- Alfon, I., I. Argimon and P. Bacunana-Ambros (2004), “What determines how much Capital is held by UK Banks and Building Societiesâ€, FSA Occasional Paper Series, no.22.
Paper not yet in RePEc: Add citation now
- Altman, E.I., and B. Brady (2002), “Explaining Aggregate Recovery Rates on Corporate Bond Defaultâ€, New York University Salomon Center Working Paper.
Paper not yet in RePEc: Add citation now
- Asarnow, E. and D. Edwards (1995), “Measuring Loss on Defaulted Bank Loans: a 24-year Studyâ€, The Journal of Commercial Lending, 77(7), pp. 11-23.
Paper not yet in RePEc: Add citation now
Ayuso, J., D. Perez and J. Saurina (2004), “Are Capital Buffers Pro-cyclical? Evidence from Spanish Panel Dataâ€, Journal of Financial Intermediation, 13(2), pp. 249-264.
- Basel Committee on Bank Supervision (2006), “Results of the fifth quantitative impact study (QIS 5)â€, BIS.
Paper not yet in RePEc: Add citation now
Berg, J., A. van Rixtel, A. Ferrando. G. de Bondt and S. Scopel (2005), “The Bank Lending Survey for the Euro Areaâ€, ECB Occasional Paper, no. 23.
Berger, A.N. and G.F. Udell (2003), “The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behaviorâ€, BIS Working Paper, no. 125.
- Berger, A.N. and G.F. Udell (2004), “Did Risk-Based Capital Allocate Bank Credit and Cause a “Credit Crunch†in the United Statesâ€, Journal of Money, Credit and Banking, 26(3), pp. 585-628.
Paper not yet in RePEc: Add citation now
Bernanke, B. and M. Gertler (1995), “Inside the Black Box: The Credit Channel of Monetary Policyâ€, Journal of Economic Perspectives, 9(4), pp. 27-48.
Borio, C., C. Furfine and P. Lowe (2001), “Procyclicality of the Financial System and Financial Stability: Issues and Policy Optionsâ€, BIS Paper No. 1.
Catarineu-Rabell E., P. Jackson and D.P. Tsomocos (2003), “Procyclicality and the new Basel Accord – Banks’ Choice of Loan Rating Systemâ€, Bank of England Working Paper, no. 181.
- CEBS (2005), “CEBS Guidelines on Supervisory Disclosureâ€, November.
Paper not yet in RePEc: Add citation now
- CGFS (2005), “The Role of Ratings in Structured Finance: Issues and Implicationsâ€, January.
Paper not yet in RePEc: Add citation now
Düllmann, K. and M. Trapp (2004), “Systemic Risk in Recovery Rates – An Empirical Analysis of US Corporate Credit Exposuresâ€, Banking and Financial Supervision Discussion Paper.
Degryse, H., Mitchell, J. and N. Masschelein (2004), “Belgian SMEs and Bank Lending Relationshipsâ€, NBB Financial Stability Review, pp. 116-129.
Dermine, J. and C. Neto de Carvalho (2006), “Bank Loan Losses-Given-Default, A Case Studyâ€, Journal of Banking and Finance, 30(4), pp. 1219-1243.
Elizalde, A. and R. Repullo (2004), “Economic and Regulatory Capital: What is the Difference?â€, CEPR Discussion Paper, no. 4770.
- Fitch (2005), “Hedge Funds: An Emerging Force in the Global Credit Marketsâ€, Fitch Ratings Special Report, June.
Paper not yet in RePEc: Add citation now
- Frye, J. (2003), “A False Sense of Securityâ€, Risk, 16(8), pp. 63-67.
Paper not yet in RePEc: Add citation now
Gordy, M.G (2003), “A Risk-Factor Foundation for Ratings-Based Bank Capital Rulesâ€, Journal of Financial Intermediation, 12(3), pp.199-232.
Gordy, M.G. and B. Howells (2006), “Pro-cyclicality in Basel II: Can we treat the Disease without killing the Patientâ€, Journal of Financial Intermediation, 15(3), pp. 395-417.
Greenspan, A. (2005), “Risk Transfer and Financial Stabilityâ€, Remarks at the Federal Reserve Bank of Chicago’s 41 Annual Conference on Bank Structure, Chicago, May.
