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- Hans Gersbach & Jan Wenzelburger, 2010. "Sophistication in Risk Management, Bank Equity, and Stability," International Review of Finance, International Review of Finance Ltd., vol. 10(1), pages 63-91, March.
- Jan Wenzelburger & Hans Gersbach, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," Keele Economics Research Papers KERP 2007/08, Centre for Economic Research, Keele University.
References listed on IDEAS
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Cited by:
- Millicent Chang & Andrew B. Jackson & Marvin Wee, 2018. "A review of research on regulation changes in the Asia‐Pacific region," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 635-667, September.
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More about this item
Keywords
Banking regulation; Financial intermediation; Macroeconomic risks; Rating; Risk management; Risk premia;All these keywords.
JEL classification:
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2007-06-30 (Banking)
- NEP-MAC-2007-06-30 (Macroeconomics)
- NEP-REG-2007-06-30 (Regulation)
- NEP-RMG-2007-06-30 (Risk Management)
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