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Journal of Financial Stability
2004 - 2012
Edited by I. Hasan , W. C. Hunter and G. G. Kaufman
from Elsevier
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Volume 8, issue 4 , 2012
Macroeconomic fluctuations and corporate financial fragility pp. 219-235 C. Bruneau , Olivier de Bandt and W. El Amri Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? pp. 236-251 Claudio Borio and Haibin Zhu Can capital requirements induce private monitoring that is socially optimal? pp. 252-262 Kenneth J. Kopecky and David VanHoose Efficiency and market power in Latin American banking pp. 263-276 Jonathan Williams Liquidity creation without a central bank: Clearing house loan certificates in the banking panic of 1907 pp. 277-291 Ellis W. Tallman and Jon R. Moen Bank supervision, regulation, and efficiency: Evidence from the European Union pp. 292-302 Georgios Chortareas , Claudia Girardone and Alexia Ventouri Value-at-Risk models and Basel capital charges pp. 303-319 Adrian F. Rossignolo , Meryem Duygun Fethi and Mohamed Shaban Volume 8, issue 3 , 2012
Default cascades: When does risk diversification increase stability? pp. 138-149 Stefano Battiston , Domenico Delli Gatti , Mauro Gallegati , Bruce Greenwald and Joseph E. Stiglitz Financial liberalization, financial fragility and economic growth in Sub-Saharan Africa pp. 150-160 Roseline Nyakerario Misati and Esman Morekwa Nyamongo Household behavior and boom/bust cycles pp. 161-173 John R. Nofsinger Macro stress testing of credit risk focused on the tails pp. 174-192 Ricardo Schechtman and Wagner Piazza Gaglianone Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis pp. 193-205 Xin Huang , Hao Zhou and Haibin Zhu Regulatory capture and banking supervision reform pp. 206-217 Pierre C. Boyer and Jorge PONCE Volume 8, issue 2 , 2012
Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus pp. 57-68 Manthos D. Delis , Kien C. Tran and Efthymios Mike Tsionas A macro stress test model of credit risk for the Brazilian banking sector pp. 69-83 Francisco Vazquez , Benjamin Miranda Tabak and Marcos Souto Blanket guarantee, deposit insurance and restructuring decisions for multinational banks pp. 84-95 Ville Mälkönen and J.-P. Niinimäki The determinants of interest margins and their effect on bank diversification: Evidence from Asian banks pp. 96-106 Jane-Raung Lin , Huimin Chung , Ming-Hsiang Hsieh and Soushan Wu When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour pp. 107-120 Jan Willem van den End and Mostafa Tabbae Regulating Wall Street: The Dodd–Frank Act and the New Architecture of Global Finance, a review pp. 121-133 Robert E. Krainer Volume 8, issue 1 , 2012
Hidden loan losses, moral hazard and financial crises pp. 1-14 J.-P. Niinimaki Mutual loan-guarantee societies in monopolistic credit markets with adverse selection pp. 15-24 Giovanni Busetta and Alberto Zazzaro Provisioning rules and bank lending: A theoretical model pp. 25-31 Vincent Bouvatier and Laetitia Lepetit Escaping TARP pp. 32-42 Linus Wilson and Yan Wendy Wu Cyclical effects of bank capital requirements with imperfect credit markets pp. 43-56 Pierre-Richard Agénor and Luiz A. Pereira da Silva Volume 7, issue 4 , 2011
Basel Core Principles and bank soundness: Does compliance matter? pp. 179-190 Asli Demirguc-Kunt and Enrica Detragiache An empirical assessment of reinsurance risk pp. 191-203 Iman van Lelyveld , Franka Liedorp and Manuel Kampman Exploring governance of the new European Banking AuthorityâA case for harmonization? pp. 204-214 Donato Masciandaro , Maria J. Nieto and Marc G. Quintyn Securities class actions in the US banking sector: Between investor protection and bank stability pp. 215-227 Lucia Dalla Pellegrina and Margherita Saraceno Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule? pp. 228-246 Vitor Castro Volume 7, issue 3 , 2011
Simulation methods to assess the danger of contagion in interbank markets pp. 111-125 Christian Upper Two depressions, one banking collapse: Lessons from Australia pp. 126-137 Christopher John Kent Procyclical implications of Basel II: Can the cyclicality of capital requirements be contained? pp. 138-154 Henrik Andersen Cross-border coordination of prudential supervision and deposit guarantees pp. 155-164 Daniel C. Hardy and Maria J. Nieto Bank capital buffer and risk adjustment decisions pp. 165-178 Terhi Jokipii and Alistair Milne Volume 7, issue 2 , 2011
The cost of being late? The case of credit card penalty fees pp. 49-59 Nadia Massoud , Anthony Saunders and Barry Scholnick Decentralized screening: Coordination failure, multiple equilibria and cycles pp. 60-69 Thomas P. Gehrig and Rune Stenbacka The optimal monetary instrument for prudential purposes pp. 70-77 C.A.E. Goodhart , P. Sunirand and D.P. Tsomocos Financial stress and economic contractions pp. 78-97 Roberto Cardarelli , Selim Elekdag and Subir Lall Banks' regulatory capital buffer and the business cycle: Evidence for Germany pp. 98-110 Stéphanie Stolz and Michael Wedow Volume 7, issue 1 , 2011
Financial stability, interest-rate smoothing and equilibrium determinacy pp. 1-9 Giorgio Di Giorgio and Zeno Rotondi Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite pp. 10-18 Larry Eisenberg Did the introduction of fixed-rate federal deposit insurance increase long-term bank risk-taking? pp. 19-25 Gayle DeLong and Anthony Saunders Reflections on the crisis and on its lessons for regulatory reform and for central bank policies pp. 26-37 Alex Cukierman Regulations, competition and bank risk-taking in transition countries pp. 38-48 Maria-Eleni K. Agoraki , Manthos D. Delis and Fotios Pasiouras Volume 6, issue 4 , 2010
Special issue: Housing markets--a shelter from the storm or cause of the storm? pp. 187-188 Esa Jokivuolle Why do (or did?) banks securitize their loans? Evidence from Italy pp. 189-202 Massimiliano Affinito and Edoardo Tagliaferri Housing markets and the financial crisis of 2007-2009: Lessons for the future pp. 203-217 John V. Duca , John Muellbauer and Anthony Murphy The role of house prices in the monetary policy transmission mechanism in small open economies pp. 218-229 Hilde C. Bjørnland and Dag Henning Jacobsen The role of liquidity constraints in the response of monetary policy to house prices pp. 230-242 Florian Kajuth The housing price boom of the late 1990s: Did inflation targeting matter? pp. 243-254 Sébastien Frappa and Jean-Stéphane Mésonnier Volume 6, issue 3 , 2010
Bank risk and monetary policy pp. 121-129 Yener Altunbas , Leonardo Gambacorta and David Marques-Ibanez How well do aggregate prudential ratios identify banking system problems? pp. 130-144 Martin Cihak and Klaus Schaeck Inflation targeting, asset prices, and financial imbalances: Contextualizing the debate pp. 145-155 Piti Disyatat Banks without parachutes: Competitive effects of government bail-out policies pp. 156-168 Hendrik Hakenes and Isabel Schnabel Predicting banking distress in the EMEAP economies pp. 169-179 Jim Wong , Tak-Chuen Wong and Phyllis Leung Measuring potential market risk pp. 180-186 Mikael Bask Volume 6, issue 2 , 2010
Debt, hedging and human capital pp. 55-63 Stephen D. Smith and Larry D. Wall Stress-testing euro area corporate default probabilities using a global macroeconomic model pp. 64-78 Olli Castrén , Stephane Dees and Fadi Zaher The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation pp. 79-84 Paolo Fegatelli Using the balance sheet approach in financial stability surveillance: Analyzing the Israeli economy's resilience to exchange rate risk pp. 85-102 Yair Haim and Roee Levy Using synthetic data to evaluate the impact of RTGS on systemic risk in the Australian payments system pp. 103-117 Peter Docherty and Gehong Wang Volume 6, issue 1 , 2010
Partial credit guarantees: Principles and practice pp. 1-9 Patrick Honohan The typology of partial credit guarantee funds around the world pp. 10-25 Thorsten Beck , Leora F. Klapper and Juan Carlos Mendoza Public initiatives to support entrepreneurs: Credit guarantees versus co-funding pp. 26-35 Stefan Arping , Gyöngyi Lóránth and Alan D. Morrison The role of loan guarantee schemes in alleviating credit rationing in the UK pp. 36-44 Marc Cowling Mutual guarantee institutions and small business finance pp. 45-54 Francesco Columba , Leonardo Gambacorta and Paolo Emilio Mistrulli
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