(Translated by https://www.hiragana.jp/)
Citation data for document RePEc:fip:fednsr:704
create a website

Banks incentives and the quality of internal risk models. (2014). santos, joao ; Plosser, Matthew ; Santos, Joao A. C., .
In: Staff Reports.
RePEc:fip:fednsr:704.

Full description at Econpapers || Download paper

Cited: 37

Citations received by this document

Cites: 28

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Discretionary decisions in capital requirements under Solvency II. (2023). Schlutter, Sebastian ; Grochola, Nicolaus.
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:5023.

    Full description at Econpapers || Download paper

  2. Consistency of banks internal probability of default estimates: Empirical evidence from the COVID-19 crisis. (2023). Teply, Petr ; Stepankova, Barbora.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300167x.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. How bad is a bad loan? Distinguishing inherent credit risk from inefficient lending (Does the capital market price this difference?). (2022). Hughes, Joseph ; Moon, Choon-Geol.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:120:y:2022:i:c:s0148619522000145.

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Are contingent convertibles going-concern capital?. (2020). Ricci, Ornella ; Pennacchi, George ; Fiordelisi, Franco.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300245.

    Full description at Econpapers || Download paper

  8. Variability in risk-weighted assets: what does the market think?. (2020). Farag, Marc ; Esho, Neil ; Zuin, Christopher ; Bastos, Edson .
    In: BIS Working Papers.
    RePEc:bis:biswps:844.

    Full description at Econpapers || Download paper

  9. The impact of the IRB approach on the relationship between the cost of credit for public companies and financial market conditions. (2020). Gallo, Raffaele.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1290_20.

    Full description at Econpapers || Download paper

  10. Evaluating the AMA and the new standardized approach for operational risk capital. (2019). Migueis, Marco.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:20:y:2019:i:4:d:10.1057_s41261-019-00095-z.

    Full description at Econpapers || Download paper

  11. Implications of Model Uncertainty for Bank Stress Testing. (2019). Poblacion, Javier ; Gross, Marco.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0275-4.

    Full description at Econpapers || Download paper

  12. Strategic Selection of Risk Models and Bank Capital Regulation. (2019). Colliard, Jean-Edouard.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:6:p:2591-2606.

    Full description at Econpapers || Download paper

  13. How do lead banks use their private information about loan quality in the syndicated loan market?. (2019). Koepke, Matthew M ; Berger, Allen N ; Balasubramanyan, Lakshmi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:53-78.

    Full description at Econpapers || Download paper

  14. The Rise of Shadow Banking: Evidence from Capital Regulation. (2019). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M.
    In: Working Papers.
    RePEc:bge:wpaper:1098.

    Full description at Econpapers || Download paper

  15. A comprehensive view on risk reporting: Evidence from supervisory data. (2018). Abbassi, Puriya ; Schmidt, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082018.

    Full description at Econpapers || Download paper

  16. The rise of shadow banking: evidence from capital regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1652.

    Full description at Econpapers || Download paper

  17. When gambling for resurrection is too risky. (2018). Kirti, Divya.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201869.

    Full description at Econpapers || Download paper

  18. Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities. (2018). Tchistyi, Alexei ; Pennacchi, George.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:331.

    Full description at Econpapers || Download paper

  19. A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe. (2018). Mer, Katalin.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1797.

    Full description at Econpapers || Download paper

  20. Bank leverage limits and regulatory arbitrage: new evidence on a recurring question. (2018). Morgan, Donald ; Choi, Dong Beom ; Holcomb, Michael R.
    In: Staff Reports.
    RePEc:fip:fednsr:856.

    Full description at Econpapers || Download paper

  21. Modeling Your Stress Away. (2018). Niepmann, Friederike ; Stebunovs, Viktors.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1232.

    Full description at Econpapers || Download paper

  22. The Rise of Shadow Banking : Evidence from Capital Regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-39.

    Full description at Econpapers || Download paper

  23. Forward-looking and Incentive-compatible Operational Risk Capital Framework. (2018). Migueis, Marco.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-87.

    Full description at Econpapers || Download paper

  24. A comprehensive view on risk reporting: Evidence from supervisory data. (2018). Abbassi, Puriya ; Schmidt, Michael.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:36:y:2018:i:c:p:74-85.

