| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A pre-commitment approach to capital requirements for market risk |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
519 |
| A pre-commitment approach to capital requirements for market risk |
0 |
0 |
0 |
0 |
2 |
2 |
11 |
57 |
| A primer on program trading and stock price volatility: a survey of the issues and the evidence |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
750 |
| A securities transactions tax: beyond the rhetoric, what can we really say? |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
277 |
| A survey of exchange-traded basket instruments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
216 |
| Animal spirits, margin requirements, and stock price volatility |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
354 |
| Animal spirits, margin requirements, and stock price volatility |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
486 |
| Can the 'single point of entry' strategy be used to recapitalize a failing bank? |
0 |
0 |
0 |
23 |
0 |
1 |
10 |
106 |
| Capital for concentrated credit portfolios |
0 |
0 |
0 |
7 |
0 |
1 |
10 |
32 |
| Capital for concentrated credit portfolios |
0 |
0 |
1 |
18 |
0 |
1 |
5 |
51 |
| Deposit insurance, bank incentives, and the design of regulatory policy |
0 |
0 |
0 |
273 |
0 |
0 |
1 |
805 |
| Dividend-price ratios and expected inflation: is there more to the story than the proxy effect? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
193 |
| Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
532 |
| Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
494 |
| Fixing prompt corrective action |
2 |
3 |
6 |
13 |
2 |
4 |
24 |
67 |
| Futures margins and stock price volatility: is there any link? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
318 |
| Futures margins and stock price volatility: is there any link? |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
162 |
| Initial margin requirements and stock returns volatility: another look |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
672 |
| Inside the black box: The accuracy of alternative stress test models |
1 |
2 |
4 |
38 |
1 |
4 |
15 |
86 |
| Is Dodd Frank orderly liquidation authority necessary to fix too-big-to-fail? |
0 |
1 |
1 |
12 |
0 |
2 |
12 |
64 |
| Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash? |
0 |
0 |
0 |
133 |
0 |
0 |
3 |
574 |
| Margin requirements, volatility, and market integrity: what have we learned since the crash? |
0 |
0 |
0 |
210 |
0 |
0 |
9 |
1,034 |
| Microeconomic sources of beta risk instability |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
724 |
| Noise traders, excess volatility, and a securities transactions tax |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
275 |
| Noise traders, excess volatility, and securities transaction tax |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
443 |
| On the accuracy of alternative approaches for calibrating bank stress test models |
0 |
0 |
1 |
11 |
0 |
0 |
5 |
22 |
| On the efficacy of a portfolio approach to margin setting in a futures- style settlement system |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
120 |
| On the ramifications of a securities transaction tax for the function and efficiency of capital markets |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
213 |
| Policy uncertainty and bank stress testing |
0 |
0 |
6 |
6 |
0 |
0 |
15 |
15 |
| Policy uncertainty, financial stability, and stress testing |
0 |
1 |
8 |
12 |
0 |
2 |
21 |
29 |
| Portfolio diversification in concentrated bond and loan portfolios |
0 |
0 |
3 |
28 |
1 |
1 |
9 |
76 |
| Prudential margin policy in a futures-style settlement system |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
543 |
| Recent developments in bank capital regulation of market risks |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
552 |
| Regulatory competition and the efficiency of alternative derivative product margining systems |
0 |
2 |
3 |
273 |
1 |
4 |
6 |
1,230 |
| Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
380 |
| Techniques for verifying the accuracy of risk measurement models |
0 |
0 |
0 |
13 |
42 |
118 |
455 |
8,792 |
| Testing for systemic risk using stock returns |
1 |
2 |
5 |
79 |
3 |
5 |
13 |
126 |
| The leverage ratio is not the problem |
0 |
0 |
1 |
8 |
0 |
0 |
12 |
36 |
| The performance of S&P500 futures product margins under the span margining system |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
651 |
| The pre-commitment approach: using incentives to set market risk capital requirements |
1 |
1 |
1 |
374 |
1 |
1 |
11 |
1,349 |
| The use of bank trading risk models for regulatory capital purposes |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
288 |
| Will TLAC regulations fix the G-SIB too-big-to-fail problem? |
0 |
2 |
6 |
25 |
2 |
5 |
34 |
108 |
| Total Working Papers |
5 |
14 |
46 |
1,688 |
61 |
165 |
823 |
23,821 |
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