- Gupton, G., D. Gates and L. Carty (2000), “Bank Loan Losses Given Defaultâ€, Moody’s Global Credit Research Special Comment.
Paper not yet in RePEc: Add citation now
Guttentag, J. and R. Herring (1984), “Credit Rationing and Financial Disorderâ€, Journal of Finance, 39, pp. 1359-1382.
- Hancock, D. and J.A. Wilcox (1997), “Bank Capital, Loan Delinquencies and Real Estate Lendingâ€, Journal of Housing Research, 8, pp. 75-105.
Paper not yet in RePEc: Add citation now
Hancock, D. and J.A. Wilcox (1998), “The Credit Crunch and the Availability of Credit to Small Businessâ€, Journal of Banking and Finance, 22(6-8), pp. 9831014.
- Jackson, P, et al (1999), “Capital Requirements and Bank Behaviour: the Impact of the Basel Accordâ€, Basel Committee on Banking Supervision Working Paper, no. 1.
Paper not yet in RePEc: Add citation now
- Jackson, P, W. Perraudin and V. Saporta (2001), “Regulatory and Economic Solvency Standards for Internationally Active Banksâ€, Bank of England Working Paper, no. 161.
Paper not yet in RePEc: Add citation now
- Jiménez, G., J.A. Lopez and J. Saurina (2006), “What Do One Million Credit Line Observations Tell us about Exposure at Default? A Study of Credit Line Usage by Spanish Firmsâ€.
Paper not yet in RePEc: Add citation now
- Joint Forum (March 2005), “Credit Risk Transferâ€, BIS.
Paper not yet in RePEc: Add citation now
- Kashyap, A. and J.C. Stein (2003),â€Cyclical Implications of the Basel-II Capital Standardsâ€, University of Chicago Working Paper.
Paper not yet in RePEc: Add citation now
Kiff, J., F. Michaud and J. Mitchell (2003), “An Analytical Review of Credit Risk Transfer Instrumentsâ€, NBB Financial Stability Review.
- Linnel, I. and R. Merritt (June 2004), “Liquidity in the Credit Default Swap Market: Too Little Too Lateâ€, Fitch Ratings Special Report.
Paper not yet in RePEc: Add citation now
- Marcelo, A. and M. Scheicher (2005), “Capital Requirements for Corporate Default Risk in the EUâ€, Mimeo.
Paper not yet in RePEc: Add citation now
- Masschelein, N. and P. Praet (2002), “Le Crédit: Un Produit Complexe en Voie d’Evolutionâ€, Le Crédit aux Entreprises, aux Collectivités Publiques et aux Particuliers, pp. 63-87.
Paper not yet in RePEc: Add citation now
- Minsky, H. (1977), “A Theory of Systemic Fragilityâ€, in Altman E. and A. Sametz (eds), Financial Crises: Institutions and Markets in a Fragile Environment, Wiley Interscience, New York.
Paper not yet in RePEc: Add citation now
Mitchell, J. (2005), “Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Marketsâ€, National Bank of Belgium Working Paper, no. 71.
Peek, J. and E.S. Rosengren (1995), “The Capital Crunch: Neither a Borrower Nor a Lender Beâ€, Journal of Money, Credit and Banking, 27(3), pp. 625-638.
Peura S. and E. Jokivuolle (2004), “Simulation based Stress Tests of Banks’ Regulatory Capital Adequacyâ€, Journal of Banking and Finance, 28, pp. 18011824.
Rajan (2005), “Has Financial Development Made the World Riskier?†NBER Working Paper, no. 11728.
Repullo, R. and J. Suarez (2004a), “Loan Pricing under Basel Capital Requirementsâ€, Journal of Financial Intermediation, 13(4), pp. 496-521.
- Repullo, R. and J. Suarez (2007), “The Procyclical Effects of Basel IIâ€, EFA 2007 Ljubljana Meetings Paper.
Paper not yet in RePEc: Add citation now
- Repullo, R. and J.Suarez (2004b), “Economic and Regulatory Capital: What is the Differenceâ€, CEPR Discussion Paper Series, no. 4770.
Paper not yet in RePEc: Add citation now
Stolz, S. and M. Wedow (2005), “Banks’ Regulatory Capital Buffer and the Business Cycle: Evidence for German Savings and Cooperative Banksâ€, Deutsche Bundesbank Working Paper.