Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy.
By B. Arnold, C. Borio, L. Ellis, Fariborz Moshirian. 2012
151 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/92cb88a791f946115f9fe4ca521d0ce0231d8f7a
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Citations in the corpus
- Determinants of Financial Stress in Emerging Market Economies (2014, unknown): “(2008 and 2011) explores the issue of financial transmission from advanced and other emerging economies to individual emerging market 1 See Arnold et al. (2012) for discussion on the challenges in monitoring banking systemic risks; and Allen, Bali, and Tang (2012) for discussion on the microlevel sy”
- Banking Business Models Monitor 2015 Europe (2016, unknown): “See Adrian & Brunnermeier (forthcoming), Arnold et al (2012), and Danielsson & De Vries (2000).”
- Bank risk and performance in the MENA region: The importance of capital requirements (2016, background): “The study shows that the only way to prevent any untruthful bank risk exposure is to create a complementary non-risk-based leverage ratio that serves in addition to the capital regulatory ratio (Blum, 2008; Arnold et al., 2012; Haldane, 2012).”