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Market Discipline, Capital Adequacy and Bank Behaviour: Theory and Indian Evidence

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Author Info
Ghosh, Saibal
Das, Abhiman

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Abstract

Policy debate with regard to financial intermediaries has focused on whether, and to what extent, governments should impose capital adequacy requirements on banks, or alternately, whether market forces could also ensure the stability of banking systems. The paper contributes to this debate by showing how market forces may motivate banks to select high capital adequacy ratios as a means of lowering their borrowing costs. If the effect of competition among banks is strong, then it may overcome the tendency for bank capitalisation that arises from systemic effects. If systemic effects are strong, regulation is required. Empirical tests for the Indian public sector banks during the 1990s demonstrate that better capitalised banks experienced lower borrowing costs. These findings suggest that ongoing reform efforts at the international level should primarily focus on increasing transparency and strengthening competition among banks.

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File URL: http://mpra.ub.uni-muenchen.de/17398/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 17398.

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Date of creation: Mar 2005
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Publication status: Published in Economic and Political Weekly 12.40(2005): pp. 1198-1209
Handle: RePEc:pra:mprapa:17398

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Related research
Keywords: market disciplinel capital adequacy; deposit insurance; banking; India;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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  1. Benston, George J & Kaufman, George G, 1996. "The Appropriate Role of Bank Regulation," Economic Journal, Royal Economic Society, vol. 106(436), pages 688-97, May. [Downloadable!] (restricted)
  2. Saibal Ghosh & D. M. Nachane & Aditya Narain & Satyananda Sahoo, 2003. "Capital requirements and bank behaviour: an empirical analysis of Indian public sector banks," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(2), pages 145-156. [Downloadable!]
  3. Sergio L. Schmukler & Eduardo Levy-Yeyati & Maria Soledad Martinez Peria, 2004. "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Econometric Society 2004 Latin American Meetings 318, Econometric Society.
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  4. Kevin Dowd, 2000. "Bank Capital Adequacy versus Deposit Insurance," Journal of Financial Services Research, Springer, vol. 17(1), pages 7-15, February. [Downloadable!] (restricted)
  5. Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P., 1995. "The role of capital in financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 393-430, June. [Downloadable!] (restricted)
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  6. Avery, Robert B. & Berger, Allen N., 1991. "Risk-based capital and deposit insurance reform," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 847-874, September. [Downloadable!] (restricted)
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  7. João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements. [Downloadable!]
  8. Genschel, Philipp & Thomas Plümper, 1997. "Regulatory Competition and International Cooperation," MPIfG Discussion and Working Papers 4, Max Planck Institute for the Study of Societies. [Downloadable!]
  9. Rime, Bertrand, 2001. "Capital requirements and bank behaviour: Empirical evidence for Switzerland," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 789-805, April. [Downloadable!] (restricted)
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