Centre for International Finance and Regulation

Working paper

30 Jun 2016
Using a unique but confidential database, this study examines the capital management practices of Australian banks...
Geographic Location (Coverage): 
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

06 Jun 2016
This paper analyses how borrower liquidity constraints and home equity relate to the realized loss given default (LGD)...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

03 Jun 2016
A study of market bubbles is generally considered a test of market eciency (or ineciency) since bubbles are concerned...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

31 May 2016
We present an empirical model of systemic banking crises from an Australian perspective. Having no history of domestic...

Working paper

31 May 2016
This paper develops, analyses and implements an early warning tool for systemic risk in banks and financial entities...

Working paper

30 May 2016
The literature on investment horizon is reviewed in order to enhance the understanding of potential influences on long-...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

30 Apr 2016
As China’s financial system has become more complex and integrated, calls have intensified for structural reform. In...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

30 Apr 2016
For many years independence has been the catch-cry of policy-makers, regulators and legislators concerned with the...
Geographic Location (Coverage): 
Broad Subject Area: 
Subjects: 

Working paper

30 Apr 2016
We introduce an endogenous network model of the interbank overnight lending market. Banks are motivated to meet the...
Geographic Location (Coverage): 
Broad Subject Area: 

Submission

05 Apr 2016
We believe that stating the objective for superannuation in isolation is a second-best solution. Income in retirement...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

31 Mar 2016
We survey the long-term derivative instruments (warrants) offered by Australian institutions to elderly Australian...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

30 Mar 2016
The failure of the Federal government’s Superannuation Legislation Amendment (Trustee Governance) Bill 2015 to pass...
Broad Subject Area: 
Subjects: 

Working paper

30 Mar 2016
An overlooked aspect of the debate surrounding Australia’s dividend imputation system is the international experience...
Geographic Location (Coverage): 
Broad Subject Area: 
Subjects: 

Working paper

30 Mar 2016
We model the tax drag from active funds management by simulating portfolios based on reported monthly holdings of 207...
Geographic Location (Coverage): 
Broad Subject Area: 

Working paper

Video podcast

30 Mar 2016
We propose a framework that asset owners can use for making and implementing any decision to manage investments in-...
Geographic Location (Coverage): 
Subjects: