Recent developments in bank capital regulation of market risks
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Finance and Economics Discussion Series with number 95-51.
Date of creation: 1995
Date of revision:
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- Edward Simpson Prescott, 2004.
"State-contingent bank regulation with unobserved actions and unobserved characteristics,"
04-02, Federal Reserve Bank of Richmond.
- Marshall, David A. & Prescott, Edward Simpson, 2006. "State-contingent bank regulation with unobserved actions and unobserved characteristics," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2015-2049, November.
- David A. Marshall & Edward Simpson Prescott, 2004. "State-Contingent Bank Regulation With Unobserved Actionas And Unobserved Characteristics," Working Papers wp2004_0407, CEMFI.
- David A. Marshall & Edward Simpson Prescott, 2002. "State-contingent bank regulation with unobserved action and unobserved characteristics," Working Paper Series WP-02-24, Federal Reserve Bank of Chicago.
- Marshall, David A. & Prescott, Edward Simpson, 2001.
"Bank capital regulation with and without state-contingent penalties,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 54(1), pages 139-184, June.
- 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.
- Arupratan Daripa & Simone Varotto, 1997. "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.
- Patricia Jackson & David Maude & William Perraudin, 1998. "Bank Capital and Value at Risk," Bank of England working papers 79, Bank of England.
- Edward S. Prescott, 1997. "The pre-commitment approach in a model of regulatory banking capital," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 23-50.
- Sunil Sharma & Ralph Chami & Mohsin S. Khan, 2003. "Emerging Issues in Banking Regulation," IMF Working Papers 03/101, International Monetary Fund.
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