    Full description at Econpapers || Download paper

  25. Strategic estimation of asset fair values. (2018). Nikolova, Stanislava (Stas) ; Jagolinzer, Alan D ; Hanley, Kathleen W.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:66:y:2018:i:1:p:25-45.

    Full description at Econpapers || Download paper

  26. Modeling Your Stress Away. (2018). Niepmann, Friederike ; Stebunovs, Viktors.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12624.

    Full description at Econpapers || Download paper

  27. Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_016.

    Full description at Econpapers || Download paper

  28. Risk sensitivity and risk shifting in banking regulation. (2018). Hinterschweiger, Marc ; Saporta, Victoria ; Neumann, Tobias.
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0044.

    Full description at Econpapers || Download paper

  29. Comparability of Basel risk weights in the EU banking sector. (2017). Dome, Sophia ; Kerbl, Stefan.
    In: Financial Stability Report.
    RePEc:onb:oenbfs:y:2017:i:34:b:2.

    Full description at Econpapers || Download paper

  30. Risk Management and Regulation. (2017). Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12422.

    Full description at Econpapers || Download paper

  31. Are risk-based capital requirements detrimental to corporate lending? Evidence from Europe. (2017). Bruno, Brunella ; Resti, Andrea Cesare ; Nocera, Giacomo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12007.

    Full description at Econpapers || Download paper

  32. Risks and challenges of complex financial isntruments: an analysis of SSM banks. (2017). Schifino, Antonio ; Sabatini, Emiliano ; Raponi, Jacopo ; Perez, Tommaso ; Mosca, Roberto ; Lodi, Lanfranco ; Diprizio, Giovanni ; Conciarelli, Alessandro ; Ciavoliello, Luca Giulio ; Potente, Francesco ; Roca, Rosario.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_417_17.

    Full description at Econpapers || Download paper

  33. Banks internal rating models - time for a change? The system of floors as proposed by the Basel committee. (2016). Haselmann, Rainer ; Wahrenburg, Mark.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:43.

    Full description at Econpapers || Download paper

  34. Arbitraging the Basel securitization framework: Evidence from German ABS investment. (2016). Efing, Matthias.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201622.

    Full description at Econpapers || Download paper

  35. REGULATING A MODEL. (2016). Yilmaz, Bilge ; Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:16-31.

    Full description at Econpapers || Download paper

  36. The limits of model-based regulation. (2016). Haselmann, Rainer ; Vig, Vikrant ; Behn, Markus.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161928.

    Full description at Econpapers || Download paper

  37. Information Sharing and Rating Manipulation. (2016). Sturgess, Jason ; Giannetti, Mariassunta ; Liberti, Jose Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11154.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. , , and , “The failure of models that predict failure: Distance, incentives, and defaults,” Journal of Financial Economics, 2014, (0), –.
    Paper not yet in RePEc: Add citation now
  2. , “Combining Deposit Taking with Credit Line Provision and the Rick of Concurrent Runs by Depositors and Firms,” Working Paper, 2013.
    Paper not yet in RePEc: Add citation now
  3. Basel Committee on Banking Supervision, “International Convergence of Capitalpital Measurement and Capital Standards,” Technical Report June 2006.
    Paper not yet in RePEc: Add citation now
  4. Begley, Taylor, Amiyatosh Purnanandam, and Kuncheng Zheng, “The Strategic Under-Reporting of Bank Risk,” Working Paper, 2014.
    Paper not yet in RePEc: Add citation now
  5. Behn, Markus, Rainer Haselman, and Vikrant Vig, “The Limits of Model-Based Regulation, ” Working Paper, 2014. Bord, Vitaly and Joao A. C. Santos, “Does Securitization of Corporate Loans Lead to Riskier Lending,” Journal of Money, Credit and Banking, Forthcoming.
    Paper not yet in RePEc: Add citation now
  6. Bord, Vitaly M. and Joao A. C. Santos, “The Rise of the Originate-to-Distribute Model and the Role of Banks in Financial Intermediation.,” Federal Reserve Bank of New York Economic Policy Review, 2012, 18 (2), 21 – 34.

  7. Carey, Mark, “A Guide to Choosing Absolute Bank Capital Requirements.,” Journal of Banking and Finance, 2002, 26 (5), 929 – 951.

