create a website

Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Lartey, Theophilus ; James, Gregory A ; Danso, Albert.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

Full description at Econpapers || Download paper

Cited: 11

Citations received by this document

Cites: 109

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. On modelling non‐performing loans in bank efficiency analysis. (2025). Kourtzidis, Stavros ; Karagiannis, Giannis.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1742-1757.

    Full description at Econpapers || Download paper

  2. Commercial banks performance, ownership types and operations efficiency decomposition in China: a comparative analysis. (2025). Zhu, Chuanjin ; Wang, Rui.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04373-2.

    Full description at Econpapers || Download paper

  3. Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model. (2025). Tu, Chien-Heng ; Sheng, Bin ; Chiu, Yung-Ho.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10682-6.

    Full description at Econpapers || Download paper

  4. Bank financial sustainability evaluation: Data envelopment analysis with random forest and Shapley additive explanations. (2025). Zhu, Joe ; Charles, Vincent ; Shi, YU.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:321:y:2025:i:2:p:614-630.

    Full description at Econpapers || Download paper

  5. A Modified Network DEA Model for Bank Efficiency Analysis Considering Risk Factors. (2024). Fattahi, Fatemeh ; Afzalinejad, Mohammad ; Hadi, Ali ; Lotfi, Farhad Hosseinzadeh.
    In: SN Operations Research Forum.
    RePEc:spr:snopef:v:5:y:2024:i:4:d:10.1007_s43069-024-00379-9.

    Full description at Econpapers || Download paper

  6. Are listed banks only pretending to be more social?. (2024). Retolaza, Jose-Luis ; Clemente-Almendros, Jose Antonio ; San-Jose, Leire ; Torres-Pruonosa, Jose.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001964.

    Full description at Econpapers || Download paper

  7. Regulatory profiling and endogenous benchmarking. (2024). Philippas, Dionisis ; Tziogkidis, Panagiotis.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005076.

    Full description at Econpapers || Download paper

  8. Performance evaluation of Chinese commercial banks by an improved slacks-based DEA model. (2023). Shi, Xiao ; Wang, Libo ; Emrouznejad, Ali.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002148.

    Full description at Econpapers || Download paper

  9. An empirical analysis of exchange-traded funds in the US. (2023). Valadkhani, Abbas ; Moradi-Motlagh, Amir.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:995-1009.

    Full description at Econpapers || Download paper

  10. Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis. (2022). Li, Zhiyong ; Tang, Ying ; Feng, Chen.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04597-4.

    Full description at Econpapers || Download paper

  11. Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Chao, Xiangrui ; Li, Tie ; Ran, Qin ; Qian, Qian ; Chen, Jia ; Ergu, Daji.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, V.V. A theory of systemic risk and design of prudential bank regulation. 2009 Journal of Financial Stability. 5 224-255

  2. Acharya, V.V. ; Gromb, D. ; Yorulmazer, T. Imperfect competition in the interbank market for liquidity as a rationale for central banking. 2012 American Economic Journal: Macroeconomics. 4 184-217

  3. Acharya, V.V. ; Merrouche, O. Precautionary hoarding of liquidity and interbank markets: Evidence from the subprime crisis. 2013 Review of Finance. 17 107-160

  4. Acharya, V.V. ; Yorulmazer, T. Information contagion and bank herding. 2008 Journal of Money, Credit and Banking. 40 215-231

  5. Aebi, V. ; Sabato, G. ; Schmid, M. Risk management, corporate governance, and bank performance in the financial crisis. 2012 Journal of Banking and Finance. 36 3213-3226

  6. Agrawal, I. ; Duttagupta, R. ; Presbitero, A. International commodity prices and domestic bank lending in developing countries. 2017 En : International Monetary Fund (WP-No. 17/279). :

  7. Aiello, F. ; Bonanno, G. On the sources of heterogeneity in banking efficiency literature. 2018 Journal of Economic Surveys. 32 194-225

  8. Altunbas, Y. ; Evans, L. ; Molyneux, P. Bank ownership and efficiency. 2001 Journal of Money, Credit and Banking. 33 926-954

