Similar Search Results

Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market

Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - 2017

While simpler than risk-based capital requirements, the leverage ratio may encourage bank risk-taking. This paper examines the activity of broker-dealers affiliated with bank holding companies (BHCs) and broker-dealers not affiliated with BHCs in the repurchase agreement (repo) market to test...

Persistent link: https://www.econbiz.de/10014124377

Stress tests to promote financial stability : assessing progress and looking to the future

Bookstaber, Rick; Cetina, Jill; Feldberg, Greg; Flood, … - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 16-25

Persistent link: https://www.econbiz.de/10010259569

Supplementary Leverage Ratio and Repo Supply

Allahrakha, Meraj - 2019

Persistent link: https://www.econbiz.de/10012901076

Do higher capital standards always reduce bank risk? : the impact of the Basel leverage ratio on the U.S. triparty repo market

Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - In: Journal of financial intermediation 34 (2018), pp. 3-16

Persistent link: https://www.econbiz.de/10012114205

Stressed to the core : counterparty concentrations and systemic losses in CDS markets

Cetina, Jill; Paddrik, Mark; Rajan, Sriram - In: Journal of financial stability 35 (2018), pp. 38-52

Persistent link: https://www.econbiz.de/10012156834