Markus Behn

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 26,124

SSRN RANKINGS

Top 26,124

in Total Papers Downloads

2,320

SSRN CITATIONS
Rank 5,025

SSRN RANKINGS

Top 5,025

in Total Papers Citations

100

CROSSREF CITATIONS

171

Scholarly Papers (9)

1.
Downloads 842 ( 35,219)
Citation 58

The Limits of Model-based Regulation

ECB Working Paper No. 1928
Number of pages: 59 Posted: 05 Jul 2016
European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and London Business School
Downloads 420 (85,022)

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capital regulation, internal ratings, complexity of regulation, Basel regulation

The Limits of Model-Based Regulation

SAFE Working Paper No. 75
Number of pages: 52 Posted: 13 Nov 2014 Last Revised: 01 Dec 2014
European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and London Business School
Downloads 422 (84,562)
Citation 69

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capital regulation, internal ratings, Basel regulation

2.
Downloads 582 ( 57,577)
Citation 55

Pro-Cyclical Capital Regulation and Lending

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 03 Aug 2013 Last Revised: 16 Apr 2015
European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and New York University - Stern School of Business
Downloads 549 (61,258)
Citation 3

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capital regulation, credit crunch, financial crisis, pro-cyclicality

Pro-Cyclical Capital Regulation and Lending

Bundesbank Discussion Paper No. 32/2014
Number of pages: 48 Posted: 21 Jun 2016
European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and New York University - Stern School of Business
Downloads 33 (560,109)
Citation 21

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capital regulation, credit crunch, financial crisis

3.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE), European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in Prague
Downloads 349 (105,967)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

4.

Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?

ECB Working Paper No. 1604
Number of pages: 44 Posted: 08 Nov 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 251 (150,107)
Citation 3

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Basel III; CRD IV; countercyclical capital buffer; financial regulation; banking crises; early warning model

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ECB Working Paper No. 1935
Number of pages: 47 Posted: 14 Aug 2016
Markus Behn, Marco Gross and Tuomas A. Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 91 (344,400)

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macroprudential policy, cost-bene t analysis, early-warning system, GVAR

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ESRB: Working Paper Series No. 2016/17
Number of pages: 46 Posted: 05 Nov 2020
Markus Behn, Marco Gross and Tuomas Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Systemic Risk Board
Downloads 4 (779,585)

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macroprudential policy, cost-benefit analysis, early-warning system, GVAR

6.

A Dynamic Model of Bank Behaviour under Multiple Regulatory Constraints

ECB Working Paper No. 2233 (2019); ISBN 978-92-899-3495-4
Number of pages: 63 Posted: 01 Feb 2019
Markus Behn, Claudio Daminato and Carmelo Salleo
European Central Bank (ECB), ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and European Central Bank (ECB)
Downloads 78 (374,896)

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bank regulation, capital structure, liquidity structure, structural model

The Impact of G-SIB Identification on Bank Lending: Evidence from Syndicated Loans

Number of pages: 57 Posted: 17 Sep 2020
Markus Behn and Alexander Schramm
European Central Bank (ECB) and Ludwig Maximilian University of Munich (LMU) - Faculty of Economics
Downloads 62 (429,883)
Citation 1

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bank regulation, bank lending, systemically important banks

The Impact of G-Sib Identification on Bank Lending: Evidence from Syndicated Loans

ECB Working Paper No. 20202479
Number of pages: 61 Posted: 08 Oct 2020
Markus Behn and Alexander Schramm
European Central Bank (ECB) and Ludwig Maximilian University of Munich (LMU) - Faculty of Economics
Downloads 14 (695,454)

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bank lending, bank regulation, systemically important banks

8.

Behind the Scenes of the Beauty Contest: Window Dressing and the G-SIB Framework

ECB Working Paper No. 2298
Number of pages: 40 Posted: 30 Jul 2019
European Central Bank (ECB), University of Lausanne, European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 44 (493,563)
Citation 1

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bank regulation, systemically important banks, window dressing

9.

Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors

ESRB: Working Paper Series No. 2016/29
Number of pages: 38 Posted: 05 Nov 2020
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and De Nederlandsche Bank
Downloads 3 (755,632)
Citation 1

Abstract:

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early-warning model, banking crises, signalling approach, systemic risk