Papers & Reviews

  • 20 Octubre 2017
Optimal bank regulation in the presence of credit and run risk

Keywords: Bank Runs, Credit Risk, Limited Liability, Regulation, Capital, Liquidity.

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  • 18 Octubre 2017
Basel IRRBB regulation: A framework for managing interest rate risks

The new standards on Interest Rate Risk in the Banking Book (IRRBB).

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  • 09 Octubre 2017
An integrated shortfall measure for Basel III

Keywords: Basel III, linear programming, impact studies, integrated shortfall.

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  • 18 Septiembre 2017
Forward-looking and incentive-compatible operational risk capital framework

Keywords: Banking Regulation, Operational Risk, Regulatory Capital, Incentive Compatibility.

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  • 01 Septiembre 2017
How to Predict Financial Stress? An Assessment of Markov Switching Models

Bank topics: Business fluctuations and cycles; Central bank research; Econometric and statistical methods; Financial markets; Financial stability; Financial system regulation and policies; Monetary and financial indicators.

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