  9. An, Q. ; Wen, Y. ; Ding, T. ; Li, Y. Resource sharing and payoff allocation in a three-stage system: Integrating network DEA with the Shapley value method. 2019 Omega. 85 16-25

  10. Anginer, D. ; Demirguc-Kunt, A. ; Huizinga, H. ; Ma, K. Corporate governance of banks and financial stability. 2018 Journal of Financial Economics. 130 327-346

  11. Bank of International Settlements (BIS), Towards better reference rate practices: A central bank perspective. 2013 En : Technical report, Bank for International Settlements. :
    Paper not yet in RePEc: Add citation now
  12. Banker, R.D. ; Zheng, Z.E. ; Natarajan, R. DEA-based hypothesis tests for comparing two groups of decision-making units. 2010 European Journal of Operational Research. 206 231-238

  13. Barry, T.A. ; Lepetit, L. ; Tarazi, A. Ownership structure and risk in publicly held and privately-owned banks. 2011 Journal of Banking and Finance. 35 1327-1340

  14. Benoit, S. ; Colliard, J. ; Hurlin, C. ; Pérignon, C. Where the risks lie: A survey on systemic risk. 2017 Review of Finance. 21 109-152

  15. Berger, A.N. ; Hasan, I. ; Zhou, M. The effects of focus versus diversification on bank performance: Evidence from Chinese banks. 2010 Journal of Banking and Finance. 34 1417-1435

  16. Bitar, M. ; Pukthuanthong, K. ; Walker, T. The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries. 2018 Journal of International Financial Markets, Institutions and Money. 53 227-262

  17. Bluhm, M. Persistent liquidity shocks and interbank funding. 2018 Journal of Financial Stability. 36 246-262

  18. Borio, C. The financial cycle and macroeconomics: What have we learnt?. 2014 Journal of Banking and Finance. 45 182-198

  19. Bräuning, F. ; Fecht, F. Relationship lending in the interbank market and the price of liquidity. 2017 Review of Finance. 21 33-75

  20. Cai, J. ; Eidam, F. ; Saunders, A. ; Steffen, S. Syndication, interconnectedness, and systemic risk. 2018 Journal of Financial Stability. 34 105-120

  21. Casu, B. ; Girardone, C. An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking. 2005 Applied Financial Economics. 15 1053-1061

  22. Charnes, A. ; Cooper, W.W. Programming with linear fractional functionals. 1962 Naval Research Logistics Quarterly. 9 181-186

  23. Charnes, A. ; Cooper, W.W. ; Rhodes, E. Evaluating program and managerial efficiency: An application of data envelopment analysis to program follow through. 1981 Management Science. 27 668-697

  24. Chen, Y. ; Cook, W.D. ; Li, N. ; Zhu, J. Additive efficiency decomposition in two-stage DEA. 2009 European Journal of Operational Research. 196 1170-1176

  25. Chiaramonte, L. ; Casu, B. Capital and liquidity ratios and financial distress. Evidence from the European banking industry. 2017 The British Accounting Review. 49 138-161

  26. Claessens, S. ; Van Horen, N. Foreign banks: Trends and impact. 2014 Journal of Money, Credit and Banking. 46 295-326

  27. Coffinet, J. ; Lin, S. Stress testing banks’ profitability: The case of French banks. 2010 En : Banque de France Working Paper 306. :

  28. Cook, W.D. ; Green, R.H. ; Zhu, J. Dual-role factors in data envelopment analysis. 2006 IIE Transactions. 38 105-115
    Paper not yet in RePEc: Add citation now
  29. Cook, W.D. ; Tone, K. ; Zhu, J. Data envelopment analysis: Prior to choosing a model. 2014 Omega. 44 1-4

  30. Cook, W.D. ; Zhu, J. Classifying inputs and outputs in data envelopment analysis. 2007 European Journal of Operational Research. 180 692-699

