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Subordinated debt and bank capital reform

Citations

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Cited by:

  1. Isabelle Distinguin & Clovis Rugemintwari, 2011. "The Role of Market Discipline on Bank Capital Buffer: Evidence from a Sample of European Banks," Working Papers hal-00916739, HAL.
  2. Robert N. Collender & Samantha Roberts & Valerie L. Smith, 2007. "Signals from the Markets for Fannie Mae and Freddie Mac Subordinated Debt," FHFA Staff Working Papers 07-04, Federal Housing Finance Agency.
  3. Douglas Evanoff & Larry Wall, 2001. "Sub-debt Yield Spreads as Bank Risk Measures," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 121-145, October.
  4. Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2013. "Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 229-257, December.
  5. Pop, Adrian, 2006. "Market discipline in international banking regulation: Keeping the playing field level," Journal of Financial Stability, Elsevier, vol. 2(3), pages 286-310, October.
  6. Andrea Sironi, 2001. "An Analysis of European Banks' SND Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 233-266, October.
  7. Gropp, Reint & Vesala, Jukka & Vulpes, Giuseppe, 2006. "Equity and Bond Market Signals as Leading Indicators of Bank Fragility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 399-428, March.
  8. David T. Llewellyn, 2005. "Inside The‘Black Box’ Of Market Discipline," Economic Affairs, Wiley Blackwell, vol. 25(1), pages 41-47, March.
  9. Evanoff, Douglas D. & Jagtiani, Julapa A. & Nakata, Taisuke, 2011. "Enhancing market discipline in banking: The role of subordinated debt in financial regulatory reform," Journal of Economics and Business, Elsevier, vol. 63(1), pages 1-22.
  10. Caprio, Gerard & Honohan, Patrick, 2004. "Can the unsophisticated market provide discipline?," Policy Research Working Paper Series 3364, The World Bank.
  11. Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2010. "Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Working Papers hal-00547744, HAL.
  12. Van Tassel, Eric, 2011. "Information disclosure in credit markets when banks' costs are endogenous," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 490-497, February.
  13. Murphy, Gareth & Walsh, Mark & Willison, Matthew, 2012. "Financial Stability Paper No 16: Precautionary contingent capital," Bank of England Financial Stability Papers 16, Bank of England.
  14. Oliver Hart & Luigi Zingales, 2011. "A New Capital Regulation for Large Financial Institutions," American Law and Economics Review, Oxford University Press, vol. 13(2), pages 453-490.
  15. El-Hawary, Dahlia & Grais, Wafik & Iqbal, Zamir, 2007. "Diversity in the regulation of Islamic Financial Institutions," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(5), pages 778-800, February.
  16. Diana Hancock & Myron Kwast, 2001. "Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 147-187, October.
  17. Robert R. Bliss, 2000. "The pitfalls in inferring risk from financial market data," Working Paper Series WP-00-24, Federal Reserve Bank of Chicago.
  18. Douglas D. Evanoff & Larry D. Wall, 2002. "Subordinated debt and prompt corrective regulatory action," FRB Atlanta Working Paper 2002-18, Federal Reserve Bank of Atlanta.
  19. Mark Flannery, 2001. "The Faces of “Market Discipline”," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 107-119, October.
  20. Ashcraft, Adam B., 2008. "Does the market discipline banks? New evidence from regulatory capital mix," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 543-561, October.
  21. Jean-Charles Rochet, 2003. "Réglementation prudentielle et discipline de marché," Revue d'Économie Financière, Programme National Persée, vol. 73(4), pages 201-212.
  22. Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004. "The three pillars of Basel II: optimizing the mix," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
  23. Paweł Węgrzyn, 2022. "Determinanty finansowania obligacjami banków w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 53(4), pages 399-420.
  24. Gerard Caprio & Asli Demirgüç-Kunt & Edward J. Kane, 2010. "The 2007 Meltdown in Structured Securitization: Searching for Lessons, not Scapegoats," The World Bank Research Observer, World Bank, vol. 25(1), pages 125-155, February.
  25. Adrian Pop, 2009. "Beyond the Third Pillar of Basel Two: Taking Bond Market Signals Seriously," Working Papers hal-00419241, HAL.
