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The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach

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  • Barrios, Victor E.
  • Blanco, Juan M.

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  • Barrios, Victor E. & Blanco, Juan M., 2003. "The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 1935-1958, October.
  • Handle: RePEc:eee:jbfina:v:27:y:2003:i:10:p:1935-1958
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    2. Berger, Allen N, 1995. "The Relationship between Capital and Earnings in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 432-456, May.
    3. repec:jns:jbstat:v:187:y:1973:i:2:p:147-160:n:6 is not listed on IDEAS
    4. Maddala, G S & Nelson, Forrest D, 1974. "Maximum Likelihood Methods for Models of Markets in Disequilibrium," Econometrica, Econometric Society, vol. 42(6), pages 1013-1030, November.
    5. Mingo, John J, 1975. "Regulatory Influence on Bank Capital Investment," Journal of Finance, American Finance Association, vol. 30(4), pages 1111-1121, September.
    6. Dahl, Drew & Shrieves, Ronald E., 1991. "The impact of regulation on bank equity infusions," Journal of Banking & Finance, Elsevier, vol. 15(2), pages 467-468, April.
    7. Wall, Larry D. & Peterson, David R., 1987. "The effect of capital adequacy guidelines on large bank holding companies," Journal of Banking & Finance, Elsevier, vol. 11(4), pages 581-600, December.
    8. Paul Calem & Rafael Rob, "undated". ""The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model''," CARESS Working Papres 97-16, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    9. Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P., 1995. "The role of capital in financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 393-430, June.
    10. Crouhy, Michel & Galai, Dan, 1986. "An economic assessment of capital requirements in the banking industry," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 231-241, June.
    11. Peek, Joe & Rosengren, Eric, 1995. "The Capital Crunch: Neither a Borrower nor a Lender Be," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 625-638, August.
    12. Kim, Daesik & Santomero, Anthony M, 1988. " Risk in Banking and Capital Regulation," Journal of Finance, American Finance Association, vol. 43(5), pages 1219-1233, December.
    13. Sealey, C W, Jr, 1983. " Valuation, Capital Structure, and Shareholder Unanimity for Depository Financial Intermediaries," Journal of Finance, American Finance Association, vol. 38(3), pages 857-871, June.
    14. Lam, Chun H & Chen, Andrew H, 1985. " Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments," Journal of Finance, American Finance Association, vol. 40(2), pages 563-575, June.
    15. Santiago Carbó Valverde, 1993. "Bank Regulation And Capital Augmentations In Spain," Working Papers. Serie EC 1993-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    16. Santomero, Anthony M & Watson, Ronald D, 1977. "Determining an Optimal Capital Standard for the Banking Industry," Journal of Finance, American Finance Association, vol. 32(4), pages 1267-1282, September.
    17. Yair E. Orgler & Robert A. Taggart, Jr., 1981. "Implications of Corporate Capital Structure Theory for Banking Institutions," NBER Working Papers 0737, National Bureau of Economic Research, Inc.
    18. Rime, Bertrand, 2001. "Capital requirements and bank behaviour: Empirical evidence for Switzerland," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 789-805, April.
    19. Wall, Larry D. & Peterson, David R., 1995. "Bank holding company capital targets in the early 1990s: The regulators versus the markets," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 563-574, June.
    20. Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547.
    21. 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.
    22. Furlong, Frederick T. & Keeley, Michael C., 1989. "Capital regulation and bank risk-taking: A note," Journal of Banking & Finance, Elsevier, vol. 13(6), pages 883-891, December.
    23. Shrieves, Ronald E. & Dahl, Drew, 1992. "The relationship between risk and capital in commercial banks," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 439-457, April.
    24. Orgler, Yair E & Taggart, Robert A, Jr, 1983. "Implications of Corporate Capital Structure Theory for Banking Institutions: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(2), pages 212-221, May.
    25. Blum, Jurg, 1999. "Do capital adequacy requirements reduce risks in banking?," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 755-771, May.
    26. Peltzman, Sam, 1970. "Capital Investment in Commercial Banking and Its Relationship to Portfolio Regulation," Journal of Political Economy, University of Chicago Press, vol. 78(1), pages 1-26, Jan.-Feb..
    27. Tolga Ediz & Ian Michael & William Perraudin, 1998. "The impact of capital requirements on U.K. bank behaviour," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 15-22.
    28. Aggarwal, Raj & Jacques, Kevin T., 2001. "The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1139-1160, June.
    29. 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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    Cited by:

