1. Jeffery W. Gunther & Robert R. Moore, 2000. "Financial statements and reality: do troubled banks tell all?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 30-35. [Downloadable!]
2. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
3. John R. Hall & Thomas B. King & Andrew P. Meyer & Mark D. Vaughan, 2002. "Did FDICIA enhance market discipline on community banks? a look at evidence from the jumbo-CD market," Supervisory Policy Analysis Working Papers 2002-04, Federal Reserve Bank of St. Louis. [Downloadable!]
4. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2000. "Did U.S. Bank Supervisors Get Tougher During the Credit Crunch? Did They Get Easier During the Banking Boom? Did It Matter to Bank Lending?," NBER Working Papers 7689, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2000. "Did U.S. bank supervisors get tougher during the credit crunch? Did they get easier during the banking boom? Did it matter to bank lending?," Finance and Economics Discussion Series 2000-39, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
5. Jeffrey W. Gunther & Robert R. Moore, 2002. "Loss underreporting and the auditing role of bank exams," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
6. Douglas D. Evanoff & Larry D. Wall, 2001. "Sub-debt yield spreads as bank risk measures," Working Paper 2001-11, Federal Reserve Bank of Atlanta. [Downloadable!]
   Other versions:
   • Douglas D. Evanoff & Larry D. Wall, 2001. "Sub-debt yield spreads as bank risk measures," Working Paper Series WP-01-03, Federal Reserve Bank of Chicago. [Downloadable!]
   • 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)
7. Elyas Elyasiani & Iqbal Mansur, 2005. "The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 183-206, September. [Downloadable!] (restricted)
8. Jeffery W. Gunther, 1999. "Between a rock and a hard place: the CRA-safety and soundness pinch," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 32-41. [Downloadable!]
9. anonymous, 1999. "Using subordinated debt as an instrument of market discipline," Staff Studies 172, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
10. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2006. "Can feedback from the jumbo CD market improve bank surveillance?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 135-175. [Downloadable!]
11. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45. [Downloadable!]
12. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2002. "Can feedback from the jumbo-CD market improve off-site surveillance of community banks?," Supervisory Policy Analysis Working Papers 2002-08, Federal Reserve Bank of St. Louis. [Downloadable!]
13. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2001. "Did U.S. Bank Supervisors Get Tougher during the Credit Crunch? Did They Get Easier during the Banking Boom? Did It Matter to Bank Lending?," NBER Chapters, in: Prudential Supervision: What Works and What Doesn't, pages 301-356 National Bureau of Economic Research, Inc. [Downloadable!]
14. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998. "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series 1998-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    • Allen N. Berger & Sally M. Davies & Mark J. Flannery, 2000. "Comparing market and supervisory assessments of bank performance: who knows what when?," Proceedings, Federal Reserve Bank of Cleveland, pages 641-670.
    • Berger, Allen N & Davies, Sally M & Flannery, Mark J, 2000. "Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 641-67, August.
15. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt and bank capital reform," Working Paper 2000-24, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    • Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt and bank capital reform," Working Paper Series WP-00-7, Federal Reserve Bank of Chicago. [Downloadable!]
16. Thomas B. King & Daniel A. Nuxoll & Timothy J. Yeager, 2006. "Are the causes of bank distress changing? can researchers keep up?," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 57-80. [Downloadable!]
17. Rosalind L. Bennett & Mark D. Vaughan & Timothy J. Yeager, 2005. "Should the FDIC worry about the FHLB? The impact of Federal Home Loan Bank advances on the Bank Insurance Fund," Working Paper 05-05, Federal Reserve Bank of Richmond. [Downloadable!]
18. Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole), 2007. "An Early Warning Model for EU banks with Detection of the Adverse Selection Effect," Cahiers du GRES 2007-08, Groupement de Recherches Economiques et Sociales. [Downloadable!]
19. Robert DeYoung & Mark J. Flannery & William W. Lang & Sorin M. Sorescu, 1998. "The informational advantage of specialized monitors: the case of bank examiners," Working Paper Series WP-98-4, Federal Reserve Bank of Chicago. [Downloadable!]
20. Joseph P. Hughes & Choon-Geol Moon & Robert DeYoung, 2000. "Efficient Risk-Taking and Regulatory Covenant Enforcement in a Deregulated Banking Industry," Departmental Working Papers 200007, Rutgers University, Department of Economics. [Downloadable!]
21. Jeffery W. Gunther & Robert R. Moore, 2000. "Early warning models in real time," Financial Industry Studies Working Paper 00-01, Federal Reserve Bank of Dallas. [Downloadable!]
22. John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Papers in Applied Economic Theory 2004-05, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
    • John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March. [Downloadable!]
23. John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Papers in Applied Economic Theory 2001-14, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
    • Krainer, John & Lopez, Jose A, 2004. "Incorporating Equity Market Information into Supervisory Monitoring Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1043-67, December.
24. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2003. "Can feedback from the jumbo-CD market improve bank surveillance?," Working Papers 2003-041, Federal Reserve Bank of St. Louis. [Downloadable!]
25. Julapa Jagtiani & James Kolari & Catharine Lemieux & Hwan Shin, 2003. "Early warning models for bank supervision: Simpler could be better," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 49-60. [Downloadable!]

This page was last updated on 2009-12-8.