| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 99.9% - really? |
0 |
0 |
1 |
54 |
0 |
0 |
4 |
151 |
| A model for estimating recovery rates and collateral haircuts for bank loans |
0 |
0 |
1 |
183 |
0 |
1 |
3 |
468 |
| A value-at-risk approach to banks' capital buffers: An application to the new Basel Accord |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
139 |
| Are bank capital requirements optimally set? Evidence from researchers' views |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
87 |
| Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
90 |
| Bankers' compensation: Sprint swimming in short bonus pools? |
0 |
1 |
1 |
23 |
0 |
1 |
1 |
88 |
| Bonus caps, deferrals and bankers' risk-taking |
0 |
0 |
1 |
42 |
0 |
1 |
5 |
110 |
| Credit allocation, capital requirements and output |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
103 |
| Credit allocation, capital requirements and procyclicality |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
170 |
| Cross-border loan portfolio diversification, capital requirements, and the European Banking Union |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
25 |
| Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
57 |
| Do private signals of a bank s creditworthiness predict the bank s CDS price? Evidence from the Eurosystem's overnight loan rates |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
49 |
| Does a leverage ratio requirement increase bank stability? |
0 |
1 |
2 |
44 |
0 |
1 |
2 |
103 |
| GDP at risk in a DSGE model: an application to banking sector stress testing |
0 |
0 |
0 |
257 |
0 |
0 |
0 |
577 |
| Has banks' monitoring of other banks strengthened post-crisis? Evidence from the European overnight market |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
51 |
| Informed Trading, Short Sales Constraints, and Futures' Pricing |
0 |
0 |
0 |
332 |
0 |
0 |
2 |
1,426 |
| Informed trading, short sales constraints and futures' pricing |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
101 |
| Leverage ratio requirement and credit allocation and bank stability |
0 |
0 |
0 |
158 |
0 |
0 |
1 |
262 |
| Macro-model-based stress testing of Basel II requirements |
0 |
0 |
1 |
288 |
0 |
1 |
3 |
572 |
| Portfolio effects and efficiency of lending under Basel II |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
344 |
| Rating targeting and the confidence levels implicit in bank capital |
0 |
0 |
0 |
121 |
0 |
1 |
3 |
462 |
| Short-selling restrictions, strategic stock holdings and index futures markets in Finland |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
32 |
| Should bank capital requirements be less risk-sensitive because of credit constraints? |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
82 |
| Simulation-based stress testing of banks' regulatory capital adequacy |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
248 |
| Simulation-based stress testing of banks’ regulatory capital adequacy |
0 |
0 |
0 |
1,835 |
0 |
0 |
2 |
4,351 |
| Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |
| Testing the systemic risk differences in banks |
0 |
0 |
0 |
65 |
0 |
0 |
2 |
81 |
| The New Basel accord: Some potential implications of the new standards for credit risk |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
146 |
| Trading Nokia: the roles of the Helsinki vs the New York stock exchanges |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
674 |
| Transmission of macro shocks to loan losses in a deep crisis: the case of Finland |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
104 |
| What drives loan losses in Europe? |
0 |
0 |
1 |
43 |
0 |
0 |
2 |
68 |
| Why are bank runs sometimes partial? |
0 |
1 |
1 |
29 |
0 |
1 |
1 |
81 |
| Total Working Papers |
0 |
3 |
10 |
4,224 |
0 |
9 |
47 |
11,309 |
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