  8. Financial Services Authority, “Results of 2011 Hypothetical Portfolio Exercise for Sovereign, Banks and Large Corporates,” 2012.
    Paper not yet in RePEc: Add citation now
  9. Firestone, Simon and Marcelo Rezende, “Are Banks’ Internal Risk Parameters Consistent ?: Evidence from Syndicated Loans,” 2013.

  10. Focarelli, Dario, Alberto Franco Pozzolo, and Luca Casolaro, “The Pricing Effect of Certification on Syndicated Loans.,” Journal of Monetary Economics, 2008, 55 (2), 335 – 349.

  11. Grossman, Sanford J., “The Informational Role of Warranties and Private Disclosure about Product Quality.,” Journal of Law and Economics, 1981, 24 (3), 461 – 483.

  12. Hale, Galina and Joao A. C. Santos, “Do Banks Price Their Informational Monopoly?.,” Journal of Financial Economics, 2009, 93 (2), 185 – 206.

  13. Hughes, John S. and Suil Pae, “Voluntary Disclosure of Precision Information.,” Journal of Accounting and Economics, 2004, 37 (2), 261 – 289.

  14. Ivashina, Victoria, “Asymmetric Information Effects on Loan Spreads.,” Journal of Financial Economics, 2009, 92 (2), 300 – 319.

  15. Jacobson, Tor, Jesper Linde, and Kasper Roszbach, “Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies.,” Journal of Banking and Finance, 2006, 30 (7), 1899 – 1926.

  16. Jr., Robert E. Lucas, “Econometric policy evaluation: A critique,” Carnegie-Rochester Conference Series on Public Policy, 1976, 1 (0), 19 – 46.

  17. Jung, Woon-Oh and Young K. Kwon, “Disclosure When the Market Is Unsure of Information Endowment of Managers.,” Journal of Accounting Research, 1988, 26 (1), 146 – 153.

  18. Kahn, Charles M. and Joao A. C. Santos, “Who Should Act as Lender of Last Resort? An Incomplete Contracts Model: A Comment.,” Journal of Money, Credit, and Banking, 2006, 38 (4), 1111 – 1118.

  19. Kaplow, Louis and Steven Shavell, “Optimal Law Enforcement with Self-Reporting of Behavior,” Journal of Political Economy, 1994, 102 (3), 583–606.

  20. Keynes, John Maynard, General Theory of Employment, Interest and Money, New York: Harcourt Brace and Co., 1936.
    Paper not yet in RePEc: Add citation now
  21. Milgrom, Paul and John Roberts, “Price and Advertising Signals of Product Quality.,” Journal of Political Economy, 1986, 94 (4), 796 – 821.

  22. Milgrom, Paul R., “Good News and Bad News: Representation Theorems and Applications.,” Bell Journal of Economics, 1981, 12 (2), 380 – 391.

  23. Rajan, Uday, Amit Seru, and Vikrant Vig, “Statistical Default Models and Incentives,” The American Economic Review, 2010, 100 (2), pp. 506–510.

  24. RMA Capital Working Group, “EDF Estimation: A ‘Test-Deck’ Exercise,” RMA Journal, November 2000, pp. 54–61.
    Paper not yet in RePEc: Add citation now
  25. Santos, Joao A. C., “Bank Corporate Loan Pricing Following the Subprime Crisis.,” Review of Financial Studies, 2011, 24 (6), 1916 – 1943.
    Paper not yet in RePEc: Add citation now
  26. Scharfstein, David S. and Jeremy C. Stein, “Herd Behavior and Investment,” The American Economic Review, 1990, 80 (3), pp. 465–479.

  27. Sufi, Amir, “Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans.,” Journal of Finance, 2007, 62 (2), 629 – 668.

  28. Verrecchia, Robert E., “Discretionary Disclosure.,” Journal of Accounting and Economics, 1983, 5 (3), 179 – 194.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Why strong banks fail. (2023). Ozili, Peterson K.
    In: MPRA Paper.
    RePEc:pra:mprapa:116984.

    Full description at Econpapers || Download paper

  2. Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1012.

    Full description at Econpapers || Download paper

  3. Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors. (2022). Chen, Jiakai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002369.

