Thinking beyond Basel III: Necessary Solutions for Capital and Liquidity
By A. Blundell-Wignall, P. Atkinson. 2010
317 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/6820b0c03b69ed5086878ac008726868943316e5
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
- St'ephane Cr'epey
- Massimo Morini
- Tomasz R. Bielecki
- Damiano Brigo
- Andrea Pallavicini
- Sebnem Kalemli‐ozcan
- Bent E. Sørensen
- Lilit Popoyan
In Finance
- St'ephane Cr'epey
- Damiano Brigo
- Andrea Pallavicini
- Tomasz R. Bielecki
- Massimo Morini
- Lilit Popoyan
- Sevcan Yeşiltaş
- Paola D'Orazio
Citations in the corpus
- Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (2013, background): “See the OECD paper [12] for an overview of the problems, some of them also affecting Basel III.”
- Leverage across firms, banks, and countries ☆ (2012, methodology): “A “sophisticated rule,” used by larger banks, includes more subcategories based on credit rankings; se Blundell-Wignall and Atkinson (2010) for more details. A “large bank” has more than one billion dollars worth of assets in 2000. 289 S. Kalemli-Ozcan et al. / Journal of International Economics 88 ”
- Balance Sheet Strength and Bank Lending During the Global Financial Crisis (2013, unknown): “Basel III proposes that regulatory capital be higher and that it include only capital instruments with high loss-absorbing ability, such as common equity (see BCBS, 2010b; Blundell-Wignall and Atkinson, 2010).”
- Counterparty Risk and Funding: A Tale of Two Puzzles (2014, background): “Bibliographic Guidelines Here are the main sources for this book: • for Part I: Crépey and Douady (2013a,2013b) (Chapter 2); the Galilean dialogue in Chapter 1 is essentially original material renewing the Platonic dialogue of Brigo, Morini, and Pallavicini (2013); • for Part II: Bielecki and Crépey”
- Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies? (2019, background): “Indeed, we point out that the existing capital requirements could make banks more hesitant towards green lending, and liquidity requirements could penalize long-term loans (Blundell-Wignall and Atkinson, 2010; Allen et al., 2012; Angelini et al., 2015).”