Papers & Reviews

  • 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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  • 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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  • 19 Julio 2017
The real effects of bank capital requirements

Keywords: Bank capital ratios, Bank regulation, Credit supply.

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