Details about Alfred Lehar

Access statistics for papers by Alfred Lehar.

Last updated 2020-09-13. Update your information in the RePEc Author Service.

Short-id: ple148

Working Papers

2015

1. Emergency Liquidity Facilities, Signalling and Funding Costs
   Staff Working Papers, Bank of Canada View citations (2)

2010

2. Macroprudential Regulation and Systemic Capital Requirements
   Staff Working Papers, Bank of Canada View citations (54)

2005

3. Using Market Information for Banking System Risk Assessment
   MPRA Paper, University Library of Munich, Germany View citations (25)
   See also Journal Article Using Market Information for Banking System Risk Assessment, International Journal of Central Banking, International Journal of Central Banking (2006) View citations (195) (2006)

2002

4. Risk Assessment for Banking Systems
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (98)
   See also Journal Article Risk Assessment for Banking Systems, Management Science, INFORMS (2006) View citations (337) (2006)

2000

5. ALTERNATIVE VALUE-AT-RISK MODELS FOR OPTIONS
   Computing in Economics and Finance 2000, Society for Computational Economics

Journal Articles

2017

1. Macroprudential policy: A review
   Journal of Financial Stability, 2017, 29, (C), 92-105 View citations (46)
   Also in SPP Research Papers, 2015, 8, (34) (2015)

2016

2. Macroprudential Policy: A Summary
   SPP Communique, 2016, 8, (9)

2012

3. Macroprudential capital requirements and systemic risk
   Journal of Financial Intermediation, 2012, 21, (4), 594-618 View citations (115)

2006

4. Chinese Walls in German Banks
   Review of Finance, 2006, 10, (2), 301-320 View citations (4)
5. Risk Assessment for Banking Systems
   Management Science, 2006, 52, (9), 1301-1314 View citations (337)
   See also Working Paper Risk Assessment for Banking Systems, Working Papers (2002) View citations (98) (2002)
6. Systemically important banks: an analysis for the European banking system
   International Economics and Economic Policy, 2006, 3, (1), 73-89 View citations (27)
7. Using Market Information for Banking System Risk Assessment
   International Journal of Central Banking, 2006, 2, (1) View citations (195)
   See also Working Paper Using Market Information for Banking System Risk Assessment, MPRA Paper (2005) View citations (25) (2005)

2005

8. Measuring systemic risk: A risk management approach
   Journal of Banking & Finance, 2005, 29, (10), 2577-2603 View citations (255)

2004

9. Value-at-risk vs. building block regulation in banking
   Journal of Financial Intermediation, 2004, 13, (2), 96-131 View citations (26)

2002

10. A New Approach to Assessing the Risk of Interbank Loans
    Financial Stability Report, 2002, (3), 75-86 View citations (7)
11. GARCH vs. stochastic volatility: Option pricing and risk management
    Journal of Banking & Finance, 2002, 26, (2-3), 323-345 View citations (52)