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Assessing the impact of prompt corrective action on bank capital and risk

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Author Info
Raj Aggarwal
Kevin T. Jacques

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Abstract

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.

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File URL: http://www.newyorkfed.org/research/epr/98v04n3/9810agga.pdf
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Publisher Info
Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review.

Volume (Year): (1998)
Issue (Month): Oct ()
Pages: 23-32
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:fip:fednep:y:1998:i:oct:p:23-32:n:v.4no.3

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Related research
Keywords: Bank capital ; Bank supervision ; Risk ; Bank investments;

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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. Keeley, Michael C. & Furlong, Frederick T., 1990. "A reexamination of mean-variance analysis of bank capital regulation," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 69-84, March. [Downloadable!] (restricted)
  2. Mark E. Levonian, 1991. "What happens if banks are closed "early"?," Proceedings, Federal Reserve Bank of Chicago, pages 273-295.
  3. Kim, Daesik & Santomero, Anthony M, 1988. " Risk in Banking and Capital Regulation," Journal of Finance, American Finance Association, vol. 43(5), pages 1219-33, December. [Downloadable!] (restricted)
  4. Sally M. Davies & Douglas A. McManus, 1991. "The effects of closure policies on bank risk-taking," Finance and Economics Discussion Series 158, Board of Governors of the Federal Reserve System (U.S.).
  5. Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547. [Downloadable!] (restricted)
  6. Avery, Robert B. & Berger, Allen N., 1991. "Risk-based capital and deposit insurance reform," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 847-874, September. [Downloadable!] (restricted)
    Other versions:
  7. Kahane, Yehuda, 1977. "Capital adequacy and the regulation of financial intermediaries," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 207-218, October. [Downloadable!] (restricted)
  8. 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. [Downloadable!] (restricted)
  9. Joseph G. Haubrich & Paul Wachtel, 1993. "Capital requirements and shifts in commercial bank portfolios," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 2-15. [Downloadable!]
  10. Davies, Sally M. & McManus, Douglas A., 1991. "The effects of closure policies on bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 917-938, September. [Downloadable!] (restricted)
  11. Joe Peek & Eric S. Rosengren, 1996. "The use of capital ratios to trigger intervention in problem banks: too little, too late," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 49-58. [Downloadable!]
  12. Furlong, Frederick T. & Keeley, Michael C., 1989. "Capital regulation and bank risk-taking: A note," Journal of Banking & Finance, Elsevier, vol. 13(6), pages 883-891, December. [Downloadable!] (restricted)
  13. Wall, Larry D. & Peterson, David R., 1987. "The effect of capital adequacy guidelines on large bank holding companies," Journal of Banking & Finance, Elsevier, vol. 11(4), pages 581-600, December. [Downloadable!] (restricted)
  14. Berger, Allen N, 1995. "The Relationship between Capital and Earnings in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 432-56, May. [Downloadable!] (restricted)
    Other versions:
  15. Shrieves, Ronald E. & Dahl, Drew, 1992. "The relationship between risk and capital in commercial banks," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 439-457, April. [Downloadable!] (restricted)
  16. Frederick T. Furlong, 1992. "Capital regulation and bank lending," Economic Review, Federal Reserve Bank of San Francisco, pages 23-33. [Downloadable!]
Full references

Cited by:
(explanations, 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. Bertrand Rime, 2000. "Bank Capital Behaviour: Empirical Evidence for Switzerland," Working Papers 00.05, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
  2. G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," THEMA Working Papers 2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  3. Amadou N. R. Sy & Jorge A. Chan-Lau, 2006. "Distance-to-Default in Banking: A Bridge Too Far?," IMF Working Papers 06/215, International Monetary Fund. [Downloadable!]
  4. Donsyah Yudistira, 2002. "The Impact of Bank Capital Requirements in Indonesia," Finance 0212002, EconWPA, revised 18 May 2003. [Downloadable!]
  5. James B. Bullard & Christopher J. Neely & David C. Wheelock, 2009. "Systemic risk and the financial crisis: a primer," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 403-418. [Downloadable!]
  6. Abhiman Das & Saibal Ghosh, 2004. "The Relationship Between Risk and Capital: Evidence from Indian Public Sector Banks," Industrial Organization 0410006, EconWPA. [Downloadable!]
  7. William Poole, 2006. "Responding to financial crises: what role for the Fed?," Speech, Federal Reserve Bank of St. Louis. [Downloadable!]
  8. Deep, Akash & Schaefer, Guido, 2004. "Are Banks Liquidity Transformers?," Working Paper Series rwp04-022, Harvard University, John F. Kennedy School of Government. [Downloadable!]
  9. 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. [Downloadable!]
  10. Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? : Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  11. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September. [Downloadable!]
  12. G.J. de Bondt & H.M. Prast, 1999. "Bank capital ratios in the 1990s: cross-country evidence," WO Research Memoranda (discontinued) 603, Netherlands Central Bank, Research Department.
  13. Dionne, Georges & Harchaoui, Tarek M., 2003. "Banks' Capital, Securitization and Credit Risk: An Empirical for Canada," Cahiers de recherche 0311, CIRPEE. [Downloadable!]
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