| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An empirical evaluation of structural credit risk models |
0 |
1 |
1 |
163 |
0 |
1 |
1 |
351 |
| Are speculative attacks triggered by sunspots? A new test |
0 |
1 |
1 |
19 |
0 |
2 |
2 |
109 |
| Asset managers, market liquidity and bank regulation |
0 |
0 |
1 |
20 |
0 |
2 |
10 |
81 |
| Attributing systemic risk to individual institutions |
0 |
0 |
0 |
270 |
0 |
0 |
2 |
661 |
| Bank business models: popularity and performance |
1 |
1 |
1 |
46 |
1 |
4 |
15 |
203 |
| Bank capital allocation under multiple constraints |
0 |
0 |
0 |
35 |
2 |
2 |
7 |
113 |
| Bank standalone credit ratings |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
98 |
| Buffering Covid-19 losses - the role of prudential policy |
1 |
3 |
6 |
160 |
1 |
8 |
17 |
411 |
| Currency Crises and the Informational Role of Interest Rates |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
150 |
| Effects of Covid-19 on the banking sector: the market's assessment |
1 |
8 |
46 |
2,473 |
3 |
30 |
161 |
6,606 |
| Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature |
0 |
0 |
2 |
45 |
1 |
1 |
5 |
142 |
| Forecasting expected and unexpected losses |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
40 |
| Forecasting expected and unexpected losses |
0 |
0 |
0 |
15 |
2 |
2 |
8 |
49 |
| Global monitoring with the BIS international banking statistics |
0 |
0 |
0 |
132 |
0 |
4 |
5 |
389 |
| Measuring portfolio credit risk correctly: why parameter uncertainty matters |
0 |
1 |
1 |
90 |
0 |
2 |
2 |
223 |
| Measuring the systemic importance of interconnected banks |
0 |
0 |
1 |
216 |
1 |
1 |
5 |
531 |
| Modelling and calibration errors in measures of portfolio credit risk |
0 |
1 |
1 |
78 |
1 |
2 |
5 |
170 |
| Post-crisis international financial regulatory reforms: a primer |
0 |
0 |
0 |
32 |
2 |
3 |
8 |
69 |
| Speculative attacks, Private Signals and Intertemporal Trade-offs |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
80 |
| Systematic monetary policy and the forward premium puzzle |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
139 |
| The pricing of correlated default risk: evidence from the credit derivatives market |
0 |
1 |
2 |
185 |
0 |
3 |
5 |
485 |
| The pricing of portfolio credit risk |
0 |
1 |
2 |
117 |
0 |
2 |
4 |
234 |
| When pegging ties your hands |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
42 |
| Total Working Papers |
3 |
18 |
65 |
4,253 |
14 |
71 |
267 |
11,376 |
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