create a website

Valuation reports in the context of banking resolution: What are the challenges?. (2018). Hellwig, Martin.
In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
RePEc:mpg:wpaper:2018_06.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 19

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. Reset required: The euro area crisis management and deposit insurance framework. (2021). Huertas, Thomas F.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:85.

    Full description at Econpapers || Download paper

  2. Plug the gap: Make resolution ready for corona. (2020). Huertas, Thomas F.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:73.

    Full description at Econpapers || Download paper

  3. International Environment: Recovery and Resolution Regimes as the Pillar of the Banking Union. (2019). Mejra, Festi.
    In: Naše gospodarstvo/Our economy.
    RePEc:vrs:ngooec:v:65:y:2019:i:2:p:30-40:n:4.

    Full description at Econpapers || Download paper

  4. Macroprudential policy in a currency union. (2019). Weigert, Benjamin ; Buch, Claudia.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:155:y:2019:i:1:d:10.1007_s10290-018-0332-6.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Admati, A.R., P.M. DeMarzo, M.F. Hellwig, and P.C. Pfleiderer (2018). The Leverage Ratchet Effect. Journal of Finance 73, 145 – 198.

  2. Akerlof, G. A. (1970). The Market for ’Lemons’. Quarterly Journal of Economics 84, 488 - 500.

  3. Arrow, K.J. (1954/1963). Le rôle des valeurs boursières pour la répartition la meilleure des risques, Économétrie, Colloques Internationaux du Centre National de la Recherche Scientifique 11 (1953), 41 – 47. English translation: The Role of Securities in the Optimal Allocation of Risk Bearing. Review of Economic Studies 31 (1964), 91 –96.

  4. Behn, M., R. Haselmann, and V. Vig (2016). The Limits of Model-Based Regulation. Working Paper No. 1928, European Central Bank Working Paper Series, European Central Bank, Frankfurt.

  5. Black, F., and M.S. Scholes (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy 81, 637 – 654.

  6. Debreu, G. (1959). Theory of Value: An Axiomatic Analysis of Economic Equilibrium. Cowles Foundation Monograph 17, Yale University Press, New Haven, 1959.
    Paper not yet in RePEc: Add citation now
  7. EBA (2017). Final Draft on Valuation before Resolution, Final Draft on Valuation after Resolution.
    Paper not yet in RePEc: Add citation now
  8. EBA/RTS/2017/05 and EBA/RTS/2017/06, European Banking Authority, London.
    Paper not yet in RePEc: Add citation now
  9. Friedman, M., and A.J. Schwartz (1963). A Monetary History of the United States 1867 – 1960. Princeton University Press, Princeton, N.J. Harrison, J.M., and D.M. Kreps (1979). Martingales and Arbitrage in Multiperiod Security Markets. Journal of Economic Theory 20, 381 – 408.

  10. Hellwig, M.F. (2013). Stellungnahme zur Anhörung des Haushaltsausschusses der Bürgerschaft der Freien und Hansestadt Hamburg über die Wiedererhöhung der Ländergarantie für HSH Nordbank. Hamburg, 30 April 2013.
    Paper not yet in RePEc: Add citation now
  11. Hellwig, M.F. (2017). Carving out Legacy Assets: A Successful Tool for Successful Restructuring? European Parliament, Economic and Monetary Affairs Committee, Brussels.

  12. Hellwig, M.F. (2018), Germany and the Financial Crises 2007 – 2017. Paper presented at the Annual Macroprudential Conference. Sveriges Riksbank, Stockholm.
    Paper not yet in RePEc: Add citation now
  13. IPOL | Economic Governance Support Unit 24 PE 624.417 Merton, R.C. (1973a). Theory of Rational Option Pricing. Bell Journal of Economics and Management Science 4, 141 – 183.
    Paper not yet in RePEc: Add citation now
  14. Lintner, J.V. (1965). The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. Review of Economics and Statistics 47, 13–37.
    Paper not yet in RePEc: Add citation now
  15. Merton, R.C. (1973b). An Intertemporal Capital Asset Pricing Model. Econometrica 41, 867 – 887.

