1. Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis. (2008). Drumond, Ines.
   In: FEP Working Papers.
   RePEc:por:fepwps:277.

   Full description at Econpapers || Download paper

2. Impacts of financial regulation on the cyclicality of banks’ capital requirements and on financial stability. (2007). Zsamboki, Balazs.
   In: MNB Bulletin (discontinued).
   RePEc:mnb:bullet:v:2:y:2007:i:2:p:47-53.

   Full description at Econpapers || Download paper

1. ALLEN, LINDA-SAUNDERS, ANTHONY (2004): Incorporating Systemic Inf!uences into Risk Measurements: A Survey of the Literature. Journal of Financial Services Research, Vo!. 26, No. 2.

2. AMATO, JEFFERY D.-FURFINE, CRAIG H. (2004): Are credit ratings procyc!ica!? Journal of Banking & Finance 28.

3. BAELE, L.-FERRANDO, A.-HORDAHL, P.-KRYLOVA, E.-MONNET, C. (2004): Measuring financia! integration in the euro area. ECB Occasional Paper series, No. 14.

4. BoRlo, C.-FURFINE, C-LoWE, P. (2001): Procyc!ica!ity of the financia! system and financia! stabi!ity: issues and po!icy options, in: Marrying the macro- and microprudentia! dimensions of financia! stabi!ity. BIS Papers No. 1.
   Paper not yet in RePEc: Add citation now
   

5. BRUCHE, MAX-GONZALEZ-AGUADO, CARLOS (2006): Recovery Rates, Defau!t Probabi!ities and the Credit Cyc!e. Centro de Estudios Monetarios y Financieros (CEMFI).

6. CABRAL, INES-DIERICK, FRANK-VESALA, JUKKA (2002): Banking Integration in the Euro Area. European Centra! Bank, Occasional Paper Series, No. 6.

7. CAPPIELLO, L0RENz0-GERARD, BRUNO-KADAREJA, ARJAN-MANGANELLI, SIMONE (2006): Financia! integration of new EU Member States. European Centra! Bank, Working Paper Series No. 683.

8. CATARINEU-RABELL, EVA-JACKSON, PATRICIA-TSOMOCOS, DIMITROS P. (2005): Procyc!ica!ity and the new Base! Accord-banks choice of !oan rating system. Economic Theory, No. 26.
   Paper not yet in RePEc: Add citation now
   
9. Directive 2006/48/EC of the European Par!iament and of the Counci! of 14th June 2006 re!ating to the taking up and pursuit of business of credit institutions. Journal of the European Union, 3 0.6.2006.
   Paper not yet in RePEc: Add citation now
   
10. EMERY, KENNETH-CANTOR, RICHARD-KEISMAN, DAVID-OU, SHARON (2007): Moodys U!timate Recovery Database. Moodys Investor Service, Global Credit Research, Specia! Comment, Apri!.
    Paper not yet in RePEc: Add citation now
    
11. EUROPEAN CENTRAL BANK (2004): Deve!opments in the EU Framework for Financia! Regu!ation, Supervision and Stabi!ity. Monthly Bulletin, November 2004.
    Paper not yet in RePEc: Add citation now
    
12. EUROPEAN CENTRAL BANK (2005): The new Base! Capita! Accord: main features and imp!ications. Monthly Bulletin, January 2005.
    Paper not yet in RePEc: Add citation now
    
13. FABI, FABRIZIO-LAVIOLA, SEBASTIANO-REEDTZ, PAOLO MARULLO (2005): Lending decisions, procyc!ica!ity and the New Base! Capita! Accord. BIS Papers No. 22.
    Paper not yet in RePEc: Add citation now
    

14. GORDY, M.B.-H0WELLS, B. (2006): Procyc!ica!ity in Base! II: Can We Treat the Disease Without Ki!!ing the Patient? Journal of Financial Itermediation 15.

