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A model of bank capital, lending and the macroeconomy: Basel I versus Basel II
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Cited by:
- Chami, Ralph & Cosimano, Thomas F., 2010.
"Monetary policy with a touch of Basel,"
Journal of Economics and Business, Elsevier, vol. 62(3), pages 161-175, May.
- Mr. Ralph Chami & Mr. Thomas F. Cosimano, 2001. "Monetary Policy with a touch of Basel," IMF Working Papers 2001/151, International Monetary Fund.
- Bouvatier, Vincent & Lepetit, Laetitia, 2008.
"Banks' procyclical behavior: Does provisioning matter?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 513-526, December.
- Vincent Bouvatier & Laetitia Lepetit, 2008. "Banks' Procyclical Behavior: Does Provisioning Matter?," Post-Print hal-00916599, HAL.
- Vincent Bouvatier & Laetitia Lepetit, 2008. "Banks' procyclical behavior: Does provisioning matter?," Post-Print hal-00838544, HAL.
- Vincent Bouvatier & Laetitia Lepetit, 2008. "Banks’ procyclical behavior: Does provisioning matter?," Post-Print hal-01098955, HAL.
- R. P. Agenor & K. Alper & L. Pereira da Silva, 2013.
"Capital Regulation, Monetary Policy, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
- Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
- Salvador, Carlos & Pastor, Jose Manuel & Fernández de Guevara, Juan, 2014.
"Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency,"
Journal of Financial Stability, Elsevier, vol. 11(C), pages 13-31.
- Pastor Monsálvez José Manuel & Fernández de Guevara Radoselovics Juan & Salvador Muñoz Carlos, 2012. "Impact of the Subprime Crisis on Bank Ratings: The Effect of the Hardening of Rating Policies and Worsening of Solvency," Working Papers 2012120, Fundacion BBVA / BBVA Foundation.
- Magdalena Redo, 2015. "The importance of prudential regulations in the process of transmitting monetary policy to economy," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 4(2), pages 145-158.
- Vincent Bouvatier & Laetitia Lepetit, 2006.
"Banks'procyclicality behavior: does provisioning matter?,"
Cahiers de la Maison des Sciences Economiques
bla06035, Université Panthéon-Sorbonne (Paris 1).
- Vincent Bouvatier & Laetitia Lepetit, 2006. "Banks' procyclicality behavior: does provisioning matter?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00115622, HAL.
- Vincent Bouvatier & Laetitia Lepetit, 2006. "Banks' procyclicality behavior: does provisioning matter?," Post-Print halshs-00115622, HAL.
- Stelios Karagiannis & Yannis Panagopoulos & Aristotelis Spiliotis, 2011. "The Basel II Influence on the Money Supply Process: A Comparative Analysis of the Eurozone and the United States," Chapters, in: Claude Gnos & Louis-Philippe Rochon (ed.), Credit, Money and Macroeconomic Policy, chapter 9, Edward Elgar Publishing.
- David VanHoose, 2006. "Bank Behavior Under Capital Regulation: What Does The Academic Literature Tell Us?," NFI Working Papers 2006-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
- Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
- David VanHoose, 2008. "Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 1-14, March.
- Ines Drumond, 2009.
"Bank Capital Requirements, Business Cycle Fluctuations And The Basel Accords: A Synthesis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 798-830, December.
- Inês Drumond, 2008. "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers 277, Universidade do Porto, Faculdade de Economia do Porto.
- Jesús Huerta de Soto, 2009. "The Fatal Error Of Solvency Ii," Economic Affairs, Wiley Blackwell, vol. 29(2), pages 74-77, June.
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2012.
"Cyclical effects of bank capital requirements with imperfect credit markets,"
Journal of Financial Stability, Elsevier, vol. 8(1), pages 43-56.
- Agenor, Pierre-Richard & Pereira da Silva, Luiz A., 2009. "Cyclical effects of bank capital requirements with imperfect credit markets," Policy Research Working Paper Series 5067, The World Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets," Working Papers Series 234, Central Bank of Brazil, Research Department.
- Salvador, Carlos & Fernández de Guevara, Juan & Pastor, José Manuel, 2018. "The adjustment of bank ratings in the financial crisis: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 289-313.
- Heid, Frank, 2007. "The cyclical effects of the Basel II capital requirements," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3885-3900, December.
- Bouvatier, Vincent & Lepetit, Laetitia, 2012.
"Provisioning rules and bank lending: A theoretical model,"
Journal of Financial Stability, Elsevier, vol. 8(1), pages 25-31.
- Vincent Bouvatier & Laetitia Lepetit, 2012. "Provisioning rules and bank lending : A theoretical model," Post-Print hal-00785520, HAL.
- Vincent Bouvatier & Laetitia Lepetit, 2012. "Provisioning rules and bank lending: A theoretical model," Post-Print hal-01098957, HAL.
- Alhassan, Abdul Latif & Owusu Brobbey, Freeman & Effah Asamoah, Michael, 2013. "Does Asset Quality Persist on Bank Lending Behaviour? Empirical Evidence from Ghana," MPRA Paper 48177, University Library of Munich, Germany.
- Tommaso Trani, 2012. "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers 14-2012, Economics Section, The Graduate Institute of International Studies.
- Ines Drumond & José Jorge, 2009. "Basel II Capital Requirements, Firms' Heterogeneity, and the Business Cycle," FEP Working Papers 307, Universidade do Porto, Faculdade de Economia do Porto.
- repec:zbw:bofitp:2013_007 is not listed on IDEAS
- Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez, 2015.
"Loan Loss Provision: Some Empirical Evidence for Italian Banks,"
CESifo Working Paper Series
5253, CESifo.
- Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez, 2015. "Loan Loss Provision: Some Empirical Evidence for Italian Banks," Discussion Papers of DIW Berlin 1459, DIW Berlin, German Institute for Economic Research.
- Umara Noreen & Fizza Alamdar & Tabassum Tariq, 2016. "Capital Buffers and Bank Risk: Empirical Study of Adjustment of Pakistani Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1798-1806.
- Marc Auboin & Isabella Blengini, 2019. "The impact of Basel III on trade finance: the potential unintended consequences of the leverage ratio," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(2), pages 115-123, June.
- Wolff, Christian & Papanikolaou, Nikolaos I., 2015. "Does the CAMEL bank ratings system follow a procyclical pattern?," CEPR Discussion Papers 10965, C.E.P.R. Discussion Papers.
- Xiong, Qiyue, 2013. "The role of the bank lending channel and impacts of stricter capital requirements on the Chinese banking industry," BOFIT Discussion Papers 7/2013, Bank of Finland, Institute for Economies in Transition.
- Muhammad Shahbaz & Faridul Islam & Muhammad Sabihuddin Butt, 2016. "Finance–Growth–Energy Nexus and the Role of Agriculture and Modern Sectors: Evidence from ARDL Bounds Test Approach to Cointegration in Pakistan," Global Business Review, International Management Institute, vol. 17(5), pages 1037-1059, October.