-
1
-
-
0013131342
-
A theory of systemic risk and design of prudential bank regulation (unabridged)
-
Unpublished working paper. New York University, Stern School of Business, New York, NY.
-
Acharya, V., 2001. A theory of systemic risk and design of prudential bank regulation (unabridged). Unpublished working paper. New York University, Stern School of Business, New York, NY.
-
(2001)
-
-
Acharya, V.1
-
3
-
-
84886187016
-
How banks played the leverage game
-
John Wiley and Sons, Hoboken, NJ, V. Acharya, M. Richardson (Eds.)
-
Acharya V., Schnabl P. How banks played the leverage game. Restoring Financial Stability: How to Repair a Failed System 2009, 83-100. John Wiley and Sons, Hoboken, NJ. V. Acharya, M. Richardson (Eds.).
-
(2009)
Restoring Financial Stability: How to Repair a Failed System
, pp. 83-100
-
-
Acharya, V.1
Schnabl, P.2
-
4
-
-
79952185301
-
Do global banks spread global imbalances? ABCP during the financial crisis of 2007-09
-
Acharya V., Schnabl P. Do global banks spread global imbalances? ABCP during the financial crisis of 2007-09. IMF Economic Review 2010, 58:37-73.
-
(2010)
IMF Economic Review
, vol.58
, pp. 37-73
-
-
Acharya, V.1
Schnabl, P.2
-
5
-
-
79951776246
-
Shadow Banking
-
Staff Reports, no. 458. Federal Reserve Bank of New York, NY.
-
Adrian, T., Ashcraft, A., Boesky, H., Pozsar, Z., 2010. Shadow Banking. Staff Reports, no. 458. Federal Reserve Bank of New York, NY.
-
(2010)
-
-
Adrian, T.1
Ashcraft, A.2
Boesky, H.3
Pozsar, Z.4
-
6
-
-
84875501111
-
Revenge of the steamroller: ABCP as a window on risk choices
-
Unpublished working paper. Board of Governors of the Federal Reserve System, Washington, DC.
-
Arteta, C., Carey, M., Correa, R., Kotter, J., 2008. Revenge of the steamroller: ABCP as a window on risk choices. Unpublished working paper. Board of Governors of the Federal Reserve System, Washington, DC.
-
(2008)
-
-
Arteta, C.1
Carey, M.2
Correa, R.3
Kotter, J.4
-
7
-
-
49749091423
-
Understanding the Securitization of the Subprime Mortgage Credit
-
Staff Reports, no. 318. Federal Reserve Bank of New York, NY.
-
Ashcraft, A., Schuermann, T., 2008. Understanding the Securitization of the Subprime Mortgage Credit. Staff Reports, no. 318. Federal Reserve Bank of New York, NY.
-
(2008)
-
-
Ashcraft, A.1
Schuermann, T.2
-
8
-
-
84875550805
-
-
Bank of America 2004. 10-K
-
Bank of America 2004. 10-K, pp. 40-41. http://www.sec.gov/Archives/edgar/data/70858/000119312505039878/d10k.htm.
-
-
-
-
9
-
-
77957366192
-
Why did some banks perform better during the credit crisis? A cross-country study of the impact of governance and regulation
-
Unpublished working paper. Ohio State University, Fisher College of Business, Columbus, OH.
-
Beltratti, A., Stulz, R., 2009. Why did some banks perform better during the credit crisis? A cross-country study of the impact of governance and regulation. Unpublished working paper. Ohio State University, Fisher College of Business, Columbus, OH.
-
(2009)
-
-
Beltratti, A.1
Stulz, R.2
-
10
-
-
34748828446
-
Altering investment decisions to manage financial reporting outcomes: asset-backed commercial paper conduits and FIN 46
-
Unpublished working paper. INSEAD, Fontainebleau, France.
-
Bens, D., Monahan, S., 2007. Altering investment decisions to manage financial reporting outcomes: asset-backed commercial paper conduits and FIN 46. Unpublished working paper. INSEAD, Fontainebleau, France.
-
(2007)
-
-
Bens, D.1
Monahan, S.2
-
11
-
-
84875502414
-
-
Bloomberg.com, 2007. BNP Paribas freezes funds as loan losses roil markets. August 9.
-
Bloomberg.com, 2007. BNP Paribas freezes funds as loan losses roil markets. August 9.
-
-
-
-
12
-
-
85011655177
-
Deciphering the liquidity and credit crunch of 2007-08
-
Brunnermeier M. Deciphering the liquidity and credit crunch of 2007-08. Journal of Economic Perspectives 2009, 23:77-100.
-
(2009)
Journal of Economic Perspectives
, vol.23
, pp. 77-100
-
-
Brunnermeier, M.1
-
13
-
-
69249202447
-
Financial innovation, regulation and reform
-
Calomiris C. Financial innovation, regulation and reform. Cato Journal 2009, 29:65-91.