15. HAMILTON, DAVID T.-CANT0R, RICHARD (2004): Rating Transitions and Defau!ts Conditiona! on Watch!ists, Out!ook and Rating History. Moodys Investor Service, Global Credit Research, Specia! Comment, February 2004.
    Paper not yet in RePEc: Add citation now
    
16. HAMILTON, DAvID T.-CANT0R, RICHARD (2005): Rating Transitions and Defau!ts Conditiona! on Rating Out!ooks Revisited: 1995-2005. Moodys Investor Service, Global Credit Research, Specia! Comment, December 2005.
    Paper not yet in RePEc: Add citation now
    
17. HAMILTON, DAVID T.-CANT0R, RICHARD (2006): Measuring Corporate Defau!t Rates. Moodys Investor Service, Global Credit Research, Specia! Comment, November 2006.
    Paper not yet in RePEc: Add citation now
    
18. HAMILTON, DAVID T.-OU, SHARON-KIM, FRANK-CANTOR, RICHARD (2007): Corporate Defau!t and Recovery Rates, 19202006. Moodys Investor Service, Global Credit Research, Specia! Comment, February 2007.
    Paper not yet in RePEc: Add citation now
    

19. JACKSON, PATRICIA-PERRAUDIN, WILLIAM (1999): Regu!atory Imp!ications of Credit Risk Mode!!ing. Bank of Eng!and.

20. KASHYAP, A. K-STEIN J. C. (2004): Cyc!ica! imp!ications of the Base! II capita! standards. Federa! Reserve Bank of Chicago, Economic Perspectives, Q1.
    Paper not yet in RePEc: Add citation now
    
21. KRUK, DZMITRY (2006): How can financia! system spur growth in transition economies? ICEG European Center Working Paper No. 32.
    Paper not yet in RePEc: Add citation now
    

22. LAEVEN, LUC-MAJNONI, GIOVANNI (2002): Loan Loss Provisioning and Economic S!owdowns: Too Much, Too Late? World Bank Policy Research Working Paper, No. 2749.

23. MENDICINO, CATERINA (2007): Credit Market and Macroeconomic Vo!ati!ity. European Centra! Bank, Working Paper Series, No. 743.

24. MooDYS (2004): September Defau!t Report. Moodys Investor Service, Global Credit Research, October 2004.
    Paper not yet in RePEc: Add citation now
    

25. NICKELL, PAMELA-PERRAUDIN, WILLIAM-VAROTTO, SIMONE (2001): Stabi!ity of rating transitions. Bank of Eng!and.

26. RE F LEvINE, R. (2004): Finance and Growth: Theory and Evidence. NBER Working Papers, No. 10766.

27. TARASHEV, NIKOLA-ZHU, HMBIN (2007): Measuring portfo!io credit risk: mode!!ing versus ca!ibration errors. BIS Quarterly Review, March 2007.
    Paper not yet in RePEc: Add citation now
    
28. TRICHET, JEAN-CLAUDE (2006): The Process of economic, monetary and financia! integration in Europe. Text of the Jean Monnet Lecture by Mr Jean-C!aude Trichet, President of the European Centra! Bank, at the European Business Schoo!, London, 29 November 2006. BIS Review 117/2006.
    Paper not yet in RePEc: Add citation now
    

29. WALKNER, CRISTOPH-RAES, JEAN-PIERRE (2005): Integration and conso!idation in the EU banking - an unfinished business. European Commission, Economic papers No. 226.

30. WATANABE, WAK0 (2007): Prudentia! Regu!ation and the `Credit Crunch: Evidence from Japan. Journal of Money, Credit and Banking, Vo!. 39, No. 2-3.
    Paper not yet in RePEc: Add citation now
    
31. ZSAMBOKI BALAzS (2002): The effects of prudentia! regu!ation on banks procyc!ica! behaviour, in: Studies on the procyc!ica! behaviour of banks. M1VB Occasional Papers No. 10.
    Paper not yet in RePEc: Add citation now
    

1. .

   Full description at Econpapers || Download paper

2. A dynamic performance evaluation of distress prediction models. (2023). Tone, Kaoru ; Ouenniche, Jamal ; Mousavi, Mohammad Mahdi.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:42:y:2023:i:4:p:756-784.

   Full description at Econpapers || Download paper

3. Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

   Full description at Econpapers || Download paper

4. Implications of bank regulation for loan supply and bank stability: A dynamic perspective. (2018). Dietrich, Diemo ; Bucher, Monika ; Hauck, Achim.
   In: Discussion Papers.
   RePEc:zbw:bubdps:432018.

   Full description at Econpapers || Download paper

5. Market risk disclosure in banking: an empirical analysis on four global systemically important European banks. (2018). Scannella, Enzo ; Polizzi, Salvatore.
   In: Journal of Banking Regulation.
   RePEc:pal:jbkreg:v:19:y:2018:i:2:d:10.1057_s41261-017-0039-y.