  16. Merton, R.C. (1974). On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. Journal of Finance 29, 449 – 470.

  17. PE 624.417 Print ISBN 978-92-846-3219-0 | doi:10.2861/963433 | QA-09-18-009-EN-C PDF ISBN 978-92-846-3217-6 | doi:10.2861/46486 | QA-09-18-009-EN-N DISCLAIMER The opinions expressed in this document are the sole responsibility of the author and do not necessarily represent the official position of the European Parliament. Reproduction and translation for non-commercial purposes are authorised, provided the source is acknowledged and the publisher is given prior notice and sent a copy. This document was provided by the Economic Governance Support Unit at the request of the ECON Committee.
    Paper not yet in RePEc: Add citation now
  18. Ross, S.A. (1976). Options and Efficiency. Quarterly Journal of Economics 90, 75 – 89.

  19. Sharpe, W.F. (1964). Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance 19, 425–442.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Bank business models, negative policy rates, and prudential regulation. (2022). Savona, Roberto.
    In: Annals of Finance.
    RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-021-00397-1.

    Full description at Econpapers || Download paper

  2. Present-biased government and sovereign debt dynamics. (2022). Li, Yuan ; Zhao, Siqi ; Yang, Jinqiang.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:98:y:2022:i:c:s0304406821001427.

    Full description at Econpapers || Download paper

  3. Rethinking business performance in global value chains. (2022). Mouzas, Stefanos ; Bauer, Florian.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:144:y:2022:i:c:p:679-689.

    Full description at Econpapers || Download paper

  4. How Do Banks Respond to Non-Performing Loans?. (2021). Marino, Immacolata ; Bruno, Brunella.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:513.

    Full description at Econpapers || Download paper

  5. The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence From Emerging Asian Economies. (2021). Shahzad, Syed Jawad Hussain ; chen, yiguo ; Akhtar, Yasmeen ; Yousaf, Tahir ; Hussain, Syed Jawad ; Kayani, Ghulam Mujtaba ; Yiguo, Chen.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006051.

    Full description at Econpapers || Download paper

  6. Debt Maturity and the Dynamics of Leverage. (2021). Zechner, Josef ; Dangl, Thomas.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:34:y:2021:i:12:p:5796-5840..

    Full description at Econpapers || Download paper

  7. Not one but three decisions in sukuk issuance: Understanding the role of ownership and governance. (2021). Ashraf, Dawood ; Azmat, Saad ; Rizwan, Muhammad Suhail.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x19306377.

    Full description at Econpapers || Download paper

  8. Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Xu, YU ; Yang, Jun ; Chen, Hui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:3:p:770-799.

    Full description at Econpapers || Download paper

  9. Risk management, firm reputation, and the impact of successful cyberattacks on target firms. (2021). Milidonis, Andreas ; Kamiya, Shinichi ; Stulz, Rene M ; Kim, Jungmin ; Kang, Jun-Koo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:3:p:719-749.

    Full description at Econpapers || Download paper

  10. A dynamic theory of multiple borrowing. (2021). Liu, Ernest ; Green, Daniel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:2:p:389-404.

    Full description at Econpapers || Download paper

  11. Creditors’ holdup, releveraging and the setting of private appropriation in a control contract between shareholders. (2021). de La Bruslerie, hubert ; Gueguen, Simon.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000478.

    Full description at Econpapers || Download paper

  12. Did the Basel Process of capital regulation enhance the resiliency of European banks?. (2021). Iannino, Maria Chiara ; Gehrig, Thomas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000644.

    Full description at Econpapers || Download paper

  13. Capital structure adjustment speed over the business cycle. (2021). Chen, Yifei ; Lv, Wujun ; Gan, Liu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319305185.

