Solvency regulations and the management of banking risks
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- David A. Marshall & Subu Venkataraman, 1997.
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- David Marshall & Subu Venkataraman, 1999. "Bank Capital Standards for Market Risk: A Welfare Analysis," Review of Finance, European Finance Association, vol. 2(2), pages 125-157.
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95-36, Board of Governors of the Federal Reserve System (U.S.).
- Paul H. Kupiec & James M. O'Brien, 1995. "A pre-commitment approach to capital requirements for market risk," Proceedings 475, Federal Reserve Bank of Chicago.
- Arupratan Daripa & Simone Varotto, 1997. "Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk," Bank of England working papers 69, Bank of England.
- Diana Hancock & James A. Wilcox, 1996. "Intraday management of bank reserves: the effects of caps and fees on daylight overdrafts," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 870-913.
- Rochet, Jean-Charles & Tirole, Jean, 1996.
"Interbank Lending and Systemic Risk,"
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Blackwell Publishing, vol. 28(4), pages 733-62, November.
- Paul H. Kupiec & James M. O'Brien, 1997. "The pre-commitment approach: using incentives to set market risk capital requirements," Finance and Economics Discussion Series 1997-14, Board of Governors of the Federal Reserve System (U.S.).
- Rolnick, Arthur J & Weber, Warren E, 1983. "New Evidence on the Free Banking Era," American Economic Review, American Economic Association, vol. 73(5), pages 1080-91, December.
- Giammarino, Ronald M & Lewis, Tracy R & Sappington, David E M, 1993.
" An Incentive Approach to Banking Regulation,"
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American Finance Association, vol. 48(4), pages 1523-42, September.
- Black, Fischer, 1975. "Bank funds management in an efficient market," Journal of Financial Economics, Elsevier, vol. 2(4), pages 323-339, December.
- Bryant, John, 1980. "A model of reserves, bank runs, and deposit insurance," Journal of Banking & Finance, Elsevier, vol. 4(4), pages 335-344, December.
- Fama, Eugene F., 1985. "What's different about banks?," Journal of Monetary Economics, Elsevier, vol. 15(1), pages 29-39, January.
- Rochet, Jean-Charles, 1992. "Capital requirements and the behaviour of commercial banks," European Economic Review, Elsevier, vol. 36(5), pages 1137-1170, June.
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