   Full description at Econpapers || Download paper

6. Hedging bank market risk with futures and forwards. (2016). Mun, Kyung-Chun .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:61:y:2016:i:c:p:112-125.

   Full description at Econpapers || Download paper

7. Reactions of equity markets to recent financial reforms. (2016). Sorokina, Nonna ; Thornton, John H.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:87:y:2016:i:c:p:50-69.

   Full description at Econpapers || Download paper

8. The cyclicality of bank regulation in a general economic framework. (2015). Lin, Yu-Hsiu ; Hu, Len-Kuo .
   In: Applied Economics.
   RePEc:taf:applec:v:47:y:2015:i:53:p:5791-5804.

   Full description at Econpapers || Download paper

9. Credit Risk Measurement Based on the Markov Chain. (2015). Chen, Shijin ; Liu, Hao.
   In: Business and Management Research.
   RePEc:jfr:bmr111:v:4:y:2015:i:3:p:32-42.

   Full description at Econpapers || Download paper

10. Determinants of Bank Profitability in Nigeria. (2014). Osuagwu, Eze.
    In: MPRA Paper.
    RePEc:pra:mprapa:60948.

    Full description at Econpapers || Download paper

11. Forecasting Distress in European SME Portfolios. (2014). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira.
    In: MPRA Paper.
    RePEc:pra:mprapa:53572.

    Full description at Econpapers || Download paper

12. ¿Permitían los estados financieros predecir los resultados de los tests de estrés de la banca española? Una aplicación del modelo logit. (2014). Abad-González, Julio ; GONZaLEZ, JULIO ABAD ; LoPEZ, CRISTINA GUTIeRREZ .
    In: Revista de Contabilidad - Spanish Accounting Review.
    RePEc:eee:spacre:v:17:y:2014:i:1:p:58-70.

    Full description at Econpapers || Download paper

13. Bank procyclicality and output: Issues and policies. (2014). Delis, Manthos ; Athanasoglou, Panayiotis ; Daniilidis, Ioannis .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:72:y:2014:i:c:p:58-83.

    Full description at Econpapers || Download paper

14. Forecasting distress in European SME portfolios. (2013). Filipe, Sara Ferreira ; Grammatikos, Theoharry ; Michala, Dimitra .
    In: EIF Working Paper Series.
    RePEc:zbw:eifwps:201317.

    Full description at Econpapers || Download paper

15. Bank procyclicality and output: Issues and policies. (2013). Delis, Manthos ; Athanasoglou, Panayiotis ; Ioannis, Daniilidis ; Manthos, Delis .
    In: MPRA Paper.
    RePEc:pra:mprapa:50830.

    Full description at Econpapers || Download paper

16. A MODEL OF RATING FOR BANKS IN ROMANIA. (2012). Ioan, Batrancea ; ANAMARIA, POPA .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2012:i:1:p:644-648.

    Full description at Econpapers || Download paper

17. A MODEL FOR THE INTERVENTION OF A FINANCIAL CRISIS. (2012). Barrow, Janice M..
    In: Global Journal of Business Research.
    RePEc:ibf:gjbres:v:6:y:2012:i:2:p:41-48.

    Full description at Econpapers || Download paper

18. Macroeconomic fluctuations and corporate financial fragility. (2012). DE BANDT, OLIVIER ; Bruneau, C. ; Elamri, W. ; El Amri, W..
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:4:p:219-235.

    Full description at Econpapers || Download paper

19. Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk. (2011). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110042.

    Full description at Econpapers || Download paper

20. The pernicious effects of contaminated data in risk management. (2011). Wilhelmsson, Anders ; Perignon, Christophe ; Fresard, Laurent.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2569-2583.

    Full description at Econpapers || Download paper

21. Procyclicality in the banking industry: causes, consequences and response. (2011). Athanasoglou, Panayiotis ; Daniilidis, Ioannis .
    In: Working Papers.
    RePEc:bog:wpaper:139.

    Full description at Econpapers || Download paper

22. Anchoring countercyclical capital buffers: the role of credit aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:355.

    Full description at Econpapers || Download paper

23. ECONOMIC ACTIVITY AND FINANCIALINSTITUTIONAL RISK: AN EMPIRICAL ANALYSIS FOR THE BANKING INDUSTRY. (2011). de Mendonça, Helder ; DÉLIO JOSÉ CORDEIRO GALVÃO, ; Renato Falci Villela Loures, ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
    RePEc:anp:en2010:088.