  31. Cooper, W.W. ; Seiford, L.S. ; Tone, K. DEA. A comprehensive text with models. 2007 En : Applications, References and DEA-Solver Software. Kluwer Publication: Boston
    Paper not yet in RePEc: Add citation now
  32. Delis, M. ; Iosifidi, M. ; Tsionas, M.G. Endogenous bank risk and efficiency. 2017 European Journal of Operational Research. 260 376-387

  33. Delis, M.D. ; Hasan, I. ; Tsionas, E.G. Banks’ risk endogenous to strategic management choices. 2015 British Journal of Management. 26 637-656

  34. Delis, M.D. ; Hasan, I. ; Tsionas, E.G. The risk of financial intermediaries. 2014 Journal of Banking and Finance. 44 1-12

  35. DeYoung, R. ; Torna, G. Nontraditional banking activities and bank failures during the financial crisis. 2013 Journal of Financial Intermediation. 22 397-421

  36. Diamond, D.W. ; Rajan, R.G. A theory of bank capital. 2000 The Journal of Finance. 55 2431-2465

  37. Diamond, D.W. ; Rajan, R.G. Liquidity shortages and banking crises. 2005 The Journal of Finance. 60 615-647

  38. Dietrich, A. ; Wanzenried, G. Determinants of bank profitability before and during the crisis: Evidence from Switzerland. 2011 Journal of International Financial Markets, Institutions and Money. 21 307-327

  39. Dong, Y. ; Firth, M. ; Hou, W. ; Yang, W. Evaluating the performance of Chinese commercial banks: A comparative analysis of different types of banks. 2016 European Journal of Operational Research. 252 280-295

  40. Drehmann, M. ; Nikolaou, K. Funding liquidity risk: Definition and measurement. 2013 Journal of Banking and Finance. 37 2173-2182
    Paper not yet in RePEc: Add citation now
  41. Dubecq, S. ; Monfort, A. ; Renne, J. ; Roussellet, G. Credit and liquidity in interbank rates: A quadratic approach. 2016 Journal of Banking and Finance. 68 29-46

  42. Ellul, A. ; Yerramilli, V. Stronger risk controls, lower risk: Evidence from US bank holding companies. 2013 The Journal of Finance. 68 1757-1803

  43. Emrouznejad, A. ; Yang, G. A survey and analysis of the first 40 years of scholarly literature in DEA: 1978–2016. 2018 Socio-Economic Planning Sciences. 61 4-8

  44. Eross, A. ; Urquhart, A. ; Wolfe, S. Liquidity risk contagion in the interbank market. 2016 Journal of International Financial Markets, Institutions and Money. 45 142-155

  45. Fiordelisi, F. ; Marques-Ibanez, D. ; Molyneux, P. Efficiency and risk in European banking. 2011 Journal of Banking and Finance. 35 1315-1326

  46. Freixas, X. ; Martin, A. ; Skeie, D. Bank liquidity, interbank markets, and monetary policy. 2011 The Review of Financial Studies. 24 2656-2692

  47. Freixas, X. ; Parigi, B.M. ; Rochet, J. Systemic risk, interbank relations, and liquidity provision by the central bank. 2000 Journal of Money, Credit and Banking. 32 611-638

  48. Fukuyama, H. ; Matousek, R. Modelling bank performance: A network DEA approach. 2017 European Journal of Operational Research. 259 721-732

  49. Fukuyama, H. ; Tan, Y. Deconstructing three-stage overall efficiency into input, output and stability efficiency components with consideration of market power and loan loss provision: An application to Chinese banks. 2020 International Journal of Finance & Economics.. -
    Paper not yet in RePEc: Add citation now
  50. Fungacova, Z. ; Turk, R. ; Weill, L. High liquidity creation and bank failures. 2015 International Monetary Fund:

  51. Galagedera, D.U. ; Roshdi, I. ; Fukuyama, H. ; Zhu, J. A new network DEA model for mutual fund performance appraisal: An application to US equity mutual funds. 2018 Omega. 77 168-179

  52. Galagedera, D.U. ; Watson, J. ; Premachandra, I.M. ; Chen, Y. Modeling leakage in two-stage DEA models: An application to US mutual fund families. 2016 Omega. 61 62-77

