Bank size and risk-taking under Basel II

By Hendrik Hakenes, I. Schnabel. 2005

200 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/656f05322a09bda6e353c76c9cfce83098bd07d9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Francesco Vallascas
2. Jens Hagendorff

In Finance

1. Francesco Vallascas
2. Jens Hagendorff

Citations in the corpus

• National culture and bank risk-taking (2017, unknown): “Boyd et al. (1993), Hakenes and Schnabel (2011), and Bhagat et al. (2015) find a negative correlation between risk–taking and bank size.”
• The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013, methodology): “Under the IRB approach, which is believed to be the most risk-sensitive of the Basel II approaches (Basel Committee, 2006b; Hakenes and Schnabel, 2011), banks estimate credit risk based on model estimates of the probability of default using their internal data. These estimates will then serve as inp”