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

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

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  • 25 Agosto 2017
Proportionality in banking regulation: a cross-country comparison

Insights on policy implementation BIS series.

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  • 16 Agosto 2017
The interplay of accounting and regulation and its impact on bank behaviour

Identify ways in which the interaction between accounting and regulatory rules provides incentives that affect the risk taking of financial institutions.

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  • 11 Agosto 2017
Investment commonality across insurance companies: Fire sale risk and corporate yield spreads

Keywords: yield spread, fire sales, regulation, credit rating, corporate bonds, insurance companies, capital constraints.

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