    Full description at Econpapers || Download paper

24. The financial accelerator in an evolving credit network. (2010). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce ; JosephE. Stiglitz, .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1627-1650.

    Full description at Econpapers || Download paper

25. DOES THE DEVELOPMENT OF NON-CASH PAYMENTS AFFECT BANK LENDING?. (2010). Carbo Valverde, Santiago ; del Paso, Rafael Lpez.
    In: Manchester School.
    RePEc:bla:manchs:v:78:y:2010:i:5:p:412-436.

    Full description at Econpapers || Download paper

26. What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model. (2009). Dovern, Jonas ; Blank, Sven.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:200915.

    Full description at Econpapers || Download paper

27. The Determinants of Commercial Bank Profitability in Sub-Saharan Africa. (2009). McDonald, Calvin A ; Schumacher, Liliana B ; Flamini, Valentina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/015.

    Full description at Econpapers || Download paper

28. Linking global economic dynamics to a South African-specific credit risk correlation model. (2009). GUPTA, RANGAN ; van Eyden, Renee ; de Wet, Albertus H..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:5:p:1000-1011.

    Full description at Econpapers || Download paper

29. Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.. (2009). Jardet, Caroline ; Avouyi-Dovi, Sanvi ; BARDOS, M. ; Kendaoui, L. ; Moquet, J..
    In: Working papers.
    RePEc:bfr:banfra:238.

    Full description at Econpapers || Download paper

30. Capital Regulation and Banks Financial Decisions. (2008). Zhu, Haibin .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2008:q:1:a:5.

    Full description at Econpapers || Download paper

31. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?. (2008). Schmieder, Christian ; Jakubík, Petr ; Jakubik, Petr .
    In: Working Papers.
    RePEc:cnb:wpaper:2008/9.

    Full description at Econpapers || Download paper

32. Macroeconomic Fluctuations and Corporate Financial Fragility. (2008). DE BANDT, OLIVIER ; Bruneau, C..
    In: Working papers.
    RePEc:bfr:banfra:226.

    Full description at Econpapers || Download paper

33. Could Regional and Cantonal Banks Reduce Credit Risk through National Diversification?. (2007). Rime, Bertrand .
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2007-i-3.

    Full description at Econpapers || Download paper

34. Wealth portfolio of Hungarian households – Urban legends and facts. (2007). Vadas, Gabor.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2007/68.

    Full description at Econpapers || Download paper

35. Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5. (2007). Zsamboki, Balazs.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2007/67.

    Full description at Econpapers || Download paper

36. Aggregate Bankruptcy Rates and the Macroeconomic Environment. Forecasting Systematic Probabilities of Default. (2007). Dewaelheyns, Nico ; van Hulle, C.
    In: Review of Business and Economic Literature.
    RePEc:ete:revbec:20070402.

    Full description at Econpapers || Download paper

37. Cyclicality in catastrophic and operational risk measurements. (2007). Allen, Linda ; Bali, Turan G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:4:p:1191-1235.

    Full description at Econpapers || Download paper

38. Corporate credit risk modeling and the macroeconomy. (2007). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper ; Carling, Kenneth.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:3:p:845-868.

    Full description at Econpapers || Download paper

39. Regulatory discretion and banks pursuit of safety in similarity. (2007). Wilcox, James A ; Stever, Ryan .
    In: BIS Working Papers.
    RePEc:bis:biswps:235.

    Full description at Econpapers || Download paper

40. Capital regulation and banks financial decisions. (2007). Zhu, Haibin .
    In: BIS Working Papers.
    RePEc:bis:biswps:232.

    Full description at Econpapers || Download paper

41. An assessment of Basel II procyclicality in mortgage portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
    In: Working Papers.
    RePEc:bde:wpaper:0712.

    Full description at Econpapers || Download paper

42. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1548.

    Full description at Econpapers || Download paper

43. Is Firm Interdependence within Industries Important for Portfolio Credit Risk?. (2004). Roszbach, Kasper ; Carling, Kenneth ; Ronnegrd, Lars.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0168.

    Full description at Econpapers || Download paper

44. Stress-testing financial systems: an overview of current methodologies. (2004). Sorge, Marco .
    In: BIS Working Papers.
    RePEc:bis:biswps:165.

    Full description at Econpapers || Download paper

Report date: 2025-02-08 21:39:49 || Missing content? Let us know