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Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada

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  • G. Dionne
  • T. M. Harchaoui

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Bibliographic Info

Paper provided by THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise in its series THEMA Working Papers with number 2002-33.

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Date of creation: 2002
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Handle: RePEc:ema:worpap:2002-33

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References

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  1. Keeley, Michael C. & Furlong, Frederick T., 1990. "A reexamination of mean-variance analysis of bank capital regulation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 14(1), pages 69-84, March.
  2. Furlong, Frederick T. & Keeley, Michael C., 1989. "Capital regulation and bank risk-taking: A note," Journal of Banking & Finance, Elsevier, Elsevier, vol. 13(6), pages 883-891, December.
  3. Frederick T. Furlong & Michael C. Keeley, 1991. "Capital regulation and bank risk-taking: a note (reprinted from Journal of Banking and Finance)," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Sum, pages 34-39.
  4. Koehn, Michael & Santomero, Anthony M, 1980. " Regulation of Bank Capital and Portfolio Risk," Journal of Finance, American Finance Association, American Finance Association, vol. 35(5), pages 1235-44, December.
  5. Raj Aggarwal & Kevin T. Jacques, 1998. "Assessing the impact of prompt corrective action on bank capital and risk," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Oct, pages 23-32.
  6. H. Dahen & G. Dionne, 2002. "Book Review of Management," THEMA Working Papers 2002-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  7. Thakor, Anjan V, 1996. " Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence," Journal of Finance, American Finance Association, American Finance Association, vol. 51(1), pages 279-324, March.
  8. Kim, Daesik & Santomero, Anthony M, 1988. " Risk in Banking and Capital Regulation," Journal of Finance, American Finance Association, American Finance Association, vol. 43(5), pages 1219-33, December.
  9. Joseph G. Haubrich & Paul Wachtel, 1993. "Capital requirements and shifts in commercial bank portfolios," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q III, pages 2-15.
  10. Shrieves, Ronald E. & Dahl, Drew, 1992. "The relationship between risk and capital in commercial banks," Journal of Banking & Finance, Elsevier, Elsevier, vol. 16(2), pages 439-457, April.
  11. Rime, Bertrand, 2001. "Capital requirements and bank behaviour: Empirical evidence for Switzerland," Journal of Banking & Finance, Elsevier, Elsevier, vol. 25(4), pages 789-805, April.
  12. Frederick T. Furlong, 1988. "Changes in bank risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue mar25.
  13. R. Aqdim & G. Dionne & T. M. Harchaoui, 2002. "Les déterminants du comportement des banques canadiennes en matière de titrisation," THEMA Working Papers 2002-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  14. Blum, Jurg, 1999. "Do capital adequacy requirements reduce risks in banking?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 23(5), pages 755-771, May.
  15. George Sheldon, 1996. "Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 709-734, December.
  16. Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, Elsevier, vol. 49(6), pages 533-547.
  17. Rochet, Jean-Charles, 1992. "Capital requirements and the behaviour of commercial banks," European Economic Review, Elsevier, Elsevier, vol. 36(5), pages 1137-1170, June.
  18. Aggarwal, Raj & Jacques, Kevin T., 2001. "The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model," Journal of Banking & Finance, Elsevier, Elsevier, vol. 25(6), pages 1139-1160, June.
  19. Jones, David, 2000. "Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(1-2), pages 35-58, January.
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Citations

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Cited by:
  1. Pituwan Poramapojn, 2012. "Effect of Securitization on the Bank’s Equity Risk in the U.S," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(1), pages 68-86, June.
  2. Yener Altunbas & Leonardo Gambacorta & David Marques, 2008. "Securitization and the bank lending channel," Proceedings, Federal Reserve Bank of Chicago 1101, Federal Reserve Bank of Chicago.
  3. Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies 2008,10, Deutsche Bundesbank, Research Centre.
  4. John Krainer & Elizabeth Laderman, 2009. "Mortgage loan securitization and relative loan performance," Working Paper Series, Federal Reserve Bank of San Francisco 2009-22, Federal Reserve Bank of San Francisco.
  5. Thomas F. Cosimano & Ralph Chami & Adolfo Barajas, 2005. "Did the Basel Accord Cause a Credit Slowdown in Latin America?," IMF Working Papers 05/38, International Monetary Fund.
  6. Georges Dionne, 2003. "The Foundationsof Banks' Risk Regulation: A Review of Literature," THEMA Working Papers 2003-46, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  7. Massimiliano Affinito & Edoardo Tagliaferri, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 741, Bank of Italy, Economic Research and International Relations Area.
  8. R. Aqdim & G. Dionne & T. M. Harchaoui, 2002. "Les déterminants du comportement des banques canadiennes en matière de titrisation," THEMA Working Papers 2002-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  9. Krzysztof Jackowicz, 2010. "About motives behind Securitization and its Implications: An Overview of Empirical Findings," Contemporary Economics, University of Finance and Management in Warsaw, University of Finance and Management in Warsaw, vol. 4(1), March.
  10. M. Lopreite, 2012. "Securitization and monetary transmission mechanism: evidence from italy (1999-2009)," Economics Department Working Papers 2012-EP04, Department of Economics, Parma University (Italy).
  11. Deming Wu & Jiawen Yang & Han Hong, 2011. "Securitization and Banks’ Equity Risk," Journal of Financial Services Research, Springer, Springer, vol. 39(3), pages 95-117, June.
  12. Sami Ben Naceur & Magda E. Kandil, 2013. "Basel Capital Requirements and Credit Crunch in the MENA Region," IMF Working Papers 13/160, International Monetary Fund.
  13. Elizabeth W. Cooper, 2011. "Determinants of off-balance sheet usage in private banks," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 28(4), pages 248-259, October.

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