macroprudential Policies in Colombias Credit Growth. (2017). Murcia, Andrés ; Mendoza, juan ; Lizarazo, Angelica ; Gomez, Esteban.
    In: Borradores de Economia.
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  16. Macroprudential policy instruments and procyclicality of loan-loss provisions – cross-country evidence. (2016). Olszak, Małgorzata ; Kowalska, Iwona ; Roszkowska, Sylwia.
    In: Faculty of Management Working Paper Series.
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  17. DO MACROPRUDENTIAL POLICY INSTRUMENTS AFFECT THE LINK BETWEEN LENDING AND CAPITAL RATIO? – CROSS-COUNTRY EVIDENCE. (2016). Olszak, Małgorzata ; Roszkowska, Sylwia ; Kowalska, Iwona.
    In: Faculty of Management Working Paper Series.
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  18. Macroprudential Policy Frameworks and Tools. (2016). Price, Fiona ; Orsmond, David .
    In: RBA Bulletin.
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  19. Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios. (2016). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
    In: HIT-REFINED Working Paper Series.
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  20. The use and effectiveness of macroprudential policies. (2016). Of, Central Bank.
    In: BIS Papers chapters.
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  21. Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick. (2015). Velauthapillai, Jeyakrishna .
    In: EconStor Preprints.
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  22. Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio.
    In: Review of Financial Economics.
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  23. Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio .
    In: Review of Financial Economics.
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  24. Macroprudential regulation under repo funding. (2015). Valderrama, Laura .
    In: Journal of Financial Intermediation.
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  25. Identifying Speculative Bubbles; A Two-Pillar Surveillance Framework. (2014). Jones, Bradley.
    In: IMF Working Papers.
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  26. Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk. (2013). Jobst, Andreas ; Gray, Dale F.
    In: IMF Working Papers.
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  27. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

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    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:21.

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  16. Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130063.

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  17. Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Oanea, Dumitru-Cristian ; Anghelache, Gabriela .
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:06:y:2014:i:2:p:069-080.

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  18. Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-17.

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  19. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market. (2014). Hattori, Akio ; Uchida, Yoshihiko ; Kikuchi, Kentaro ; Niwa, Fuminori .
    In: IMES Discussion Paper Series.
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  20. TENET: Tail-Event driven NETwork risk. (2014). Härdle, Wolfgang ; Sirotko-Sibirskaya, Natalia ; Hardle, Wolfgang Karl ; Wang, Weining.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-066.

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  21. Enhancing prudential standards in financial regulations. (2014). Jagtiani, Julapa ; Allen, Franklin ; Lang, William W. ; Goldstein, Itay.
    In: Working Papers.
    RePEc:fip:fedpwp:14-36.

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  22. Supervisory stress tests. (2014). Lehnert, Andreas ; Hirtle, Beverly.
    In: Staff Reports.
    RePEc:fip:fednsr:696.

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  23. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral V..
    In: CEPS Papers.
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  24. Model risk of risk models. (2014). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59296.

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  25. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

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  26. How does deposit insurance affect bank risk? Evidence from the recent crisis. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:312-321.

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  27. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:134-146.

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  28. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

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  29. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139.

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  30. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:23-34.

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  31. Why do some insurers become systemically relevant?. (2014). Muhlnickel, Janina ; Weiß, Gregor N. F., .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:95-117.

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  32. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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  33. Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:442.

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  34. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
    In: Working papers.
    RePEc:bfr:banfra:499.

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  35. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
    In: Working papers.
    RePEc:bfr:banfra:477.

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  36. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6575.

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  37. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
    In: Working Papers.
    RePEc:ies:wpaper:e201319.

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  38. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
    In: Working Papers.
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  39. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
    In: Staff Reports.
    RePEc:fip:fednsr:607.

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  40. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

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  41. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Working Paper Series.
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  42. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-27.

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  43. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

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  44. The systemic risk of energy markets. (2013). Pierret, Diane.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2013018.

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  45. Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea.
    In: Papers.
    RePEc:arx:papers:1306.2834.

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  46. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120115.

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  47. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
    RePEc:tas:wpaper:15473.

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  48. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-47.

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  49. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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  50. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
    In: CGFS Papers.
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