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The Relationship Between Bank Capital Adequacy and Market Measures of Risk

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  • Gordon V. Karels
  • Arun J. Prakash
  • Emmanuel Roussakis

Abstract

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Suggested Citation

  • Gordon V. Karels & Arun J. Prakash & Emmanuel Roussakis, 1989. "The Relationship Between Bank Capital Adequacy and Market Measures of Risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(5), pages 663-680, December.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:5:p:663-680
    DOI: 10.1111/j.1468-5957.1989.tb00045.x
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    References listed on IDEAS

    as
    1. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    2. Hamada, Robert S, 1969. "Portfolio Analysis, Market Equilibrium and Corporation Finance," Journal of Finance, American Finance Association, vol. 24(1), pages 13-31, March.
    3. Bowman, Robert G, 1979. "The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables," Journal of Finance, American Finance Association, vol. 34(3), pages 617-630, June.
    4. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    5. Kumar, Prem, 1974. "Market Equilibrium and Corporation Finance: Some Issues," Journal of Finance, American Finance Association, vol. 29(4), pages 1175-1188, September.
    6. Koehn, Michael & Santomero, Anthony M, 1980. "Regulation of Bank Capital and Portfolio Risk," Journal of Finance, American Finance Association, vol. 35(5), pages 1235-1244, December.
    7. Blair, Roger D & Heggestad, Arnold A, 1978. "Bank Portfolio Regulation and the Probability of Bank Failure: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 10(1), pages 88-93, February.
    Full references (including those not matched with items on IDEAS)

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