  53. Gallitschke, J. ; Seifried, S. ; Seifried, F.T. Interbank interest rates: Funding liquidity risk and XIBOR basis spreads. 2017 Journal of Banking and Finance. 78 142-152

  54. Garcia-de-Andoain, C. ; Heider, F. ; Hoerova, M. ; Manganelli, S. Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area. 2016 Journal of Financial Intermediation. 28 32-47

  55. Garel, A. ; Petit-Romec, A. Bank capital in the crisis: It's not just how much you have but who provides it. 2017 Journal of Banking and Finance. 75 152-166

  56. Gennaioli, N. ; Martin, A. ; Rossi, S. Banks, government bonds, and default: What do the data say?. 2018 Journal of Monetary Economics. 98 98-113

  57. Glasserman, P. ; Young, H.P. Contagion in financial networks. 2016 Journal of Economic Literature. 54 779-831

  58. Green, C. ; Bai, Y. ; Murinde, V. ; Ngoka, K. ; Maana, I. ; Tiriongo, S. Overnight interbank markets and the determination of the interbank rate: A selective survey. 2016 International Review of Financial Analysis. 44 149-161

  59. Guo, C. ; Wei, F. ; Ding, T. ; Zhang, L. ; Liang, L. Multistage network DEA: Decomposition and aggregation weights of component performance. 2017 Computers & Industrial Engineering. 113 64-74
    Paper not yet in RePEc: Add citation now
  60. Heider, F. ; Hoerova, M. ; Holthausen, C. Liquidity hoarding and interbank market rates: The role of counterparty risk. 2015 Journal of Financial Economics. 118 336-354

  61. Holmström, B. ; Tirole, J. Private and public supply of liquidity. 1998 Journal of Political Economy. 106 1-40

  62. Hong, H. ; Huang, J. ; Wu, D. The information content of Basel III liquidity risk measures. 2014 Journal of Financial Stability. 15 91-111

  63. Hryckiewicz, A. ; Kozlowski, L. The consequences of liquidity imbalance: When net lenders leave interbank markets. 2018 Journal of Financial Stability. 36 82-97

  64. Hryckiewicz, A. ; Kozłowski, Ł. Banking business models and the nature of financial crisis. 2017 Journal of International Money and Finance. 71 1-24

  65. Huang, R. ; Ratnovski, L. The dark side of bank wholesale funding. 2011 Journal of Financial Intermediation. 20 248-263

  66. Hughes, J.P. ; Mester, L.J. Efficiency in Banking: Theory, Practice, and Evidence. 2010 En : Berger, A.N. ; Molyneux, P. ; Wilson, J. The Oxford Handbook of Banking. Oxford University Press: Oxford, U.K
    Paper not yet in RePEc: Add citation now
  67. Hughes, J.P. ; Mester, L.J. Who said large banks don’t experience scale economies? Evidence from a risk-return-driven cost function. 2013 Journal of Financial Intermediation. 22 559-585

  68. Imbierowicz, B. ; Rauch, C. The relationship between liquidity risk and credit risk in banks. 2014 Journal of Banking and Finance. 40 242-256

  69. Iori, G. ; De Masi, G. ; Precup, O.V. ; Gabbi, G. ; Caldarelli, G. A network analysis of the Italian overnight money market. 2008 Journal of Economic Dynamics and Control. 32 259-278

  70. Isik, I. ; Hassan, M.K. Technical, scale and allocative efficiencies of Turkish banking industry. 2002 Journal of Banking and Finance. 26 719-766

  71. Jacobs, B.W. ; Kraude, R. ; Narayanan, S. Operational productivity, corporate social performance, financial performance, and risk in manufacturing firms. 2016 Production and Operations Management. 25 2065-2085

  72. Kaffash, S. ; Marra, M. Data envelopment analysis in financial services: A citations network analysis of banks, insurance companies and money market funds. 2017 Annals of Operations Research. 253 307-344

  73. Kao, C. Efficiency decomposition and aggregation in network data envelopment analysis. 2016 European Journal of Operational Research. 255 778-786

