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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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  • Milne, Alistair, 2002. "Bank capital regulation as an incentive mechanism: Implications for portfolio choice," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 1-23, January.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:1:p:1-23
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    References listed on IDEAS

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    1. Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
    2. David Marshall & Subu Venkataraman, 1999. "Bank Capital Standards for Market Risk: A Welfare Analysis," Review of Finance, European Finance Association, vol. 2(2), pages 125-157.
    3. Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M, 1993. "An Incentive Approach to Banking Regulation," Journal of Finance, American Finance Association, vol. 48(4), pages 1523-1542, September.
    4. 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, June.
    5. Koehn, Michael & Santomero, Anthony M, 1980. "Regulation of Bank Capital and Portfolio Risk," Journal of Finance, American Finance Association, vol. 35(5), pages 1235-1244, December.
    6. 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.).
    7. Calomiris, Charles W., 1999. "Building an incentive-compatible safety net," Journal of Banking & Finance, Elsevier, vol. 23(10), pages 1499-1519, October.
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