Assessing the Risk of Banking Crises – Revisited

By C. Borio, Mathias Drehmann. 2009

670 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/feffc929d7301f3225e44c418d46eb55290d9fee

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Citations in the corpus

Financial crises and economic activity (2009, unknown): “(5)For a discussion of vulnerabilities that help to predict the onset of a crisis, see Borio and Drehmann (2009). (6)Kashyap and Stein (2000) found that monetary policy has a stronger impact on small U.”
Working Paper # 0001 January 5 , 2012 A Survey of Systemic Risk Analytics (2012, unknown): “These include Borio and Drehmann (2009b) and Alessi and Detken (2009), who use quarterly data, and Alfaro and Drehmann (2009), whose model is updated only annually.”
Bank regulation, property prices and early warning systems for banking crises in OECD countries (2010, methodology): “This general result conforms to the traditional banking crisis literature on leading indicators of crises including Borio and Drehmann (2009) and recent findings by Reinhart and Rogoff (2008) who note the sub-prime episode was no different from previous OECD cases which were characterised by house p”
Macroprudential Policy - A Literature Review (2012, unknown): “13 See e.g. Tucker (2009) and Borio (2009).”
Predictable Financial Crises (2020, background): “…Financial Crises 865 in a given sector signals an outward shift in the supply of credit, which sows the seeds of its own destruction (Borio and Drehmann (2009), Greenwood and Hanson (2013), Jordà, Schularick, and Taylor (2015), Baron and Xiong (2017), López-Salido, Stein, and…”
Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates (2011, background): “We also consider deviations from long-term trends, as equity and property price gaps have proved useful in predicting banking crises (e.g., Borio and Drehmann 2009a).”
Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012, background): “Borio and Drehmann (2009) show that it is possible to create indicators, such as the increase in credit and asset prices that can help to detect the build-up of risk of future banking distress originating from a common source of private-sector excesses.”
Does Monetary Policy Affect Bank Risk-Taking? (2010, unknown): “Historically, most systemic banking crises have been preceded by periods of excessive lending growth (Reinhart and Rogoff, 2008; Borio and Drehmann, 2009).”
Cost-benefit analysis of leaning against the wind (2017, unknown): “Regarding the possible benefits of LAW (lower probability and smaller magnitude of crises), recent work has emphasized the role of credit growth and credit booms in predicting crises and their magnitude (Borio and Drehmann (2009), Gourinchas and Obstfeld (2012), Schularick and Taylor (2012)).”
Implementing the macroprudential approach to financial regulation and supervision (2009, background): “NB: This paper draws in part on Borio and Drehmann (2008). The views expressed are those of the author and do not necessarily represent those of the Bank for”