  74. Kao, C. Efficiency decomposition in network data envelopment analysis with slacks-based measures. 2014 Omega. 45 1-6

  75. Kao, C. ; Hwang, S. Efficiency decomposition in two-stage data envelopment analysis: An application to non-life insurance companies in Taiwan. 2008 European Journal of Operational Research. 185 418-429

  76. Kashyap, A.K. ; Tsomocos, D.P. ; Vardoulakis, A. Optimal bank regulation in the presence of credit and run risk. 2017 En : FEDS Working Paper 097. :

  77. Khan, M.S. ; Scheule, H. ; Wu, E. Funding liquidity and bank risk taking. 2017 Journal of Banking and Finance. 82 203-216

  78. Korhonen, P. ; Tainio, R. ; Wallenius, J. Value efficiency analysis of academic research. 2001 European Journal of Operational Research. 130 121-132

  79. Lampe, H.W. ; Hilgers, D. Trajectories of efficiency measurement: A bibliometric analysis of DEA and SFA. 2015 European Journal of Operational Research. 240 1-21

  80. Lee, C. ; Hsieh, M. The impact of bank capital on profitability and risk in Asian banking. 2013 Journal of International Money and Finance. 32 251-281

  81. Lehar, A. Measuring systemic risk: A risk management approach. 2005 Journal of Banking and Finance. 29 2577-2603

  82. Liang, L. ; Cook, W.D. ; Zhu, J. DEA models for two-stage processes: Game approach and efficiency decomposition. 2008 Naval Research Logistics (NRL). 55 643-653

  83. Liang, L. ; Li, Z. ; Cook, W.D. ; Zhu, J. Data envelopment analysis efficiency in two-stage networks with feedback. 2011 IIE Transactions. 43 309-322

  84. Liang, Q. ; Xu, P. ; Jiraporn, P. Board characteristics and Chinese bank performance. 2013 Journal of Banking and Finance. 37 2953-2968

  85. Liu, A. ; Paddrik, M. ; Yang, S.Y. ; Zhang, X. Interbank contagion: An agent-based model approach to endogenously formed networks. 2020 Journal of Banking and Finance. -

  86. Liu, J.S. ; Lu, L.Y. ; Lu, W. ; Lin, B.J. A survey of DEA applications. 2013 Omega. 41 893-902

  87. Lucchetta, M. Does the bank risk concentration freeze the interbank system?. 2015 The North American Journal of Economics and Finance. 33 149-166

  88. McAndrews, J. ; Sarkar, A. ; Wang, Z. The effect of the term auction facility on the London interbank offered rate. 2017 Journal of Banking and Finance. 83 135-152

  89. Minton, B.A. ; Taillard, J.P. ; Williamson, R. Financial expertise of the board, risk taking, and performance: Evidence from bank holding companies. 2014 Journal of Financial and Quantitative Analysis. 49 351-380

  90. Moutsianas, K.A. ; Kosmidou, K. Bank earnings volatility in the UK: Does size matter? A comparison between commercial and investment banks. 2016 Research in International Business and Finance. 38 137-150

  91. Ng, J. ; Roychowdhury, S. Do loan loss reserves behave like capital? Evidence from recent bank failures. 2014 Review of Accounting Studies. 19 1234-1279
    Paper not yet in RePEc: Add citation now
  92. Paradi, J.C. ; Rouatt, S. ; Zhu, H. Two-stage evaluation of bank branch efficiency using data envelopment analysis. 2011 Omega. 39 99-109

  93. Paradi, J.C. ; Zhu, H. A survey on bank branch efficiency and performance research with data envelopment analysis. 2013 Omega. 41 61-79

  94. Radić, N. ; Fiordelisi, F. ; Girardone, C. Efficiency and risk-taking in pre-crisis investment banks. 2012 Journal of Financial Services Research. 41 81-101

  95. Ratnovski, L. Liquidity and transparency in bank risk management. 2013 Journal of Financial Intermediation. 22 422-439

