Papers & Reviews

  • 04 Agosto 2017
The leverage ratio, risk-taking and bank stability

Keywords: Bank capital; Risk-taking; Leverage ratio; Basel III.

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  • 31 Julio 2017
Estimating the impact of shocks to bank capital in the euro area

Keywords: Euro area, Bank Balance Sheet Adjustment, Capital Ratio, Bayesian VAR, Macroprudential Policy, Sign Restrictions.

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  • 24 Julio 2017
M-PRESS-CreditRisk: A holistic micro and macroprudential approach to capital requirements

Keywords: Systemic Credit Risk, Tail Risk, Stress Testing, Microprudential Capital Requirements, Systemic Risk Buffer, O-SII Buffer, Hierarchical Archimedean Copula.

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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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