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Details about Alfred Lehar

E-mail:
Homepage:http://www.bwl.univie.ac.at/bwl/fiwi3/members/lehar/lehar.html
Phone:+43 1 4277 38077
Postal address:Universität Wien Bruenner Strasse 72 A1210 Wien Austria-Europe
Workplace:Universität Wien

Access statistics for papers by Alfred Lehar.

Last updated 2017-09-02. Update your information in the RePEc Author Service.

Short-id: ple148


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Working Papers

2015

  1. Emergency Liquidity Facilities, Signalling and Funding Costs
    Staff Working Papers, Bank of Canada Downloads

2010

  1. Macroprudential Regulation and Systemic Capital Requirements
    Staff Working Papers, Bank of Canada Downloads View citations (39)

2005

  1. Using Market Information for Banking System Risk Assessment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (19)
    See also Journal Article in International Journal of Central Banking (2006)

2002

  1. Risk Assessment for Banking Systems
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (89)
    See also Journal Article in Management Science (2006)

2000

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

Journal Articles

2017

  1. Macroprudential policy: A review
    Journal of Financial Stability, 2017, 29, (C), 92-105 Downloads View citations (13)
    Also in SPP Research Papers, 2015, 8, (34) (2015) Downloads

2016

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

2012

  1. Macroprudential capital requirements and systemic risk
    Journal of Financial Intermediation, 2012, 21, (4), 594-618 Downloads View citations (71)

2006

  1. Chinese Walls in German Banks
    Review of Finance, 2006, 10, (2), 301-320 Downloads View citations (3)
  2. Risk Assessment for Banking Systems
    Management Science, 2006, 52, (9), 1301-1314 Downloads View citations (194)
    See also Working Paper (2002)
  3. Systemically important banks: an analysis for the European banking system
    International Economics and Economic Policy, 2006, 3, (1), 73-89 Downloads View citations (23)
  4. Using Market Information for Banking System Risk Assessment
    International Journal of Central Banking, 2006, 2, (1) Downloads View citations (66)
    See also Working Paper (2005)

2005

  1. Measuring systemic risk: A risk management approach
    Journal of Banking & Finance, 2005, 29, (10), 2577-2603 Downloads View citations (170)

2004

  1. Value-at-risk vs. building block regulation in banking
    Journal of Financial Intermediation, 2004, 13, (2), 96-131 Downloads View citations (25)

2002

  1. A New Approach to Assessing the Risk of Interbank Loans
    Financial Stability Report, 2002, (3), 75-86 Downloads View citations (5)
  2. GARCH vs. stochastic volatility: Option pricing and risk management
    Journal of Banking & Finance, 2002, 26, (2-3), 323-345 Downloads View citations (38)
 
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