  96. Saunders, A. ; Cornett, M.M. ; McGraw, P.A. Financial institutions management: A risk management approach. 2006 McGraw-Hill New York: NY, USA
    Paper not yet in RePEc: Add citation now
  97. Schmitz, M.S.W. ; Sigmund, M. ; Valderrama, M.L. Bank solvency and funding cost: New data and new results. 2017 International Monetary Fund:

  98. Shabani, M. ; Tyson, J. ; Toporowski, J. ; McKinley, T. The financial system in the UK. 2014 En : FESSUD Studies in Financial Systems No 14. :
    Paper not yet in RePEc: Add citation now
  99. Simper, R. ; Hall, M.J. ; Liu, W. ; Zelenyuk, V. ; Zhou, Z. How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of south Korean banks. 2017 Annals of Operations Research. 250 105-127

  100. Springford, J. ; Tilford, S. ; Odendahl, C. ; McCann, P. The economic consequences of leaving the EU: The final report of the CER Commission on Brexit 2016. 2016 En : Centre for European Reform report, April 21st. :
    Paper not yet in RePEc: Add citation now
  101. Srivastav, A. ; Keasey, K. ; Mollah, S. ; Vallascas, F. CEO turnover in large banks: Does tail risk matter?. 2017 Journal of Accounting and Economics. 64 37-55

  102. Sueyoshi, T. ; Yuan, Y. ; Goto, M. A literature study for DEA applied to energy and environment. 2017 Energy Economics. 62 104-124

  103. Sun, L. ; Chang, T. A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries. 2011 Journal of Banking and Finance. 35 1727-1735

  104. Tregenna, F. The fat years: The structure and profitability of the US banking sector in the pre-crisis period. 2009 Cambridge Journal of Economics. 33 609-632

  105. Tsolas, I.E. ; Charles, V. Incorporating risk into bank efficiency: A satisficing DEA approach to assess the Greek banking crisis. 2015 Expert Systems with Applications. 42 3491-3500
    Paper not yet in RePEc: Add citation now
  106. Vaughan, L. ; Finch, G. The Fix: how bankers lied, cheated and colluded to rig the world's most important number. 2017 John Wiley & Sons:
    Paper not yet in RePEc: Add citation now
  107. Vazquez, F. ; Federico, P. Bank funding structures and risk: Evidence from the global financial crisis. 2015 Journal of Banking and Finance. 61 1-14

  108. Wu, H. ; Tzeng, G. ; Chen, Y. A fuzzy MCDM approach for evaluating banking performance based on balanced scorecard. 2009 Expert Systems with Applications. 36 10135-10147
    Paper not yet in RePEc: Add citation now
  109. Zhou, X. ; Xu, Z. ; Chai, J. ; Yao, L. ; Wang, S. ; Lev, B. Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model. 2019 Omega. 85 68-82

Cocites

Documents in RePEc which have cited the same bibliography

  1. Regulatory Cycles: Revisiting the Political Economy of Financial Crises. (2018). Dagher, Jihad.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/008.

    Full description at Econpapers || Download paper

  2. How economics got it wrong: Formalism, equilibrium modelling and pseudo-optimization in banking regulatory studies. (2016). Aldegwy, Mohamed ; Thiemann, Matthias.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:138.

    Full description at Econpapers || Download paper

  3. Understanding the shift from micro to macro-prudential thinking: A discursive network analysis. (2016). Thiemann, Matthias ; Ibrocevic, Edin ; Aldegwy, Mohamed.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:136.

    Full description at Econpapers || Download paper

  4. Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure. (2016). Li, Kehan ; Guegan, Dominique ; Hassani, Bertrand K.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:16006.

    Full description at Econpapers || Download paper

  5. Bank Acquisitiveness and Financial Crisis Vulnerability. (2016). Dowling, Michael ; Lilti, Jean-Jacques ; Saqib, Aziz .
    In: Post-Print.
    RePEc:hal:journl:halshs-01360952.

    Full description at Econpapers || Download paper

  6. Bank Acquisitiveness and Financial Crisis Vulnerability. (2016). Lilti, Jean-Jacques ; Aziz, Saqib ; Dowling, Michael.
    In: Post-Print.
    RePEc:hal:journl:hal-01393953.