  26. Dr Dilruba Karim & Dr Tatiana Fic & Ray Barrell & Professor E. Philip Davis, 2011. "TIER 2 Capital and Bank Behaviour," National Institute of Economic and Social Research (NIESR) Discussion Papers 375, National Institute of Economic and Social Research.
  27. Caprio, Gerard & Honohan, Patrick, 2001. "Finance for Growth: Policy Choices in a Volatile World," MPRA Paper 9929, University Library of Munich, Germany.
  28. Goyal, Vidhan K., 2005. "Market discipline of bank risk: Evidence from subordinated debt contracts," Journal of Financial Intermediation, Elsevier, vol. 14(3), pages 318-350, July.
  29. Bremer, Marc & Pettway, Richard H., 2002. "Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure," Pacific-Basin Finance Journal, Elsevier, vol. 10(2), pages 119-139, April.
  30. D. M. Nachane, 2016. "Global Crisis, Regulatory Reform and International Policy Coordination," South Asian Journal of Macroeconomics and Public Finance, , vol. 5(1), pages 63-95, June.
  31. Prabha, Apanard (Penny) & Wihlborg, Clas, 2014. "Implicit guarantees, business models and banks’ risk-taking through the crisis: Global and European perspectives," Journal of Economics and Business, Elsevier, vol. 76(C), pages 10-38.
  32. Stolz, Stéphanie, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy (IfW Kiel).
  33. Greg Caldwell, 2005. "Subordinated Debt and Market Discipline in Canada," Staff Working Papers 05-40, Bank of Canada.
  34. David T. Llewellyn, 2001. "A regulatory regime for financial stability," Working Papers 48, Oesterreichische Nationalbank (Austrian Central Bank).
  35. Nan Chen & Paul Glasserman & Behzad Nouri & Markus Pelger, 2013. "CoCos, Bail-In, and Tail Risk," Working Papers 13-01, Office of Financial Research, US Department of the Treasury.
  36. Lang, William W. & Robertson, Douglas D., 2002. "Analysis of proposals for a minimum subordinated debt requirement1," Journal of Economics and Business, Elsevier, vol. 54(1), pages 115-136.
  37. Adrian POP, 2005. "La Politique de Dette Subordonnée comme alternative au IIIè Pilier de Bâle II : est-elle faisable?," Discussion Papers (REL - Recherches Economiques de Louvain) 2005023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  38. Tatiana Didier & Sergio L. Schmukler, 2014. "Emerging Issues in Financial Development : Lessons from Latin America," World Bank Publications - Books, The World Bank Group, number 16387, December.
  39. Greg Caldwell, 2007. "Best Instruments for Market Discipline in Banking," Staff Working Papers 07-9, Bank of Canada.
  40. Bigus, Jochen & Prigge, Stefan, 2005. "When risk premiums decrease as the bank's risk increases--a caveat on the use of subordinated bonds as an instrument of banking supervision," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(4), pages 369-390, October.
  41. Emilio Barucci & Luca Del Viva, 2013. "Dynamic capital structure and the contingent capital option," Annals of Finance, Springer, vol. 9(3), pages 337-364, August.
  42. Kose John & Hamid Mehran & Yiming Qian, 2007. "Regulation, subordinated debt, and incentive features of CEO compensation in the banking industry," Staff Reports 308, Federal Reserve Bank of New York.
  43. Guo, Lin, 2003. "Inferring market information from the price and quantity of S&L deposits," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2177-2202, November.
  44. Jens Forssbæck, 2011. "Divergence of risk indicators and the conditions for market discipline in banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/4, May.
  45. Evanoff, Douglas D. & Wall, Larry D., 2002. "Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 989-1009, May.
  46. John, Kose & Mehran, Hamid & Qian, Yiming, 2010. "Outside monitoring and CEO compensation in the banking industry," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 383-399, September.
  47. Adrian Pop, 2003. "Dette subordonnée, discipline de marché et réforme réglementaire," Revue d'Économie Financière, Programme National Persée, vol. 71(2), pages 261-276.
  48. Klaus Schaeck & Martin Cihak & Andrea Maechler & Stephanie Stolz, 2011. "Who Disciplines Bank Managers?," Review of Finance, European Finance Association, vol. 16(1), pages 197-243.
  49. Christine M. Cumming & Robert A. Eisenbeis, 2010. "Resolving troubled systemically important cross-border financial institutions: is a new corporate organizational form required?," Staff Reports 457, Federal Reserve Bank of New York.
  50. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
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