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The pre-commitment approach in a model of regulatory banking capital Author info | Abstract | Publisher info | Download info | Related research | Statistics Edward S. Prescott
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Article provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly .
Volume (Year): (1997)
Issue (Month): Win ()
Pages: 23-50
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Keywords: Bank supervision ; 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.:
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 1523-42, September.
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Other versions: Lucas, Robert E, Jr, 1980.
"Methods and Problems in Business Cycle Theory ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 12(4), pages 696-715, November.
[Downloadable!] (restricted)
John Christensen, 1981.
"Communication in Agencies ,"
Bell Journal of Economics ,
The RAND Corporation, vol. 12(2), pages 661-674, Autumn.
[Downloadable!] (restricted)
Paul H. Kupiec & James M. O'Brien, 1995.
"Recent developments in bank capital regulation of market risks ,"
Finance and Economics Discussion Series
95-51, Board of Governors of the Federal Reserve System (U.S.).
Atkeson, Andrew & Lucas, Robert E, Jr, 1992.
"On Efficient Distribution with Private Information ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 59(3), pages 427-53, July.
[Downloadable!] (restricted)
Laffont, Jean-Jacques & Tirole, Jean, 1986.
"Using Cost Observation to Regulate Firms ,"
Journal of Political Economy ,
University of Chicago Press, vol. 94(3), pages 614-41, June.
[Downloadable!] (restricted)
Other versions: Besanko, David & Kanatas, George, 1996.
"The Regulation of Bank Capital: Do Capital Standards Promote Bank Safety? ,"
Journal of Financial Intermediation ,
Elsevier, vol. 5(2), pages 160-183, April.
[Downloadable!] (restricted)
Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V, 1992.
" Is Fairly Priced Deposit Insurance Possible? ,"
Journal of Finance ,
American Finance Association, vol. 47(1), pages 227-45, March.
[Downloadable!] (restricted)
Other versions: David Marshall & Subu Venkataraman, 1996.
"Bank capital for market risk: a study in incentive compatible regulation ,"
Chicago Fed Letter ,
Federal Reserve Bank of Chicago, issue Apr.
[Downloadable!]
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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.)
Arupratan Daripa & Simone Varotto, 1998.
"Value at risk and precommitment: approaches to market risk regulation ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Oct, pages 137-143.
[Downloadable!]
David Marshall & Subu Venkataraman, 1997.
"Bank capital standards for market risk: a welfare analysis ,"
Working Paper Series, Issues in Financial Regulation
WP-97-09, Federal Reserve Bank of Chicago.
[Downloadable!]
Shuji Kobayakawa, 1998.
"Designing incentive-compatible regulation in banking: the role of penalty in the precommitment approach ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Oct, pages 145-153.
[Downloadable!]
Arupratan Daripa & Simone Varotto, .
"Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk ,"
Bank of England working papers
69, Bank of England.
[Downloadable!]
David A. Marshall & Edward S. Prescott, 2000.
"Bank capital regulation with and without state-contingent penalties ,"
Working Paper Series
WP-00-10, Federal Reserve Bank of Chicago.
[Downloadable!]
Other versions: A.W.A. Boot & S. Dezelan & T.T. Milbourn, 2000.
"Regulation and the Evolution of the Financial Services Industry ,"
DNB Staff Reports (discontinued)
50, Netherlands Central Bank.
[Downloadable!]
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