    Full description at Econpapers || Download paper

  7. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Calluzzo, Paul ; Dong, Gang Nathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

    Full description at Econpapers || Download paper

  8. Optimal hedging strategy for risk management on a network. (2015). Zhu, Yun ; Gao, Tianjiao ; Gulpinar, Nalan ; Gupta, Aparna.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:31-44.

    Full description at Econpapers || Download paper

  9. Catharsis—The real effects of bank insolvency and resolution. (2015). Korte, Josef.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:213-231.

    Full description at Econpapers || Download paper

  10. Optimal capital requirements over the business and financial cycles. (2015). Malherbe, Frederic.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10387.

    Full description at Econpapers || Download paper

  11. Catharsis - The real effects of bank insolvency and resolution. (2013). Korte, Josef.
    In: Discussion Papers.
    RePEc:zbw:bubdps:212013.

    Full description at Econpapers || Download paper

  12. The Flip Side of Financial Synergies:Coinsurance versus Risk Contamination. (2013). Ottaviani, Marco ; Banal-Estanol, Albert ; Winton, Andrew ; Banal-Estaol, Albert.
    In: Working Papers.
    RePEc:igi:igierp:475.

    Full description at Econpapers || Download paper

  13. Gambling for resurrection in Iceland: the rise and fall of the banks. (2013). Portes, Richard ; Baldursson, Fridrik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9664.

    Full description at Econpapers || Download paper

  14. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162012.

    Full description at Econpapers || Download paper

  15. A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries. (2012). Schure, Paul ; Engineer, Merwan.
    In: Working Paper series.
    RePEc:rim:rimwps:29_12.

    Full description at Econpapers || Download paper

  16. Liquidity risk in banking: is there herding?. (2012). Kim, Moshe ; Bonfim, Diana.
    In: Working Papers.
    RePEc:ptu:wpaper:w201218.

    Full description at Econpapers || Download paper

  17. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18398.

    Full description at Econpapers || Download paper

  18. Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System. (2012). Ragot, Xavier ; Challe, Edouard ; Monjon, Benoit .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00719952.

    Full description at Econpapers || Download paper

  19. Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System. (2012). Ragot, Xavier ; Challe, Edouard ; Monjon, Benoit .
    In: PSE Working Papers.
    RePEc:hal:psewpa:hal-00719952.

    Full description at Econpapers || Download paper

  20. The empirical research of banks capital buffer and risk adjustment decision making. (2012). Liang, Wanxia ; Xu, Tinghua ; Zheng, Changjun.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:163-179.

    Full description at Econpapers || Download paper

  21. Blanket guarantee, deposit insurance and restructuring decisions for multinational banks. (2012). Mlknen, Ville ; Niinimäki, J.-P., .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:2:p:84-95.

    Full description at Econpapers || Download paper

  22. Contagious Bank Runs: Experimental Evidence. (2012). Brown, Martin ; Trautmann, Stefan ; Vlahu, Razvan.
    In: Working Papers.
    RePEc:dnb:dnbwpp:363.

    Full description at Econpapers || Download paper

  23. Identifying systemically important financial institutions: size and other determinants. (2012). Moore, Kyle ; Zhou, Chen.
    In: Working Papers.
    RePEc:dnb:dnbwpp:347.

    Full description at Econpapers || Download paper

  24. Securitization and the dark side of diversification. (2012). van Oordt, Maarten.
    In: Working Papers.
    RePEc:dnb:dnbwpp:341.

    Full description at Econpapers || Download paper

  25. Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis. (2012). merrouche, ouarda ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8859.

    Full description at Econpapers || Download paper

  26. Determinants of Banking System Fragility: A Regional Perspective. (2012). Penas, María ; Elahi, Muhammad Ather ; Degryse, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8858.

    Full description at Econpapers || Download paper

  27. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8792.

    Full description at Econpapers || Download paper

  28. Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System.. (2012). Ragot, Xavier ; Mojon, Benoit ; Challe, Edouard.
    In: Working papers.
    RePEc:bfr:banfra:391.