-
(2009)
Cato Journal
, vol.29
, pp. 65-91
-
-
Calomiris, C.1
-
15
-
-
84875509710
-
-
Citibank,. 10-K
-
Citibank, 2003. 10-K, p. 81,. http://www.sec.gov/Archives/edgar/data/831001/000104746904006087/a2129612z10-k.htm.
-
(2003)
, pp. 81
-
-
-
16
-
-
84875527266
-
-
Citibank,. 10-K
-
Citibank, 2004. 10-K, p. 89,. http://www.sec.gov/Archives/edgar/data/831001/000104746905004988/a2152655z10-k.htm.
-
(2004)
, pp. 89
-
-
-
17
-
-
84875552393
-
Section II: Standards for accounting consolidation
-
Counterparty Risk Management Policy Group. In: Counterparty Risk Management Policy Group (Ed.), Containing systemic risk: the road to reform.
-
Counterparty Risk Management Policy Group, 2008. Section II: Standards for accounting consolidation. In: Counterparty Risk Management Policy Group (Ed.), Containing systemic risk: the road to reform. http://www.crmpolicygroup.org/docs/CRMPG-III-Sec-II.pdf.
-
(2008)
-
-
-
19
-
-
70350665199
-
The evolution of a financial crisis: panic in the ABCP market
-
Board of Governors of the Federal Reserve System, Washington, DC.
-
Covitz, D., Liang, N., Suarez, G., 2009. The evolution of a financial crisis: panic in the ABCP market. Finance and Economics Discussion Series 2009-36. Board of Governors of the Federal Reserve System, Washington, DC.
-
(2009)
Finance and Economics Discussion Series 2009-36
-
-
Covitz, D.1
Liang, N.2
Suarez, G.3
-
20
-
-
84875541778
-
-
Credit Suisse First Boston, 2003. Monthly ABCP Newsletter, June 2003.
-
Credit Suisse First Boston, 2003. Monthly ABCP Newsletter, June 2003. http://www.securitization.net/pdf/abcpmon_0603.pdf.
-
-
-
-
21
-
-
84865818288
-
Bank capital: lessons from the financial crisis
-
Unpublished working paper WP/10/286. International Monetary Fund, Washington, DC.
-
Demirguc-Kunt, A., Detragiache, E., Merrouche, O., 2010. Bank capital: lessons from the financial crisis. Unpublished working paper WP/10/286. International Monetary Fund, Washington, DC.
-
(2010)
-
-
Demirguc-Kunt, A.1
Detragiache, E.2
Merrouche, O.3
-
24
-
-
84875525374
-
-
Federal Reserve Board, 2004. Agencies issue final rule on capital requirements for ABCP conduits, July 20.
-
Federal Reserve Board, 2004. Agencies issue final rule on capital requirements for ABCP conduits, July 20.
-
-
-
-
25
-
-
84875507408
-
-
Forbes, 2003. FASB puts banks in a bind, January 15.
-
Forbes, 2003. FASB puts banks in a bind, January 15.
-
-
-
-
26
-
-
31344480592
-
Banks' advantage in hedging liquidity risk: theory and evidence from the commercial paper market
-
Gatev E., Strahan P. Banks' advantage in hedging liquidity risk: theory and evidence from the commercial paper market. Journal of Finance 2006, 61:867-892.
-
(2006)
Journal of Finance
, vol.61
, pp. 867-892
-
-
Gatev, E.1
Strahan, P.2
-
27
-
-
84875501626
-
Accounting consolidation versus capital calculation: the conflict over ABCP programs
-
Gilliam L. Accounting consolidation versus capital calculation: the conflict over ABCP programs. North Carolina Banking Institute Journal 2005, 9:291-315.
-
(2005)
North Carolina Banking Institute Journal
, vol.9
, pp. 291-315
-
-
Gilliam, L.1
-
28
-
-
63049122914
-
Monetary relationships: a view from Threadneedle Street
-
Papers in Monetary Economics. Reserve Bank of Australia, Sydney, Australia.
-
Goodhart, C., 1975. Monetary relationships: a view from Threadneedle Street. Papers in Monetary Economics. Reserve Bank of Australia, Sydney, Australia.
-
(1975)
-
-
Goodhart, C.1
-
29
-
-
0041856328
-
A risk-factor model foundation for ratings-based bank capital rules
-
Gordy M. A risk-factor model foundation for ratings-based bank capital rules. Journal of Financial Intermediation 2003, 12:199-232.
-
(2003)
Journal of Financial Intermediation
, vol.12
, pp. 199-232
-
-
Gordy, M.1
-
30
-
-
65249129627
-
The panic of 2007
-
Unpublished working paper. Yale University, New Haven, CT.
-
Gorton, G., 2008. The panic of 2007. Unpublished working paper. Yale University, New Haven, CT.
-
(2008)
-
-
Gorton, G.1
-
32
-
-
57849164755
-
Special purpose vehicles and securitization
-
University of Chicago Press, Chicago, IL, M. Carey, R. Stulz (Eds.)