    Full description at Econpapers || Download paper

  4. Risk governance and financial stability: A comparative study of conventional and Islamic banks in the GCC. (2022). Ahmed, Habib ; Raouf, Hajar.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302994.

    Full description at Econpapers || Download paper

  5. Bank lending networks and the propagation of natural disasters. (2022). , Joo ; Macchiavelli, Marco ; Ivanov, Ivan T.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:3:p:903-927.

    Full description at Econpapers || Download paper

  6. International bank credit, nonbank lenders, and access to external financing. (2022). Tsoukas, Serafeim ; Spaliara, Marinaeliza ; Serena, Jose Maria.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1214-1232.

    Full description at Econpapers || Download paper

  7. The rise of shadow banking: Evidence from capital regulation. (2021). Peydro, Jose-Luis ; Meisenzahl, Ralf ; Iyer, Rajkamal ; Irani, Rustom.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:233028.

    Full description at Econpapers || Download paper

  8. Financial technology and the future of banking. (2021). Broby, Daniel.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00264-y.

    Full description at Econpapers || Download paper

  9. Does credit type matter for relationship lending? The special role of bank credit lines. (2021). Zhao, Yijia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313972.

    Full description at Econpapers || Download paper

  10. Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den
  11. LENDING COMPETITION AND LOAN SALES: A MACROECONOMIC ANALYSIS UNDER DIRECTED SEARCH. (2021). Li, Zhe ; Huang, Kevin ; Sun, Jianfei.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:59:y:2021:i:2:p:648-661.

    Full description at Econpapers || Download paper

  12. The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). Trapanese, Maurizio.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_625_21.

    Full description at Econpapers || Download paper

  13. The Rise of Shadow Banking: Evidence from Capital Regulation. (2020). Meisenzahl, Ralf ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom.
    In: EconStor Preprints.
    RePEc:zbw:esprep:216799.

    Full description at Econpapers || Download paper

  14. 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

  15. Securitized banking and interest rate sensitivity. (2020). Du, Brian.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00809-4.

    Full description at Econpapers || Download paper

  16. The Myth of the Lead Arranger’s Share. (2020). Blickle, Kristian ; Saunders, Anthony ; Hillenbrand, Sebastian ; Fleckenstein, Quirin.
    In: Staff Reports.
    RePEc:fip:fednsr:87916.

    Full description at Econpapers || Download paper

  17. Concentration of control rights in leveraged loan syndicates. (2020). Nini, Greg ; Berlin, Mitchell ; Yu, Edison G.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:1:p:249-271.

    Full description at Econpapers || Download paper

  18. Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects. (2019). Minoiu, Camelia ; Kapan, Tumer ; Hale, Galina.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-52.

    Full description at Econpapers || Download paper

  19. CLO trading and collateral manager bank affiliation. (2019). , Joo ; Peristiani, Stavros .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:39:y:2019:i:c:p:47-58.

    Full description at Econpapers || Download paper

  20. How do lead banks use their private information about loan quality in the syndicated loan market?. (2019). Koepke, Matthew M ; Berger, Allen N ; Balasubramanyan, Lakshmi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:53-78.

    Full description at Econpapers || Download paper

  21. The Rise of Shadow Banking: Evidence from Capital Regulation. (2019). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M.
    In: Working Papers.
    RePEc:bge:wpaper:1098.

    Full description at Econpapers || Download paper

  22. The rise of shadow banking: evidence from capital regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1652.

    Full description at Econpapers || Download paper

  23. The Rise of Shadow Banking : Evidence from Capital Regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-39.

    Full description at Econpapers || Download paper

  24. Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance. (2018). santos, joao ; Plosser, Matthew ; Kim, Sooji.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:34:y:2018:i:c:p:17-31.

    Full description at Econpapers || Download paper

  25. Fintech, regulatory arbitrage, and the rise of shadow banks. (2018). Buchak, Greg ; Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:3:p:453-483.

    Full description at Econpapers || Download paper

  26. Liquidity risk and maturity management over the credit cycle. (2018). santos, joao ; Mian, Atif.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:2:p:264-284.

    Full description at Econpapers || Download paper

  27. The hidden soul of financial innovation: An agent-based modelling of home mortgage securitization and the finance-growth nexus. (2018). Lauretta, Eliana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:51-73.

