Accounting Issues in Macroeconomics

reading group with
Dr S. Cascino and Dr V. Athanasakou
from the LSE Department of Accounting

 

(9-3-2010, Michele)
Dugan J. (2009), Loan Loss Provisioning and Pro-cyclicality

(9-3-2010, Michele)
Thornton D. (2009), The Fed, Liquidity, and Credit Allocation, Federal Reserve Bank of St. Louis, Review
Short overview of the monetary interventions during the crisis


(8-3-2010, Vasiliki)
Dechow P., Myers L.A. and C. Shakespeare (2010)
, Fair value accounting and gains from asset securitizations: A convenient earnings management tool with compensation side-benefits. Journal of Accounting and Economics 49, 2-25.
Simple representation of the balance sheet effects of securitizations.

(8-3-2010, Vasiliki)
Landsman W.R., K. Peasnell and K. Shakespeare (2008), Are asset securitizations sales or loans? The Accounting Review 83(5), 1251-1272.
The substance of securitization transactions.


(25-2-2010, Stefano)
Allen F. and E. Carletti (2008), The Role of Liquidity in Financial Crises

(25-2-2010, Stefano)
Allen F. and E. Carletti (2006) Mark-to-Market Accounting and Liquidity Pricing

(25-2-2010, Stefano)
Wagner W. (2004),  The Liquidity of Bank Assets and Banking Stability

(25-2-2010, Stefano)
Laeven L. and Huizinga H. (2009), Accounting Discretion of Banks During a Financial Crisis

(25-2-2010, Stefano)
Galai D., Sulganik E. and Wiener Z. (2003), Accounting Values versus Market Values and Earnings Management in Banks

(25-2-2010, Stefano)
Bowen R., Khan U. and Rajgopal S. (2010), The Economic Consequences of Relaxing Fair Value Accounting and Impairment Rules on Banks during the Financial Crisis of 2008-2009

(25-2-2010, Stefano)
Bushman R. and Williams C. (2009), Accounting Discretion, Loan Loss Provisioning and Discipline of Banks' Risk-Taking

(25-2-2010, Stefano)
Enria A., Cappiello L., Dierick F., Grittini S., Haralambous A., Maddaloni A., Molitor P., Pires F. and Poloni P. (2004),
Fair Value Accounting and Financial Stability

(25-2-2010, Stefano)
Laux C. and Leuz C. (2009), The Crisis of Fair Value Accounting: Making Sense of the Recent Debate 


(23-2-2010, Michele)
Bank of England (2009), The role of macroprudential policy
The importance of a macroprudential perspective in the future banking regulation

(23-2-2010, Michele)
BIS Consultative Document, Strengthening the resilience of the banking sector
In the first 12 pages, overview of the proposals for the future banking regulation

(23-2-2010, Michele)
Adrian T. and H. Shin (2008), Liquidity, Monetary Policy, and Financial Cycles
Must read

(23-2-2010, Michele)
Adrian T. and H. Shin (2008), Liquidity and Leverage
Basic accounting elements on leverage pro-cyclicality

(23-2-2010, Michele)
Goodhart C. (2008), The background to the 2007 financial crisis

Review of the causes of the crisis


(19-2-2010, Vasiliki)
Zhang J. (2009), Economic Consequences of Recognizing Off-balance Sheet Activities

(19-2-2010, Vasiliki)
Beatty A., S. Chamberlain and J. Magliolo (1995), Managing Financial Reports of Commercial Banks: The Influence of Taxes, Regulatory Capital, and Earnings

(19-2-2010, Vasiliki)
Beatty A, B. Ke and K. Petroni (2002), Earnings Management to Avoid Earnings Declines across Publicly and Privately Held Banks

(19-2-2010, Vasiliki)
Enron Credit Rating History

(19-2-2010, Vasiliki)
Barclay 1 and Barclay 2

 

 

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