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Impacts of the Basle Capital Standard on Japanese Banks' Behavior

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Author Info

  • Takatoshi Ito
  • Yuri Nagataki Sasaki

Abstract

This paper examines how the risk-based capital standards, the so-called Basle Accord, influenced 87 major Japanese major Japanese banks' behavior between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which is part of tier II capital became smaller. Empirical findings are consistent with a view that banks with lower capital ratios tended to issue more subordinated debts (tier II) and to reduce lending (risk assets).

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Bibliographic Info

Paper provided by Institute of Economic Research, Hitotsubashi University in its series Discussion Paper Series with number a356.

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Date of creation: Sep 1998
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Handle: RePEc:hit:hituec:a356

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Related research

Keywords: Japanese banks; capital standard; BIS;

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References

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  1. Peek, Joe & Rosengren, Eric, 1995. "The Capital Crunch: Neither a Borrower nor a Lender Be," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 625-38, August.
  2. Joe Peek & Eric S. Rosengren, 1992. "The role of real estate in the New England credit crunch," Working Papers 92-4, Federal Reserve Bank of Boston.
  3. Allan D. Brunner & Steven B. Kamin, 1995. "Bank lending and economic activity in Japan: did "financial factors" contribute to the recent downturn?," International Finance Discussion Papers 513, Board of Governors of the Federal Reserve System (U.S.).
  4. 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.
  5. Brinkmann, Emile J & Horvitz, Paul M, 1995. "Risk-Based Capital Standards and the Credit Crunch," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 848-63, August.
  6. Sun Bae Kim & Ramon Moreno, 1994. "Stock prices and bank lending behavior in Japan," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb11.
  7. Anthony P. Rodrigues, 1993. "Government securities investments of commercial banks," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 39-53.
  8. Joe Peek & Eric S. Rosengren, 1996. "The International Transmission of Financial Shocks: The Case of Japan," Boston College Working Papers in Economics 357, Boston College Department of Economics.
  9. Pettway, Richard H. & Kaneko, Takashi & Young, Michael T., 1991. "International bank capital standards and the costs of issuing capital securities by Japanese banks," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 559-580, June.
  10. Hall Brian J., 1993. "How Has the Basle Accord Affected Bank Portfolios?," Journal of the Japanese and International Economies, Elsevier, vol. 7(4), pages 408-440, December.
  11. Hall, B.J., 1993. "How Has the Basle Accord Affected Bank Portfolios?," Harvard Institute of Economic Research Working Papers 1642, Harvard - Institute of Economic Research.
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