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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  • 20 Septiembre 2017
Political distribution risk and aggregate fluctuations

Keywords: Political redistribution risk, bargaining shocks, aggregate fluctuations, partial filter, historical narrative.

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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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  • 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.

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