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Competitive effects of Basel II on US bank credit card lending

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Author Info
Lang, William W.
Mester, Loretta J.
Vermilyea, Todd A.

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Abstract

We analyze the potential competitive effects of the proposed Basel II capital regulations on US bank credit card lending. We find that bank issuers operating under Basel II will face higher regulatory capital minimums than Basel I banks, with differences due to the way the two regulations treat reserves and gain-on-sale of securitized assets. During periods of normal economic conditions, this is not likely to have a competitive effect; however, during periods of substantial stress in credit card portfolios, Basel II banks could face a significant competitive disadvantage relative to Basel I banks and nonbank issuers.

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File URL: http://www.sciencedirect.com/science/article/B6WJD-4PP2CTS-1/2/501b68b81a67613ecc9677c9aaf35c17
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Intermediation.

Volume (Year): 17 (2008)
Issue (Month): 4 (October)
Pages: 478-508
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Handle: RePEc:eee:jfinin:v:17:y:2008:i:4:p:478-508

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Web page: http://www.elsevier.com/locate/inca/622875

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Related research
Keywords: Basel Accord Basel II Capital requirements Bank regulation Competition;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Mark Carlson & Roberto Perli, 2004. "Profits and balance sheet developments at U.S. commercial banks in 2003," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Spr, pages 162-191. [Downloadable!]
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  2. Calem, Paul & Rob, Rafael, 1999. "The Impact of Capital-Based Regulation on Bank Risk-Taking," Journal of Financial Intermediation, Elsevier, vol. 8(4), pages 317-352, October. [Downloadable!] (restricted)
  3. Sujit Chakravorti & William R. Emmons, 2001. "Who pays for credit cards?," Occasional Paper; Emerging Payments EPS-2001-1, Federal Reserve Bank of Chicago. [Downloadable!]
  4. Charles W. Calomiris & Joseph R. Mason, 2003. "Credit card securitization and regulatory arbitrage," Working Papers 03-7, Federal Reserve Bank of Philadelphia. [Downloadable!]
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