    Full description at Econpapers || Download paper

  14. Tax effects on bank liability structure. (2021). Gambacorta, Leonardo ; Wang, Zhenyu ; Sundaresan, Suresh ; Ricotti, Giacomo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001616.

    Full description at Econpapers || Download paper

  15. Optimal capital structure, ambiguity aversion, and leverage puzzles. (2021). Attaoui, Sami ; Duan, Xiaoman ; Cao, Wenbin ; Liu, Hening.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001111.

    Full description at Econpapers || Download paper

  16. Board financial expertise and the capital decisions of US banks. (2021). Gilani, Usman ; Keasey, Kevin ; Vallascas, Francesco.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002133.

    Full description at Econpapers || Download paper

  17. The real effects of bank taxation: Evidence for corporate financing and investment. (2021). Wilson, John ; Chronopoulos, Dimitris K ; Sobiech, Anna L.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001103.

    Full description at Econpapers || Download paper

  18. Leverage Dynamics without Commitment. (2021). He, Zhiguo ; DeMarzo, Peter.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1195-1250.

    Full description at Econpapers || Download paper

  19. The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation. (2021). faff, robert ; Pathan, Shams ; Zelenyuk, Natalya.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:3:p:3915-3935.

    Full description at Econpapers || Download paper

  20. Optimal bank leverage and recapitalization in crowded markets. (2021). Mariathasan, Mike ; Bertsch, Christoph.
    In: BIS Working Papers.
    RePEc:bis:biswps:923.

    Full description at Econpapers || Download paper

  21. Corporate indebtedness and macroeconomic stabilisation from a long-term perspective. (2021). Schularick, Moritz.
    In: ECONtribute Policy Brief Series.
    RePEc:ajk:ajkpbs:024.

    Full description at Econpapers || Download paper

  22. How Banks Respond to Distress: Shifting Risks in Europe€™s Banking Union. (2020). Mink, Mark ; Lelyveld, Iman ; Ramcharan, Rodney ; van Lelyveld, Iman.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20200006.

    Full description at Econpapers || Download paper

  23. Dynamic Banking and the Value of Deposits. (2020). Wang, Neng ; Bolton, Patrick ; Yang, Jinqiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26802.

    Full description at Econpapers || Download paper

  24. Zombies at Large? Corporate Debt Overhang and the Macroeconomy. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin.
    In: Staff Reports.
    RePEc:fip:fednsr:89124.

    Full description at Econpapers || Download paper

  25. The paradox of pledgeability. (2020). Donaldson, Jason Roderick ; Piacentino, Giorgia.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:3:p:591-605.

    Full description at Econpapers || Download paper

  26. Short-term debt and incentives for risk-taking. (2020). della Seta, Marco ; Zucchi, Francesca ; Morellec, Erwan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:1:p:179-203.

    Full description at Econpapers || Download paper

  27. The redistributive effects of bank capital regulation. (2020). Petriconi, Silvio ; Marquez, Robert ; Carletti, Elena.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:743-759.

    Full description at Econpapers || Download paper

  28. Credit rating, banks capital structure and speed of adjustment: A cross-country analysis. (2020). Wojewodzki, Michal ; Brahma, Sanjukta ; Boateng, Agyenim.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:69:y:2020:i:c:s104244312030144x.

    Full description at Econpapers || Download paper

  29. A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Fringuellotti, Fulvia ; Farkas, Walter ; Tunaru, Radu.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

    Full description at Econpapers || Download paper

  30. How banks respond to distress: Shifting risks in Europes banking union. (2020). Mink, Mark ; Lelyveld, Iman ; Ramcharan, Rodney ; van Lelyveld, Iman.
    In: Working Papers.
    RePEc:dnb:dnbwpp:669.

    Full description at Econpapers || Download paper

  31. The aggregate demand for bank capital. (2020). OPP, CHRISTIAN ; Harris, Milton.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14524.

    Full description at Econpapers || Download paper

  32. The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending. (2020). Malherbe, Frederic ; Bahaj, Saleem.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:6:p:3013-3053.

