Solvency regulations and the management of banking risks
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- Rochet, Jean-Charles & Tirole, Jean, 1996.
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- Black, Fischer, 1975. "Bank funds management in an efficient market," Journal of Financial Economics, Elsevier, vol. 2(4), pages 323-339, December.
- 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.
- Paul H. Kupiec & James M. O'Brien, 1995.
"A pre-commitment approach to capital requirements for market risk,"
475, Federal Reserve Bank of Chicago.
- Paul H. Kupiec & James M. O'Brien, 1995. "A pre-commitment approach to capital requirements for market risk," Finance and Economics Discussion Series 95-36, Board of Governors of the Federal Reserve System (U.S.).
- Douglas W. Diamond & Philip H. Dybvig, 2000.
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Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
- David Marshall & Subu Venkataraman, 1999.
"Bank Capital Standards for Market Risk: A Welfare Analysis,"
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- David Marshall & Subu Venkataraman, 1997. "Bank capital standards for market risk: a welfare analysis," Working Paper Series, Issues in Financial Regulation WP-97-09, Federal Reserve Bank of Chicago.
- David A. Marshall & Subu Venkataraman, 1997. "Bank capital standards for market risk: a welfare analysis," Proceedings 547, 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.
- Hancock, Diana & Wilcox, James A, 1996. "Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 870-908, November.
- 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.
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