- Acharya, V., C. Brownlees, R. Engle, F. Farazmand, and M. Richardson (2010): Measuring Systemic Risk In Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance, ed. V. Acharya, T. Cooley, M. Richardson, and I. Walter, chapter 4. John Wiley Sons.
Paper not yet in RePEc: Add citation now
Acharya, V., R. Engle, and M. Richardson (2012): Capital Shortfall: A New Approach to Rankings and Regulating Systemic Risks, American Economic Review: Papers and Proceedings, 102, 59 - 64.
Acosta - Smith, J., G. Arnould, K. Milonas and Q.A. Vo (2019): Capital and liquidity interaction in banking, Bank of England Working Paper No. 840.
Acosta - Smith, J., G. Ferrara and F. Rodriguez-Tous (2018): The impact of the leverage ratio on client clearing, Bank of England working paper No. 735.
Adrian, T. and N. Boyarchenko (2018): Liquidity policies and systemic risk, Journal of Financial Intermediation, 35, 45 - 60.
Aikman, D., A. Haldane, M. Hinterschweiger and S. Kapadia (2018): Rethinking Financial Stability, Bank of England Working Paper No. 712.
Aldasoro, I., D. D. Gatti and E. Faia (2017): Bank networks: Contagion, systemic risk and prudential policy, Journal of Economic Behavior and Organisation, 142, 164 - 188.
Barell, R., E.P. Davis, D. Karim and I. Liadze (2010) The impact of global imbalances: Does the current account balance help to predict banking crises in OECD countries?, NIESR Discussion Paper No. 351.
Behn, M., C. Daminato and C. Salleo (2019): A dynamic model of bank behaviour under multiple regulatory constraints, ECB working paper No 2233.
- Boissay, F., F. Collard and C. Punzo (2018): Macroeconomics of Bank Capital and Liquidity Regulations, mimeo.
Paper not yet in RePEc: Add citation now
Brooke, M., O. Bush, R. Edwards, J. Ellis, B. Francis, R. Harimohan, K. Neiss and C. Siegert (2015): Measuring the macroeconomic costs and bene˝ts of higher UK bank capital requirements, Bank of England Financial Stability Paper No. 35.
- Carletti, E., I. Goldstein and A. Leonello (2020): The interdependence of bank capital and liquidity, Unpublished manuscript.
Paper not yet in RePEc: Add citation now
- Cecchetti, S. and A. Kashyap (2018): What binds? Interactions between bank capital and liquidity regulations, The Changing Fortunes of Central Banking, Cambridge University Press.
Paper not yet in RePEc: Add citation now
Cifuentes, R., G. Ferrucci and H.S. Shin (2005): Liquidity Risk and contagion, Journal of the European Economic Association, 3, 556 - 566.
- Covas, F. and J.C. Driscoll (2014): Bank liquidity and capital regulation in general equilibrium, Finance and Economics Discussion Series, Federal Reserve Board.
Paper not yet in RePEc: Add citation now
De Bandt, O., S. Lecarpentier and C. Pouvelle (2021): Determinants of banks' liquidity: A French perspective on interactions between market and regulatory requirements , Journal of Banking and Finance, 124, 1 - 18.
De Nicolo, G., A. Gamba and M. Lucchetta (2014): Microprudential regulation in a dynamic model of banking, Review of Financial Studies, 27, 2097 - 2138.
- De-Ramon, S., Z. Iscenko, M. Osborne, M. Straughan and P. Andrews (2012): Measuring the impact of prudential policy on the macroeconomy, Financial Services Authority (FSA) Occasional Paper Series No 42.
Paper not yet in RePEc: Add citation now
DeYoung, R., I. Distinguin and A. Tarazi (2018): The join regulation of bank liquidity and bank capital, Journal of Financial Intermediation, 34, 32 - 46.
- Diamond, D.W. and A.K. Kashyap (2016): Liquidity requirements, liquidity choice, and ˝nancial stability, Handbook of Macroeconomics.
Paper not yet in RePEc: Add citation now
Eisenbach, T., T. Keister, J. McAndrews and T. Yorulmazer (2014): Stability of funding models: an analytical framework, FRBNY Economic Policy Review
Gomez, F. and Q.A. Vo (2020): Liquidity management, ˝re sale and liquidity crises in banking: The role of leverage, Bank of England Working Paper No. 894.
Ikeda, D. (2018): Bank Runs, Prudential Tools and Social Welfare in a Global Game General Equilibrium Model, Bank of England Working Paper No.732.
Jorda, O., B. Richter, M. Schularick and A. M. Taylor (2017): Bank capital redux: Solvency, liquidity and crisis, NBER working paper 23287.
Kara, G. I. and S. M. Ozsoy (2020): Bank regulation under ˝re sale externalities, Review of Financial Studies, 33, 2554 - 2584.
- Koenig, P. J. (2015): Liquidity Requirements: A Double-Edged Sword, International Journal of Central Banking, 11, 129 - 167.
Paper not yet in RePEc: Add citation now
Kotidis A, and N. Van Horen (2018): Repo market functioning: The role of capital regulation, Bank of England working paper No. 746.
Lallour, A. and H. Mio (2016): Do we need a stable funding ratio? Banks' funding in the global ˝nancial crisis, Bank of England working papers No. 602.
Milgrom, P. and J. Roberts (1995): Complementarities and ˝t strategy, structure, and organizational change in manufacturing, Journal of Accounting and Economics, 19, 179 - 208.
Morris, S. and H.S. Shin (2016): Illiquidity component of credit risk, International Economic Review, 57, 1135 - 1148.
Pierret, D. (2015): Systemic Risk and the Solvency-Liquidity Nexus of Banks, International Journal of Central Banking, 11, 193 - 227.
- Van den Heuvel, S. J. (2018): The Welfare e˙ects of bank liquidity and capital requirements, Unpublished manuscript.
Paper not yet in RePEc: Add citation now
Vazquez, F. and P. Federico (2015): Bank funding structures and risk: Evidence from the global ˝nancial crisis, Journal of Banking and Finance, 61, 1 - 14.
Vives, X. (2014): Strategic complementarity, fragility, and regulations, Review of Financial Studies, 27, 3547 - 3592.