Global Banking Glut and Loan Risk Premium

By Hyun Song Shin. 2012

589 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0b446e826f4c0a8e1871bd6a2d249f300091d7f7

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Citations in the corpus

Capital Flows, Cross-Border Banking and Global Liquidity (2012, unknown): “Second, we know from Adrian and Shin (2012) that a contracting model with moral hazard can yield a VaR-type rule as the outcome of the optimal contracting problem, even without any formal regulation imposed from the outside.”
Cross-Border Interbank Networks, Banking Risk and Contagion (2015, background): “Limiting attention to net stocks or flows would consequently neither reflect expansions, retrenchments or strains in cross-border interbank markets nor the source of the strain, respectively the transmission channel (for similar discussions see Borio and Disyatat (2011), Shin (2011)).”
The Second Phase of Global Liquidity and Its Impact on Emerging Economies (2013, background): “…“Landau report”) and the IMF’s work on the topic, both at the behest of the G20, have put the term “global liquidity” into the titles of official documents, and so it does appear that the term is here to stay.2 For the benefit of defining the issues more clearly, it is useful to distinguish two…”
Understanding the Role of Debt in the Financial System (2015, unknown): “Coarse ratings promote “commonality of beliefs” in the langue of Morris and Shin (2006). They show theoretically, that commonality is desirable because it reduces problems of adverse selection.”
Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017, background): “Shin, H. (2012). Global banking glut and loan risk premium. IMF Economic Review 60(2), 155–192. Svensson, L. E. O. (1988). Trade in risky assets. American Economic Review 78(3), 375–394. Verdelhan, A. (2016). The share of systematic risk in bilateral exchange rates. Forthcoming Journal of Finance. Z”