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Impacts of the Basle Capital Standard on Japanese Banks' Behavior

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  • Takatoshi Ito
  • Yuri Nagatake Sasaki

Abstract

This paper examines how the risk based capital standards, the so-called Basle Accord between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which are 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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File URL: http://www.nber.org/papers/w6730.pdf
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Bibliographic Info

Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 6730.

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Date of creation: Sep 1998
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Publication status: published as Ito, Takatoshi and Yuri Nagataki Sasaki. "Impacts Of The Basle Capital Standard On Japanese Banks' Behavior," Journal of the Japanese and International Economies, 2002, v16(3,Sep), 372-397.
Handle: RePEc:nbr:nberwo:6730

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  1. Anthony P. Rodrigues, 1993. "Government securities investments of commercial banks," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 39-53.
  2. 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.).
  3. Joe Peek & Eric S. Rosengren, 1996. "The international transmission of financial shocks: the case of Japan," Working Papers 96-1, Federal Reserve Bank of Boston.
  4. Sun Bae Kim & Ramon Moreno, 1994. "Stock prices and bank lending behavior in Japan," Economic Review, Federal Reserve Bank of San Francisco, pages 31-42.
  5. Joe Peek & Eric Rosengren, 1991. "The capital crunch: neither a borrower nor a lender be," Working Papers 91-4, Federal Reserve Bank of Boston.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
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