The dog and the frisbee

By Andrew G. Haldane, Vasileios Madouros. 2012

274 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/70567fe099467ca05e49af191ab40a779f853f72

Citations in the corpus

• Bank risk and performance in the MENA region: The importance of capital requirements (2016, unknown): “This is consistent with Haldane (2012), Dermine (2015) and Cathcart et al. (2015) who shed doubts on the ability of risk-weighted assets to reflect actual bank risk exposure, especially during the subprime crisis.”
• Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2014, unknown): “Huang et al. (2012) do the same test for the SCAP and find that the stress test losses are well correlated to several market-based measures of systemic risk;5 our rank correlation estimate of 0.”