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Bank capital regulation as an incentive mechanism: Implications for portfolio choice

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  • Milne, Alistair

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 26 (2002)
Issue (Month): 1 (January)
Pages: 1-23

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Handle: RePEc:eee:jbfina:v:26:y:2002:i:1:p:1-23

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References

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  1. Paul H. Kupiec & James M. O'Brien, 1997. "The pre-commitment approach: using incentives to set market risk capital requirements," Finance and Economics Discussion Series 1997-14, Board of Governors of the Federal Reserve System (U.S.).
  2. Koehn, Michael & Santomero, Anthony M, 1980. " Regulation of Bank Capital and Portfolio Risk," Journal of Finance, American Finance Association, vol. 35(5), pages 1235-44, December.
  3. Kenneth A. Froot & Jeremy C. Stein, 1998. "A New Approach To Capital Budgeting For Financial Institutions," Journal of Applied Corporate Finance, Morgan Stanley, vol. 11(2), pages 59-69.
  4. Giammarino, R.M. & Sappington, D.E.M., 1990. "An Incentive Approach to Banking Regulation," Papers 367, California Davis - Institute of Governmental Affairs.
  5. Calomiris, Charles W., 1999. "Building an incentive-compatible safety net," Journal of Banking & Finance, Elsevier, vol. 23(10), pages 1499-1519, October.
  6. Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
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Citations

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Cited by:
  1. Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
  2. Delis, Manthos D & Staikouras, Panagiotis & Tsoumas, Chris, 2013. "Enforcement actions and bank behavior," MPRA Paper 43557, University Library of Munich, Germany.
  3. Fegatelli, Paolo, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," Journal of Financial Stability, Elsevier, vol. 6(2), pages 79-84, June.
  4. Rasyad A Parinduri & Yohanes E. Riyanto, 2007. "Do Banks Respond to Capital Requirement? Evidence from Indonesia," SCAPE Policy Research Working Paper Series 0712, National University of Singapore, Department of Economics, SCAPE.
  5. Lóránth, Gyöngyi & Morrison, Alan, 2003. "Multinational Bank Regulation with Deposit Insurance and Diversification Effects," CEPR Discussion Papers 4148, C.E.P.R. Discussion Papers.
  6. David VanHoose, 2006. "Bank Behavior Under Capital Regulation: What Does The Academic Literature Tell Us?," NFI Working Papers 2006-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
  7. Iwatsubo, Kentaro, 2005. "Bank Capital Shocks and Portfolio Risk: Evidence from Japan," CEI Working Paper Series 2004-24, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  8. Paolo Fegatelli, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," BCL working papers 46, Central Bank of Luxembourg.
  9. Kilponen , Juha & Milne, Alistair, 2007. "The lending channel under optimal choice of monetary policy," Research Discussion Papers 33/2007, Bank of Finland.
  10. Larsson, Bo & Wijkander, Hans, 2012. "Banking on Regulations?," Research Papers in Economics 2012:3, Stockholm University, Department of Economics.
  11. Tian, Suhua & Yang, Yunhong & Zhang, Gaiyan, 2013. "Bank capital, interbank contagion, and bailout policy," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2765-2778.
  12. Jaromir Benes & Michael Kumhof & Douglas Laxton & Dirk Muir & Susanna Mursula, 2013. "The Benefits of International Policy Coordination Revisited," IMF Working Papers 13/262, International Monetary Fund.
  13. Jia, Chunxin, 2009. "The effect of ownership on the prudential behavior of banks - The case of China," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 77-87, January.
  14. Milne, Alistair, 2006. "Optimal regulation of deposit taking financial intermediaries: A correction," European Economic Review, Elsevier, vol. 50(2), pages 509-516, February.
  15. King, Michael R., 2013. "The Basel III Net Stable Funding Ratio and bank net interest margins," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4144-4156.
  16. Paraskevi Dimou & Colin Lawrence & Alistair Milne, 2005. "Skewness of Returns, Capital Adequacy, and Mortgage Lending," Journal of Financial Services Research, Springer, vol. 28(1), pages 135-161, October.
  17. Phong T. H. Ngo, 2006. "A Theory of Precautionary Regulatory Capital in Banking," ANU Working Papers in Economics and Econometrics 2006-465, Australian National University, College of Business and Economics, School of Economics.
  18. Jaromir Benes & Michael Kumhof & Douglas Laxton, 2014. "Financial Crises in DSGE Models: A Prototype Model," IMF Working Papers 14/57, International Monetary Fund.
  19. Jackson, Patricia & Perraudin, William & Saporta, Victoria, 2002. "Regulatory and "economic" solvency standards for internationally active banks," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 953-976, May.
  20. Jaromir Benes & Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 11/130, International Monetary Fund.
  21. VanHoose, David, 2007. "Theories of bank behavior under capital regulation," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3680-3697, December.

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