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
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Working Papers
2015
- Emergency Liquidity Facilities, Signalling and Funding Costs
Staff Working Papers, Bank of Canada View citations (2)
2010
- Macroprudential Regulation and Systemic Capital Requirements
Staff Working Papers, Bank of Canada View citations (54)
2005
- 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
- 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 (334) (2006)
2000
- ALTERNATIVE VALUE-AT-RISK MODELS FOR OPTIONS
Computing in Economics and Finance 2000, Society for Computational Economics
Journal Articles
2017
- 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
- Macroprudential Policy: A Summary
SPP Communique, 2016, 8, (9)
2012
- Macroprudential capital requirements and systemic risk
Journal of Financial Intermediation, 2012, 21, (4), 594-618 View citations (115)
2006
- Chinese Walls in German Banks
Review of Finance, 2006, 10, (2), 301-320 View citations (4)
- Risk Assessment for Banking Systems
Management Science, 2006, 52, (9), 1301-1314 View citations (334)
See also Working Paper Risk Assessment for Banking Systems, Working Papers (2002) View citations (98) (2002)
- Systemically important banks: an analysis for the European banking system
International Economics and Economic Policy, 2006, 3, (1), 73-89 View citations (27)
- 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
- Measuring systemic risk: A risk management approach
Journal of Banking & Finance, 2005, 29, (10), 2577-2603 View citations (239)
2004
- Value-at-risk vs. building block regulation in banking
Journal of Financial Intermediation, 2004, 13, (2), 96-131 View citations (26)
2002
- A New Approach to Assessing the Risk of Interbank Loans
Financial Stability Report, 2002, (3), 75-86 View citations (7)
- GARCH vs. stochastic volatility: Option pricing and risk management
Journal of Banking & Finance, 2002, 26, (2-3), 323-345 View citations (52)
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