    Full description at Econpapers || Download paper

  33. Zombies at large? Corporate debt overhang and the macroeconomy. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Kornejew, Martin.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:042.

    Full description at Econpapers || Download paper

  34. On the Special Role of Deposits for Long-Term Lending. (2019). Perazzi, Elena.
    In: MPRA Paper.
    RePEc:pra:mprapa:96716.

    Full description at Econpapers || Download paper

  35. On the Special Role of Deposits for Long-Term Lending. (2019). Perazzi, Elena.
    In: MPRA Paper.
    RePEc:pra:mprapa:101932.

    Full description at Econpapers || Download paper

  36. The Impact of Bank Capital and Institutional Quality on Lending: Empirical Evidence from the MENA Region. (2019). Mondello, Gerard ; EL HOURANI, Maya.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2019-34.

    Full description at Econpapers || Download paper

  37. Mandatory Convertible Notes as a Sustainable Corporate Finance Instrument. (2019). Rodriguez-Monroy, Carlos ; Huerga, Angel.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:3:p:897-:d:204566.

    Full description at Econpapers || Download paper

  38. The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets. (2019). Akhtar, Yasmeen ; Yousaf, Tahir ; Kayani, Ghulam Mujtaba.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:142-:d:265520.

    Full description at Econpapers || Download paper

  39. Banking system resilience: an empirical appraisal. (2019). de la Cuesta-Gonzalez, Marta ; Paredes-Gazquez, Juan Diego ; Ruza, Cristina.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:jes-06-2018-0199.

    Full description at Econpapers || Download paper

  40. Trade-off theory and zero leverage. (2019). Haddad, Kamal ; Lotfaliei, Babak.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:165-170.

    Full description at Econpapers || Download paper

  41. Ownership and control in a double decision framework for raising capital. (2019). Bhatti, Muhammad ; Ashraf, Dawood ; Khawaja, Mohsin.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119301505.

    Full description at Econpapers || Download paper

  42. Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments. (2019). Varraso, Paolo ; Marques, Aurea ; Budrys, Žymantas ; Peeters, Jonas ; Cappelletti, Giuseppe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192292.

    Full description at Econpapers || Download paper

  43. Bargeld, Giralgeld, Vollgeld: Zur Diskussion um das Geldwesen nach der Finanzkrise. (2018). Hellwig, Martin.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2018_10.

    Full description at Econpapers || Download paper

  44. Valuation reports in the context of banking resolution: What are the challenges?. (2018). Hellwig, Martin.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2018_06.

    Full description at Econpapers || Download paper

  45. Hidden effects of bank recapitalizations. (2018). Frantz, Pascal ; Lenoci, Francesca ; Beccalli, Elena.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:89252.

    Full description at Econpapers || Download paper

  46. Effective governance, financial markets, financial institutions & crises. (2018). Williams, Barry ; Balachandran, Balasingham.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:50:y:2018:i:c:p:1-15.

    Full description at Econpapers || Download paper

  47. Fintech, regulatory arbitrage, and the rise of shadow banks. (2018). Seru, Amit ; Piskorski, Tomasz ; Matvos, Gregor ; Buchak, Greg.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:3:p:453-483.

    Full description at Econpapers || Download paper

  48. Hidden effects of bank recapitalizations. (2018). Frantz, Pascal ; Lenoci, Francesca ; Beccalli, Elena.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:94:y:2018:i:c:p:297-314.

    Full description at Econpapers || Download paper

  49. Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Iannino, Maria Chiara ; Gehrig, Thomas.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_016.

    Full description at Econpapers || Download paper

  50. Factors Affecting Debt to Equity Mixture in Kuwait, Bahrain and Oman. (2018). al Hussaini, Ahmed Nahar.
    In: International Journal of Asian Social Science.
    RePEc:asi:ijoass:2018:p:1204-1218.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 15:33:32 || 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.