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Citations for "Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues"

by Jones, David

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Roman Kraeussl, 2003. "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series 2003/23, Center for Financial Studies. [Downloadable!]
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  2. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P Tsomocos, . "Procyclicality and the new Basel Accord - banks' choice of loan rating system," Bank of England working papers 181, Bank of England. [Downloadable!]
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  3. 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. [Downloadable!]
  4. Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance 0518, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
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  5. Douglas Evanoff & Larry Wall, 2001. "Sub-debt Yield Spreads as Bank Risk Measures," Journal of Financial Services Research, Springer, vol. 20(2), pages 121-145, October. [Downloadable!] (restricted)
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  6. Lawrence J. White & W. Scott Frame, 2004. "Emerging Competition and Risk-Taking Incentives at Fannie Mae and Freddie Mac," Working Papers 04-02, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  7. Ralph Chami & Mohsin S. Khan & Sunil Sharma, 2003. "Emerging Issues in Banking Regulation," IMF Working Papers 03/101, International Monetary Fund. [Downloadable!]
  8. G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," THEMA Working Papers 2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  9. Paul Kupiec, 2007. "Financial stability and Basel II," Annals of Finance, Springer, vol. 3(1), pages 107-130, January. [Downloadable!] (restricted)
  10. Tobias Knedlik & Johannes Stöbel, 2006. "The role of banking portfolios in the transmission from currency crises to banking crises - potential effects of Basel II," IWH Discussion Papers 21-06, Halle Institute for Economic Research. [Downloadable!]
  11. W. Scott Frame, 2003. "Federal Home Loan Bank mortgage purchases: Implications for mortgage markets," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 17-31. [Downloadable!]
  12. Van Laere, Elisabeth & Baesens, Bart & Thibeault, André, 2008. "Bank capital: a myth resolved," Vlerick Leuven Gent Management School Working Paper Series 2007-35, Vlerick Leuven Gent Management School. [Downloadable!]
  13. Zhuang Cai & Peter Wheale, 2009. "Managing Efficient Capital Allocation with Emphasis on the Chinese Experience," Journal of Business Ethics, Springer, vol. 87(1), pages 111-135, April. [Downloadable!] (restricted)
  14. Eric J. Higgins & Joseph R. Mason, 2003. "What is the value of recourse to asset backed securities? A clinical study of credit card banks," Working Papers 03-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
  15. W. Scott Frame & Lawrence J. White, 2004. "Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 488-506. [Downloadable!]
  16. Drew Dahl & Douglas Evanoff & Michael Spivey, 2003. "The Timing and Persistence of CRA Compliance Ratings," Journal of Financial Services Research, Springer, vol. 23(2), pages 113-132, April. [Downloadable!] (restricted)
  17. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization," Basel II White Paper 4, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  18. Michael B. Gordy, 2002. "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series 2002-55, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  19. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets," Finance and Economics Discussion Series 2006-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  20. W. Scott Frame & Lawrence J. White, 2004. "Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac," Working Paper 2004-4, Federal Reserve Bank of Atlanta. [Downloadable!]
  21. 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. [Downloadable!]
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  22. Paul S. Calem & Michael LaCour-Little, 2001. "Risk-based capital requirements for mortgage loans," Finance and Economics Discussion Series 2001-60, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  23. Larry D. Wall & Milind M. Shrikhande, 2000. "Managing the risk of loans with basis risk: sell, hedge, or do nothing?," Working Paper 2000-25, Federal Reserve Bank of Atlanta. [Downloadable!]
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  24. Timothy H. Hannan & Steven J. Pilloff, 2004. "Will the proposed application of Basel II in the United States encourage increased bank merger activity? evidence from past merger activity," Finance and Economics Discussion Series 2004-13, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  25. Abel Elizalde, 2007. "From Basel I To Basel Ii: An Analysis Of The Three Pillars," Working Papers wp2007_0704, CEMFI. [Downloadable!]
  26. Inês Drumond, 2008. "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers 277, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
  27. Taylor D. Nadauld & Shane M. Sherlund, 2009. "The role of the securitization process in the expansion of subprime credit," Finance and Economics Discussion Series 2009-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  28. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt and bank capital reform," Working Paper 2000-24, Federal Reserve Bank of Atlanta. [Downloadable!]
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  29. Adolfo Barajas & Ralph Chami & Thomas F. Cosimano, 2005. "Did the Basel Accord cause a Credit Slowdown in Latin America?," IMF Working Papers 05/38, International Monetary Fund. [Downloadable!]
  30. Craig Furfine, 2001. "Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions," Journal of Financial Services Research, Springer, vol. 20(1), pages 33-56, September. [Downloadable!] (restricted)
  31. Nancy Silva, 2007. "Capital Regulation and Bank Risk Taking: Completing Blum’s Picture," Working Papers Central Bank of Chile 416, Central Bank of Chile. [Downloadable!]
  32. Paul Calem & James Follain, 2007. "Regulatory Capital Arbitrage and the Potential Competitive Impact of Basel II in the Market for Residential Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 35(2), pages 197-219, August. [Downloadable!] (restricted)
  33. Di Cesare, Antonio, 2009. "Securitization and Bank Stability," MPRA Paper 16831, University Library of Munich, Germany. [Downloadable!]
  34. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September. [Downloadable!]
  35. Douglas D. Evanoff & Larry D. Wall, 2001. "Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings," Working Paper 2001-25, Federal Reserve Bank of Atlanta. [Downloadable!]
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  36. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, EconWPA. [Downloadable!]
  37. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt as bank capital: a proposal for regulatory reform," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 40-53. [Downloadable!]
  38. Paraskevi Dimou & Colin Lawrence & Alistair Milne, 2005. "Skewness of Returns, Capital Adequacy, and Mortgage Lending," Journal of Financial Services Research, Springer, vol. 28(1), pages 135-161, October. [Downloadable!] (restricted)
  39. Dionne, Georges & Harchaoui, Tarek M., 2003. "Banks' Capital, Securitization and Credit Risk: An Empirical for Canada," Cahiers de recherche 0311, CIRPEE. [Downloadable!]
  40. George Benston & Paul Irvine & Jim Rosenfeld & Joseph F. Sinkey, Jr., 2000. "Bank capital structure, regulatory capital, and securities innovations," Working Paper 2000-18, Federal Reserve Bank of Atlanta. [Downloadable!]
  41. Greg Caldwell, 2007. "Best Instruments for Market Discipline in Banking," Working Papers 07-9, Bank of Canada. [Downloadable!]
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This page was last updated on 2009-12-3.

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