Journal of Financial Stability

2004 - 2025

Current editor(s): 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 Wydad 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 Tallman and Jon 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 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 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 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 Delis, Kien Tran and Mike Tsionas

A macro stress test model of credit risk for the Brazilian banking sector pp. 69-83

Francisco Vazquez, Benjamin 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 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 Awazu 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 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 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 Gehrig and Rune Stenbacka

The optimal monetary instrument for prudential purposes pp. 70-77

C.A.E. Goodhart, P. Sunirand and Dimitrios 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

Stephanie 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 Agoraki, Manthos 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 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 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 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 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