-
Gorton G., Souleles N. Special purpose vehicles and securitization. The Risks of Financial Institutions 2007, 549-602. University of Chicago Press, Chicago, IL. M. Carey, R. Stulz (Eds.).
-
(2007)
The Risks of Financial Institutions
, pp. 549-602
-
-
Gorton, G.1
Souleles, N.2
-
33
-
-
77951429140
-
When safe proved risky: commercial paper during the financial crisis of 2007-2009
-
Kacperczyk M., Schnabl P. When safe proved risky: commercial paper during the financial crisis of 2007-2009. Journal of Economic Perspectives 2010, 24:29-50.
-
(2010)
Journal of Economic Perspectives
, vol.24
, pp. 29-50
-
-
Kacperczyk, M.1
Schnabl, P.2
-
34
-
-
84889060542
-
How Safe are Money Market Funds?
-
Unpublished working paper. New York University, New York, NY.
-
Kacperczyk, M., Schnabl, P., 2010b. How Safe are Money Market Funds? Unpublished working paper. New York University, New York, NY.
-
(2010)
-
-
Kacperczyk, M.1
Schnabl, P.2
-
35
-
-
0042405183
-
Banks as liquidity providers: an explanation for the coexistence of lending and deposit-taking
-
Kashyap A., Rajan R., Stein J. Banks as liquidity providers: an explanation for the coexistence of lending and deposit-taking. Journal of Finance 2002, 57:33-73.
-
(2002)
Journal of Finance
, vol.57
, pp. 33-73
-
-
Kashyap, A.1
Rajan, R.2
Stein, J.3
-
36
-
-
76049120993
-
Did securitization lead to lax screening? Evidence from subprime loans?
-
Keys B., Mukherjee T., Seru A., Vig V. Did securitization lead to lax screening? Evidence from subprime loans?. Quarterly Journal of Economics 2010, 125:307-362.
-
(2010)
Quarterly Journal of Economics
, vol.125
, pp. 307-362
-
-
Keys, B.1
Mukherjee, T.2
Seru, A.3
Vig, V.4
-
37
-
-
84875520205
-
The FASB consolidation proposal: the end of ABCP as we know it
-
Moody's Investors Service. Special report, February 3.
-
Moody's Investors Service, 2002a. The FASB consolidation proposal: the end of ABCP as we know it. Special report, February 3.
-
(2002)
-
-
-
38
-
-
84875481361
-
U.S. money market funds carry a big "buy-side" stick with ABCP
-
Moody's Investors Service. Special report, July 8.
-
Moody's Investors Service, 2002b. U.S. money market funds carry a big "buy-side" stick with ABCP. Special report, July 8.
-
(2002)
-
-
-
39
-
-
84875540624
-
The fundamentals of ABCP
-
Moody's Investors Service. Special Report, February 3.
-
Moody's Investors Service, 2003. The fundamentals of ABCP. Special Report, February 3.
-
(2003)
-
-
-
40
-
-
78649965679
-
The role of the securitization process in the expansion of subprime credit
-
Unpublished working paper. Ohio State University, Columbus, OH.
-
Nadauld, T., Sherlund, S., 2008. The role of the securitization process in the expansion of subprime credit. Unpublished working paper. Ohio State University, Columbus, OH.
-
(2008)
-
-
Nadauld, T.1
Sherlund, S.2
-
41
-
-
31344467160
-
Deposit insurance, bank regulation, and financial system risks
-
Pennacchi G. Deposit insurance, bank regulation, and financial system risks. Journal of Monetary Economics 2006, 53:1-30.
-
(2006)
Journal of Monetary Economics
, vol.53
, pp. 1-30
-
-
Pennacchi, G.1
-
42
-
-
57349098527
-
Information reliability and a theory of financial intermediation
-
Ramakrishnan R., Thakor A. Information reliability and a theory of financial intermediation. Review of Economic Studies 1984, 51:415-432.
-
(1984)
Review of Economic Studies
, vol.51
, pp. 415-432
-
-
Ramakrishnan, R.1
Thakor, A.2
-
44
-
-
84875520299
-
-
Standard & Poor's,. Down with OCC? Fed regulators to offer relief to FIN 46 laden banks, May 12.
-
Standard & Poor's, 2003. Down with OCC? Fed regulators to offer relief to FIN 46 laden banks, May 12.
-
(2003)
-
-
-
45
-
-
84875551326
-
-
State Street,. Company elects to take action resulting in consolidating of its ABCP conduits. May 18
-
State Street, 2009. Company elects to take action resulting in consolidating of its ABCP conduits. May 18,. http://pr.statestreet.com/us/en/20090518_1.html.
-
(2009)
-
-
-
46
-
-
84875515462
-
-
Wall Street Journal,. Enron Races to File for Chapter 11, Avoid Liquidation, 30 November
-
Wall Street Journal, 2001. Enron Races to File for Chapter 11, Avoid Liquidation, 30 November.
-
(2001)
-
-
|