financial stability report - Banka Qendrore e Republikës së Kosovës

financial stability report - Banka Qendrore e Republikës së Kosovës financial stability report - Banka Qendrore e Republikës së Kosovës

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Number 3 Financial Stability Report 110 |

Financial Stability Report Number 3 References: Acharya, V. and Pedersen, L., Philippon, D., and Richardson, M. (2010) Measuring Systemic Risk (mimeo) Agjencia e Statistikave të Kosovës (2012): Statistikat Ekonomike; Battiston, G., Domenico, D.G., Galleati, M., Greenwald, B. and Stiglitz, J. (2009) Liasons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk NBER Working Paper No. 15611 BCBS (2010): An Assessment of the Long-Term Economic Impact of Stronger Capital and Liquidity Requirements, Basel Committee on Banking Supervision, August Beck, T., Coyle, D., Dewatripont, M., Freixas, X., and Seabright, P. (2010), Bailing Out the Banks: Reconciling Stability and Competition, Centre for Economic Policy Research, London. Beck, T., Demirgüç-Kunt, A., and Levine, R. (2003), Bank Concentration and Crises, National Bureau of Economic Research working paper series, working paper 9921. Bernanke, B. and Gertler, M. (1989) Agency Costs, Net Worth and Business Fluctuations American Economic Review No.79 pp.14-31 Bikker, J., Shaffer, S., and Spierdijk,L. (2009), Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium, De Nederlandsche Bank, DNB Working Papers no. 225. Boyd, J. and De Nicoló, G. (2005), The Theory of Bank Risk Taking and Competition Revisited, The Journal of Finance, Vol. 60: 1329-1343. Bramer and Gischer (2012) Domestic Systemic Important Banks: An Indicator-Based Measurement Approach for the Australian Banking System Universitat Magdeburg Working Paper No.3 Chan, Y., Greenbaum, S. and Thakor, A. (1986), Information Reusability, Competition and Bank Asset Quality, Journal of Banking and Finance, Vol. 10: 243-253. Chen, X. (2007), Banking Deregulation and Credit Risk: Evidence from the EU, Journal of Financial Stability, Vol. 2: 356–390. Claessens, S. and Laeven, L. (2003), What Drives Bank Competition? Some International Evidence, World Bank Policy Research Working Paper no. 3113. De Bandt, O. and Hartman, P. (2000) Systemic Risk: A Survey ECB Working Paper No. 35 Dick, A. (2006), Nationwide Branching and Its Impact on Market Structure, Quality, and Bank Performance, Journal of Business, Vol. 79: 567-592. Drehmann, N. and Tarashev, M. (2011) Measuring the Systemic Importance of Interconnected Banks, BIS Working Paper No. 342 EFSE (2012), The Risk of Over-indebtedness of MSE Clients in Kosovo. European Central Bank (2012): Monthly Bulletin, European Central Bank, Frankfurt. European Commission (2012): EU Candidate and Pre-Accession Countries; Economic Quarterly 3, Economic and Financial Affairs; European Commission (2012): Eurostat Database; | 111

Financial Stability Report<br />

Number 3<br />

References:<br />

Acharya, V. and Pedersen, L., Philippon, D., and Richardson, M. (2010) Measuring Systemic<br />

Risk (mimeo)<br />

Agjencia e Statistikave të Kosovës (2012): Statistikat Ekonomike;<br />

Battiston, G., Domenico, D.G., Galleati, M., Greenwald, B. and Stiglitz, J. (2009) Liasons<br />

Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk NBER Working Paper<br />

No. 15611<br />

BCBS (2010): An Assessment of the Long-Term Economic Impact of Stronger Capital and<br />

Liquidity Requirements, Basel Committee on Banking Supervision, August<br />

Beck, T., Coyle, D., Dewatripont, M., Freixas, X., and Seabright, P. (2010), Bailing Out the<br />

Banks: Reconciling Stability and Competition, Centre for Economic Policy Research, London.<br />

Beck, T., Demirgüç-Kunt, A., and Levine, R. (2003), Bank Concentration and Crises, National<br />

Bureau of Economic Research working paper series, working paper 9921.<br />

Bernanke, B. and Gertler, M. (1989) Agency Costs, Net Worth and Business Fluctuations<br />

American Economic Review No.79 pp.14-31<br />

Bikker, J., Shaffer, S., and Spierdijk,L. (2009), Assessing Competition with the Panzar-Rosse<br />

Model: The Role of Scale, Costs, and Equilibrium, De Nederlandsche Bank, DNB Working<br />

Papers no. 225.<br />

Boyd, J. and De Nicoló, G. (2005), The Theory of Bank Risk Taking and Competition Revisited,<br />

The Journal of Finance, Vol. 60: 1329-1343.<br />

Bramer and Gischer (2012) Domestic Systemic Important Banks: An Indicator-Based<br />

Measurement Approach for the Australian Banking System Universitat Magdeburg Working<br />

Paper No.3<br />

Chan, Y., Greenbaum, S. and Thakor, A. (1986), Information Reusability, Competition and Bank<br />

Asset Quality, Journal of Banking and Finance, Vol. 10: 243-253.<br />

Chen, X. (2007), Banking Deregulation and Credit Risk: Evidence from the EU, Journal of<br />

Financial Stability, Vol. 2: 356–390.<br />

Claessens, S. and Laeven, L. (2003), What Drives Bank Competition? Some International<br />

Evidence, World Bank Policy Research Working Paper no. 3113.<br />

De Bandt, O. and Hartman, P. (2000) Systemic Risk: A Survey ECB Working Paper No. 35<br />

Dick, A. (2006), Nationwide Branching and Its Impact on Market Structure, Quality, and Bank<br />

Performance, Journal of Business, Vol. 79: 567-592.<br />

Drehmann, N. and Tarashev, M. (2011) Measuring the Systemic Importance of Interconnected<br />

Banks, BIS Working Paper No. 342<br />

EFSE (2012), The Risk of Over-indebtedness of MSE Clients in Kosovo.<br />

European Central Bank (2012): Monthly Bulletin, European Central Bank, Frankfurt.<br />

European Commission (2012): EU Candidate and Pre-Accession Countries; Economic<br />

Quarterly 3, Economic and Financial Affairs;<br />

European Commission (2012): Eurostat Database;<br />

| 111

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