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.

Leer más
  • 15 Septiembre 2017
Bank credit allocation and sectorial concentration in Mexico: Some empirical evidence

Keywords: Credit, Concentration, Productivity, Mexico.

Leer más
  • 13 Septiembre 2017
Managing counterparty risk in OTC markets

Study how banks manage their default risk before bilaterally negotiating the quantities and prices of over-the-counter (OTC) contracts resembling credit default swaps (CDSs).

Leer más
  • 06 Septiembre 2017
The effect of bank supervision on risk taking: Evidence from a natural experiment

Keywords: bank supervision, risk taking, crisis, lending, resolution costs.

Leer más
  • 04 Septiembre 2017
The risk-taking channel of monetary policy in the US: Evidence from corporate loan data

Keywords: Bank risk; monetary policy; US commercial banks; Total loans; New loans.

Leer más