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Liquidation costs and risk-based bank capital

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  • Mullins, Helena M.
  • Pyle, David H.

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  • Mullins, Helena M. & Pyle, David H., 1994. "Liquidation costs and risk-based bank capital," Journal of Banking & Finance, Elsevier, vol. 18(1), pages 113-138, January.
    • Handle: RePEc:eee:jbfina:v:18:y:1994:i:1:p:113-138
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    Cited by:

    1. Shi Chen & Jeng-Yan Tsai & Rosemary Jou, 2016. "Equities of scope as merger incentives under capital regulation: narrow versus synergy banking valuation," Applied Economics, Taylor & Francis Journals, vol. 48(37), pages 3508-3525, August.
    2. Wong, Tat Wing & Fung, Ka Wai Terence & Leung, Kwai Sun, 2020. "Strategic bank closure and deposit insurance valuation," European Journal of Operational Research, Elsevier, vol. 285(1), pages 96-105.
    3. Asako Chiba, 2022. "Bank capital and liquidity regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(2), pages 120-138, June.
    4. Barth, James R. & Caprio, Gerard Jr. & Levine, Ross, 2004. "Bank regulation and supervision: what works best?," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 205-248, April.
    5. Pablo Druck, 1999. "Banking Crises, Implicit Government Guarantees, and Optional Insurance," CEMA Working Papers: Serie Documentos de Trabajo. 159, Universidad del CEMA.
    6. Lin, Jyh-Horng & Hung, Wei-Ming, 2013. "A barrier option framework for bank interest margin management under anticipatory regret aversion," Economic Modelling, Elsevier, vol. 33(C), pages 794-801.
    7. repec:dau:papers:123456789/4086 is not listed on IDEAS
    8. Kane, Edward J., 1995. "Three paradigms for the role of capitalization requirements in insured financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 431-459, June.
    9. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
    10. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    11. Tsai, Jeng-Yan & Chang, Chuen-Ping, 2012. "Call-pricing equity returns and default risks of entry mode with brand perception in retail banking," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 29-41.
    12. Jyh-Horng Lin & Min-Li Yi, 2005. "Loan Portfolio Swaps and Optimal Lending," Review of Quantitative Finance and Accounting, Springer, vol. 24(2), pages 177-198, January.
    13. Jyh-Jiuan Lin & Chuen-Ping Chang & Shi Chen, 2018. "How Does Distress Acquisition Incentivized by Government Purchases of Distressed Loans Affect Bank Default Risk?," Risks, MDPI, vol. 6(2), pages 1-16, April.
    14. Lin, Jyh-Horng, 2000. "A contingent claim analysis of a rate-setting financial intermediary," International Review of Economics & Finance, Elsevier, vol. 9(4), pages 375-386, October.
    15. Tsai, Jeng-Yan, 2013. "Bank interest margin management based on a path-dependent Cobb–Douglas utility framework," Economic Modelling, Elsevier, vol. 35(C), pages 751-762.
    16. Tsai, Jeng-Yan & Lin, Jyh-Horng, 2012. "A contingent claim analysis of sunflower management under board monitoring and capital regulation," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 1-9.
    17. Lee, Shih-Cheng & Lin, Chien-Ting & Tsai, Ming-Shann, 2015. "The pricing of deposit insurance in the presence of systematic risk," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 1-11.

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