    Full description at Econpapers || Download paper

  29. ¿Es un sistema financiero menos procíclico una meta alcanzable?. (2011). Goodhart, Charles.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-21-01.

    Full description at Econpapers || Download paper

  30. Taking the moral hazard out of banking: the next fundamental step in financial reform. (2011). Masera, Rainer.
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2011:22.

    Full description at Econpapers || Download paper

  31. Capital Regulation and Tail Risk. (2011). Vlahu, Razvan ; Ratnovski, Lev ; Perotti, Enrico.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/188.

    Full description at Econpapers || Download paper

  32. Systemic surcharges and measures of systemic importance. (2011). Berg, Sigbjorn Atle.
    In: Journal of Financial Regulation and Compliance.
    RePEc:eme:jfrcpp:v:19:y:2011:i:4:p:383-395.

    Full description at Econpapers || Download paper

  33. Diversification disasters. (2011). Ibragimov, Rustam ; Walden, Johan ; Jaffee, Dwight.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:2:p:333-348.

    Full description at Econpapers || Download paper

  34. Basel Core Principles and bank soundness: Does compliance matter?. (2011). Detragiache, Enrica ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:4:p:179-190.

    Full description at Econpapers || Download paper

  35. Bank capital buffer and risk adjustment decisions. (2011). Milne, Alistair ; Jokipii, Terhi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:3:p:165-178.

    Full description at Econpapers || Download paper

  36. The financial trilemma. (2011). Schoenmaker, Dirk.
    In: Economics Letters.
    RePEc:eee:ecolet:v:111:y:2011:i:1:p:57-59.

    Full description at Econpapers || Download paper

  37. Capital Regulation and Tail Risk. (2011). Vlahu, Razvan ; Ratnovski, Lev ; Perotti, Enrico.
    In: Working Papers.
    RePEc:dnb:dnbwpp:307.

    Full description at Econpapers || Download paper

  38. Capital Regulation and Tail Risk. (2011). Vlahu, Razvan ; Ratnovski, Lev ; Perotti, Enrico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8526.

    Full description at Econpapers || Download paper

  39. Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:354.

    Full description at Econpapers || Download paper

  40. Leveraged Network-Based Financial Accelerator. (2011). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro.
    In: Working Papers.
    RePEc:anc:wpaper:371.

    Full description at Econpapers || Download paper

  41. Dealing with the Challenges of Capital Inflows in the Context of Macrofinancial Links. (2010). Ghosh, Swati R.
    In: World Bank Publications - Reports.
    RePEc:wbk:wboper:10177.

    Full description at Econpapers || Download paper

  42. The reconstruction of historical national accounts: the case of Italy. (2010). Fenoaltea, Stefano ; Masera, Rainer.
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2010:14.

    Full description at Econpapers || Download paper

  43. Illiquidity, insolvency, and banking regulation. (2010). Cao, Jin.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:11370.

    Full description at Econpapers || Download paper

  44. Regulation of Systemic Liquidity Risk. (2010). Cao, Jin ; Illing, Gerhard.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:11306.

    Full description at Econpapers || Download paper

  45. Regulation of systemic liquidity risk. (2010). Cao, Jin ; Illing, Gerhard.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:24:y:2010:i:1:p:31-48.

    Full description at Econpapers || Download paper

  46. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2010-033.

    Full description at Econpapers || Download paper

  47. Back to the basics in banking? A micro-analysis of banking system stability. (2010). De Jonghe, Olivier.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:3:p:387-417.

    Full description at Econpapers || Download paper

  48. Housing markets and the financial crisis of 2007-2009: Lessons for the future. (2010). Murphy, Anthony ; muellbauer, john ; Duca, John.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:203-217.

    Full description at Econpapers || Download paper

  49. Applying CoV aR to Measure Systemic Market Risk: the Colombian Case. (2010). Perez-Reyna, David ; Mendoza, juan ; Arias, Mauricio.
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:047.

    Full description at Econpapers || Download paper

  50. Back to the Basics in Banking? A Micro-Analysis of Banking System Stability. (2009). De Jonghe, Olivier.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:09/579.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-29 23:53:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.