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Banks' window-dressing of the G-SIB framework: causal evidence from a quantitative impact study

https://doi.org/10.2139/ssrn.4841179
0 signed · 13 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s10693-005-5108-1openalex-extracted
Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?
inferredcites →https://doi.org/10.1007/s10693-023-00417-3openalex-extracted
Window Dressing and the Designation of Global Systemically Important Banks
inferredcites →https://doi.org/10.1016/0378-4266(92)90046-3openalex-extracted
Bank window dressing: Theory and evidence
inferredcites →https://doi.org/10.1016/j.jbankfin.2020.105893openalex-extracted
Reserve balances, the federal funds market and arbitrage in the new regulatory framework
inferredcites →https://doi.org/10.1016/j.jinteco.2022.103609openalex-extracted
Global Banks, Dollar Funding, and Regulation
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.17016/2380-7172.2480openalex-extracted
How Do U.S. Global Systemically Important Banks Lower Their Capital Surcharges?
inferredcites →https://doi.org/10.2139/ssrn.2685592openalex-extracted
Regulatory Arbitrage in Repo Markets
inferredcites →https://doi.org/10.2139/ssrn.3327170openalex-extracted
From Cash- to Securities-Driven Euro Area Repo Markets: The Role of Financial Stress and Safe Asset Scarcity

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.5178268openalex-extracted
G-SIB denominators and scores dynamics: a ten-year assessment
inferred← citeshttps://doi.org/10.2139/ssrn.4908662openalex-snapshot
Balance Sheet Constraints of Prime Brokers on Hedge Fund Performance: Evidence from GSIB Surcharge
inferred← citeshttps://doi.org/10.2139/ssrn.5389822openalex-snapshot
Gaming the Test? Window-Dressing and Portfolio Similarity Around the Eu-Wide Stress Tests
inferred← citeshttps://doi.org/10.2139/ssrn.5401548openalex-snapshot
Do G-SIBs Engage in Window-dressing Behavior? An Empirical Analysis
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