    Full description at Econpapers || Download paper

  28. A Review of Shadow Banking. (2018). Adrian, Tobias ; Cetorelli, Nicola ; Breuer, Peter ; Ashcraft, Adam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13363.

    Full description at Econpapers || Download paper

  29. The Rise of Shadow Banking: Evidence from Capital Regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf ; Iyer, Rajkamal ; Irani, Rustom M.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12913.

    Full description at Econpapers || Download paper

  30. Banks’ Exposure to Rollover Risk and the Maturity of Corporate Loans. (2017). santos, joao ; Paligorova, Teodora.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:4:p:1739-1765..

    Full description at Econpapers || Download paper

  31. Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks. (2017). Seru, Amit ; Piskorski, Tomasz ; Buchak, Greg ; Matvos, Gregor.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23288.

    Full description at Econpapers || Download paper

  32. Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance. (2017). santos, joao ; Plosser, Matthew ; Kim, Sooji.
    In: Staff Reports.
    RePEc:fip:fednsr:815.

    Full description at Econpapers || Download paper

  33. Pipeline risk in leveraged loan syndication. (2017). Meisenzahlimeon, Ralf ; Malherbe, Frederic ; Bruche, Max.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118977.

    Full description at Econpapers || Download paper

  34. Pipeline Risk in Leveraged Loan Syndication. (2017). Malherbe, Frederic ; Bruche, Max ; Meisenzahl, Ralf .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11956.

    Full description at Econpapers || Download paper

  35. Rating Performance and Bank Business Models: Is There a Change with the 2007–2009 Crisis?. (2016). Ferri, Giovanni ; D'Apice, Vincenzo ; Lacitignola, Punziana ; Dapice, Vincenzo.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:2:y:2016:i:3:d:10.1007_s40797-016-0036-9.

    Full description at Econpapers || Download paper

  36. Crisis Transmission in the Global Banking Network. (2016). Hale, Galina ; Minoiu, Camelia ; Kapan, Tumer.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/091.

    Full description at Econpapers || Download paper

  37. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

    Full description at Econpapers || Download paper

  38. The transformation of banking: Tying loan interest rates to borrowers CDS spreads. (2016). santos, joao ; Ivanov, Ivan T ; Vo, Thu .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:38:y:2016:i:c:p:150-165.

    Full description at Econpapers || Download paper

  39. Does Securitization of Corporate Loans Lead to Riskier Lending?. (2015). santos, joao ; Bord, Vitaly M.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:47:y:2015:i:2-3:p:415-444.

    Full description at Econpapers || Download paper

  40. Shadow banking, relationship banking, and the economics of depression. (2015). Bianco, Antonio.
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2015:43.

    Full description at Econpapers || Download paper

  41. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2015). Meisenzahl, Ralf R. ; Irani, Rustom M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-01.

    Full description at Econpapers || Download paper

  42. Loan Monitoring and Bank Risk. (2015). Nakata, Hiroyuki ; Instefjord, Norvald ; Hiroyuki, Nakata .
    In: Discussion papers.
    RePEc:eti:dpaper:15121.

    Full description at Econpapers || Download paper

  43. Bank loans and troubled debt restructurings. (2015). Demiroglu, Cem ; James, Christopher .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:1:p:192-210.

    Full description at Econpapers || Download paper

  44. Banks Liquidity and the Cost of Liquidity to Corporations. (2014). santos, joao ; JOÃO A. C. SANTOS, ; BORD, VITALY M..
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:s1:p:13-45.

    Full description at Econpapers || Download paper

  45. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-115.

    Full description at Econpapers || Download paper

  46. .

    Full description at Econpapers || Download paper

  47. Shadow bank monitoring. (2013). Cetorelli, Nicola ; Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:638.

    Full description at Econpapers || Download paper

  48. Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa.
    In: Working Papers.
    RePEc:ecl:upafin:13-32.

    Full description at Econpapers || Download paper

  49. Shadow banking: a review of the literature. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:580.

    Full description at Econpapers || Download paper

  50. The Rise of Shadow Banking: Evidence from Capital Regulation. (). Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom M ; Cornelli, Francesca ; Meisenzahl, Ralf R.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:34:y::i:5:p:2181-2235..

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-04 11:07:20 || Create a citation alert || 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.