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Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues

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  • Jones, David

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  • Jones, David, 2000. "Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 35-58, January.
    • Handle: RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:35-58
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    References listed on IDEAS

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    1. Carlstrom, Charles T. & Samolyk, Katherine A., 1995. "Loan sales as a response to market-based capital constraints," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 627-646, June.
    2. Christine M. Cumming, 1987. "The economics of securitization," Quarterly Review, Federal Reserve Bank of New York, vol. 12(Aut), pages 11-23.
    3. James, Christopher, 1988. "The use of loan sales and standby letters of credit by commercial banks," Journal of Monetary Economics, Elsevier, vol. 22(3), pages 395-422.
    4. Merton, Robert C., 1995. "Financial innovation and the management and regulation of financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 461-481, June.
    5. Raj K. Chhikara & Steven D. Hanson, 1993. "Competitive Pricing of Farmer Mac's Mortgage-Backed Securities and Its Future Viability: A Contingent Claims Analysis Approach," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 15(3), pages 547-566.
    6. repec:bla:jfinan:v:43:y:1988:i:2:p:375-96 is not listed on IDEAS
    7. Jagtiani, Julapa & Saunders, Anthony & Udell, Gregory, 1995. "The effect of bank capital requirements on bank off-balance sheet financial innovations," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 647-658, June.
    8. Peter DeMarzo & Darrell Duffie, 1999. "A Liquidity-Based Model of Security Design," Econometrica, Econometric Society, vol. 67(1), pages 65-100, January.
    9. Herbert L. Baer & Christine A. Pavel, 1988. "Does regulation drive innovation?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 12(Mar), pages 3-15.
    10. Christine A. Pavel & David Phillis, 1987. "Why commercial banks sell loans: an empirical analysis," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 11(May), pages 3-14.
    11. Ian Giddy, 1985. "Regulation of off-balance sheet banking," Proceedings, Federal Reserve Bank of San Francisco, issue June, pages 165-190.
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