    1. Chami, Ralph & Cosimano, Thomas F., 2010. "Monetary policy with a touch of Basel," Journal of Economics and Business, Elsevier, vol. 62(3), pages 161-175, May.
    2. Franklin Allen & Elena Carletti & Robert Marquez, 2011. "Credit Market Competition and Capital Regulation," Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 983-1018.
    3. David VanHoose, 2006. "Bank Behavior Under Capital Regulation: What Does The Academic Literature Tell Us?," NFI Working Papers 2006-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
    4. repec:eee:iburev:v:26:y:2017:i:3:p:417-434 is not listed on IDEAS
    5. repec:mbr:jmonec:v:8:y:2013:i:1:p:141-167 is not listed on IDEAS
    6. Bitar, Mohammad & Saad, Wadad & Benlemlih, Mohammed, 2016. "Bank risk and performance in the MENA region: The importance of capital requirements," Economic Systems, Elsevier, vol. 40(3), pages 398-421.
    7. Ngongang, Elie, 2011. "Impact of Exchange Rate Policy on the Trade of Industrial Products in Sub-Saharan Africa from 1975 to 2007," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 0(Number 1-), pages 1-27, March.
    8. Elijah Brewer III & George Kaufman & Larry Wall, 2008. "Bank Capital Ratios Across Countries: Why Do They Vary?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(2), pages 177-201, December.
    9. Samy Ben Naceur & Magda Kandil, 2008. "Basel Accord and Lending Behavior: Evidence from MENA Region," Working Papers 385, Economic Research Forum, revised 01 Jan 2008.
    10. Chateau, J.-P. & Wu, J., 2007. "Basel-2 capital adequacy: Computing the `fair' capital charge for loan commitment `true' credit risk," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 1-21.
    11. Chmielewski, Tomasz, 2005. "Bank risks, risk preferences and lending," MPRA Paper 5131, University Library of Munich, Germany, revised 15 Jan 2006.
    12. Lindquist, Kjersti-Gro, 2004. "Banks' buffer capital: how important is risk," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 493-513, April.
    13. Kanas, Angelos, 2013. "Bank dividends, risk, and regulatory regimes," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 1-10.
    14. Williams, Barry, 2014. "Bank risk and national governance in Asia," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 10-26.
    15. Kevin T. Jacques & Lakshmi Balasubramanyan, 2011. "Risk Weights in Regulatory Capital Standards: Is It Necessary to 'Get It Right'?," NFI Working Papers 2011-WP-23, Indiana State University, Scott College of Business, Networks Financial Institute.
    16. O. de Bandt & B. Camara & A. Maitre & P. Pessarossi, 2016. "Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France," Débats économiques et financiers 24, Banque de France.
    17. Kjersti-Gro Lindquist, 2003. "Banks’ buffer capital: How important is risk?," Working Paper 2003/11, Norges Bank.
    18. Sami Ben Naceur & Magda E. Kandil, 2013. "Basel Capital Requirements and Credit Crunch in the MENA Region," IMF Working Papers 13/160, International Monetary Fund.
    19. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
    20. ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013. "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 239-257.
    21. Chateau, John-Peter D., 2007. "Beyond Basel-2 simplified standardized approach: Credit risk valuation of short-term loan commitments," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 412-433.
    22. Yishu Fu & Shih-Cheng Lee & Lei Xu & Ralf Zurbruegg, 2015. "The Effectiveness of Capital Regulation on Bank Behavior in China," International Review of Finance, International Review of Finance Ltd., vol. 15(3), pages 321-345, September.
    23. Teixeira, João C.A. & Silva, Francisco J.F. & Fernandes, Ana V. & Alves, Ana C.G., 2014. "Banks’ capital, regulation and the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 33-58.

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