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Volumn 1, Issue 2, 2005, Pages 197-224

A risk assessment model for banks

Author keywords

Banks; Equilibrium analysis; Financial contagion; Financial fragility; Monetary policy; Regulatory policy; Systemic risk

Indexed keywords


EID: 13444267890     PISSN: 16142446     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10436-004-0006-3     Document Type: Article
Times cited : (71)

References (13)
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    • Relative performance, banks and sequential contagion
    • Mimeo, University of Oxford
    • Bhattacharya, S., Goodhart, C.A.E., Sunirand, P., Tsomocos, D.P.: Relative performance, banks and sequential contagion. Mimeo, University of Oxford (2003)
    • (2003)
    • Bhattacharya, S.1    Goodhart, C.A.E.2    Sunirand, P.3    Tsomocos, D.P.4
  • 2
    • 0346862914 scopus 로고    scopus 로고
    • Procyclicality and the new Basel Accord-banks' choice of loan rating system Economic Theory
    • forthcoming
    • Catarineu-Rabell, E., Jackson, P., Tsomocos, D.P.: Procyclicality and the new Basel Accord-banks' choice of loan rating system. Economic Theory (2003, forthcoming)
    • (2003)
    • Catarineu-Rabell, E.1    Jackson, P.2    Tsomocos, D.P.3
  • 3
    • 13444255111 scopus 로고    scopus 로고
    • Consumption, money, and lending: A joint model for the UK household sector
    • forthcoming
    • Chrystal, A., Mizen, P.: Consumption, money, and lending: A joint model for the UK household sector. Journal of Money Credit and Banking (2003, forthcoming)
    • (2003) Journal of Money Credit and Banking
    • Chrystal, A.1    Mizen, P.2
  • 4
    • 49349123588 scopus 로고
    • The non-cooperative equilibria of a closed trading economy with market supply and bidding strategies
    • Dubey, P., Shubik, M.: The non-cooperative equilibria of a closed trading economy with market supply and bidding strategies. Journal of Economic Theory 17, 1-20 (1978)
    • (1978) Journal of Economic Theory , vol.17 , pp. 1-20
    • Dubey, P.1    Shubik, M.2
  • 5
    • 0344145801 scopus 로고    scopus 로고
    • Risk assessment for banking systems
    • Oesterreichische Nationalbank (Austrian National Bank), Working paper no. 79
    • Elsinger, H., Lehar, A., Summer, M.: Risk assessment for banking systems. Oesterreichische Nationalbank (Austrian National Bank), Working paper no. 79 (2003)
    • (2003)
    • Elsinger, H.1    Lehar, A.2    Summer, M.3
  • 6
    • 0038215254 scopus 로고    scopus 로고
    • A model to analyse financial fragility
    • Oxford Financial Research Centre Working Paper No. 2003fe13
    • Goodhart, C.A.E., Sunirand, P., Tsomocos, D.P.: A model to analyse financial fragility. Oxford Financial Research Centre Working Paper No. 2003fe13 (2003)
    • (2003)
    • Goodhart, C.A.E.1    Sunirand, P.2    Tsomocos, D.P.3
  • 8
    • 0037582189 scopus 로고    scopus 로고
    • The theory of money and financial institutions
    • Cambridge, MA: The MIT Press
    • Shubik, M.: The theory of money and financial institutions. Cambridge, MA: The MIT Press 1999
    • (1999)
    • Shubik, M.1
  • 9
    • 18144408991 scopus 로고
    • A strategic market game with a mutual bank with fractional reserves and redemption in gold
    • Shubik, M., Tsomocos, D.P.: A strategic market game with a mutual bank with fractional reserves and redemption in gold. Journal of Economics 55, 123-150 (1992)
    • (1992) Journal of Economics , vol.55 , pp. 123-150
    • Shubik, M.1    Tsomocos, D.P.2
  • 10
    • 0001244008 scopus 로고
    • The optimal bankruptcy rule in a trading economy using fiat money
    • Shubik, M., Wilson, C.: The optimal bankruptcy rule in a trading economy using fiat money. Journal of Economics 37, 337-354 (1977)
    • (1977) Journal of Economics , vol.37 , pp. 337-354
    • Shubik, M.1    Wilson, C.2
  • 11
    • 0038118644 scopus 로고    scopus 로고
    • Equilibrium analysis, banking and financial instability
    • Tsomocos, D.P.: Equilibrium analysis, banking and financial instability. Journal of Mathematical Economics 39, 619-655 (2003a)
    • (2003) Journal of Mathematical Economics , vol.39 , pp. 619-655
    • Tsomocos, D.P.1
  • 12
    • 13444285423 scopus 로고    scopus 로고
    • Equilibrium analysis, banking, contagion and financial fragility
    • forthcoming
    • Tsomocos, D.P.: Equilibrium analysis, banking, contagion and financial fragility. Greek Economic Review 23 (2003b, forthcoming)
    • (2003) Greek Economic Review , vol.23
    • Tsomocos, D.P.1
  • 13
    • 33846800286 scopus 로고    scopus 로고
    • On modelling endogenous default
    • Mimeo, Bank of England
    • Tsomocos, D.P., Zicchino, L.: On modelling endogenous default. Mimeo, Bank of England (2004)
    • (2004)
    • Tsomocos, D.P.1    Zicchino, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.