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A market evaluation of the risk-based capital standards for the U.S. financial system

  • Cordell, Lawrence R.
  • King, Kathleen Kuester
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    File URL: http://www.sciencedirect.com/science/article/pii/0378-4266(94)00138-S
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 19 (1995)
    Issue (Month): 3-4 (June)
    Pages: 531-562

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    Handle: RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:531-562
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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    1. Merton, Robert C., 1977. "On the cost of deposit insurance when there are surveillance costs," Working papers 903-77., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. Ronald Giammarino & Eduardo Schwartz & Josef Zechner, 1989. "Market Valuation of Bank Assets and Deposit Insurance in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 22(1), pages 109-27, February.
    3. Ronn, Ehud I. & Verma, Avinash K., 1989. "Risk-based capital adequacy standards for a sample of 43 major banks," Journal of Banking & Finance, Elsevier, vol. 13(1), pages 21-29, March.
    4. Bradley, Michael G. & Wambeke, Carol A. & Whidbee, David A., 1991. "Risk weights, risk-based capital and deposit insurance," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 875-893, September.
    5. Robert B. Avery & Allen N. Berger, 1990. "Risk-based capital and deposit insurance reform," Working Paper 9101, Federal Reserve Bank of Cleveland.
    6. Mark E. Levonian, 1991. "Have large banks become riskier? recent evidence from option markets," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 3-17.
    7. Kathleen A. Kuester & James M. O'Brien, 1991. "Market-based deposit insurance premiums: an evaluation," Finance and Economics Discussion Series 150, Board of Governors of the Federal Reserve System (U.S.).
    8. Berger, Allen N. & King, Kathleen Kuester & O'Brien, James M., 1991. "The limitations of market value accounting and a more realistic alternative," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 753-783, September.
    9. Merton, Robert C., 1977. "An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 3-11, June.
    10. Avery, Robert B. & Berger, Allen N., 1991. "Loan commitments and bank risk exposure," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 173-192, February.
    11. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
    12. Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "An Intertemporal General Equilibrium Model of Asset Prices," Econometrica, Econometric Society, vol. 53(2), pages 363-84, March.
    13. King, Kathleen Kuester & O'Brien, James M., 1991. "Market-based, risk-adjusted examination schedules for depository institutions," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 955-974, September.
    14. Lawrence R. Cordell & Kathleen Kuester King, 1992. "A market evaluation of the risk-based capital standards for the U.S. financial system," Finance and Economics Discussion Series 189, Board of Governors of the Federal Reserve System (U.S.).
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