Parsing the content of bank supervision
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Berger, Allen N & Davies, Sally M & Flannery, Mark J, 2000.
"Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 641-667, August.
- Allen N. Berger & Sally M. Davies & Mark J. Flannery, 2000. "Comparing market and supervisory assessments of bank performance: who knows what when?," Proceedings, Federal Reserve Bank of Cleveland, pages 641-670.
- Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998. "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series 1998-32, Board of Governors of the Federal Reserve System (U.S.).
- Bhattacharya, Sudipto & Plank, Manfred & Strobl, Gunter & Zechner, Josef, 2002.
"Bank capital regulation with random audits,"
Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1301-1321, July.
- Sudipto Bhattacharya & Manfred Plank & Josef Zechner & Gunter Strobl, 2000. "Bank Capital Regulation With Random Audits," FMG Discussion Papers dp354, Financial Markets Group.
- Bhattacharya, Sudipto & Plank, Manfred & Strobl, Günter & Zechner, Josef, 2000. "Bank Capital Regulation with Random Audits," CEPR Discussion Papers 2597, C.E.P.R. Discussion Papers.
- Allen Berger & Sally Davies, 1998.
"The Information Content of Bank Examinations,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 14(2), pages 117-144, October.
- Allen N. Berger & Sally M. Davies, 1994. "The information content of bank examinations," Proceedings 55, Federal Reserve Bank of Chicago.
- Allen N. Berger & Sally M. Davies, 1994. "The information content of bank examinations," Finance and Economics Discussion Series 94-20, Board of Governors of the Federal Reserve System (U.S.), revised 1994.
- Allen Berger & Sally Davies, 1994. "The Information Content of Bank Examinations," Center for Financial Institutions Working Papers 94-24, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Lucca, David & Seru, Amit & Trebbi, Francesco, 2014.
"The revolving door and worker flows in banking regulation,"
Journal of Monetary Economics, Elsevier, vol. 65(C), pages 17-32.
- David O. Lucca & Amit Seru & Francesco Trebbi, 2014. "The revolving door and worker flows in banking regulation," Staff Reports 678, Federal Reserve Bank of New York.
- David Lucca & Amit Seru & Francesco Trebbi, 2014. "The Revolving Door and Worker Flows in Banking Regulation," NBER Working Papers 20241, National Bureau of Economic Research, Inc.
- Edward Simpson Prescott, 2004. "Auditing and bank capital regulation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 90(Fall), pages 47-63.
- Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi, 2014.
"Inconsistent Regulators: Evidence from Banking,"
The Quarterly Journal of Economics, Oxford University Press, vol. 129(2), pages 889-938.
- Sumit Agarwal & David Lucca & Amit Seru & Francesco Trebbi, 2012. "Inconsistent Regulators: Evidence From Banking," NBER Working Papers 17736, National Bureau of Economic Research, Inc.
- Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
- Beverly Hirtle & Jose A. Lopez, 1999. "Supervisory information and the frequency of bank examinations," Economic Policy Review, Federal Reserve Bank of New York, vol. 5(Apr), pages 1-20.
- Mathias Dewatripont & Jean Tirole, 1994. "The prudential regulation of banks," ULB Institutional Repository 2013/9539, ULB -- Universite Libre de Bruxelles.
- Paul C. Tetlock, 2007. "Giving Content to Investor Sentiment: The Role of Media in the Stock Market," Journal of Finance, American Finance Association, vol. 62(3), pages 1139-1168, June.
- Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016.
"The economics of bank supervision,"
Staff Reports
769, Federal Reserve Bank of New York.
- Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016. "The Economics of Bank Supervision," NBER Working Papers 22201, National Bureau of Economic Research, Inc.
- Gunther, Jeffery W. & Moore, Robert R., 2003.
"Loss underreporting and the auditing role of bank exams,"
Journal of Financial Intermediation, Elsevier, vol. 12(2), pages 153-177, April.
- Jeffery W. Gunther & Robert R. Moore, 2002. "Loss underreporting and the auditing role of bank exams," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004.
"The three pillars of Basel II: optimizing the mix,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
- Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003. "The Three Pillars of Basel II, Optimizing the Mix," IDEI Working Papers 179, Institut d'Économie Industrielle (IDEI), Toulouse.
- Edward Simpson Prescott, 2004. "Auditing and Bank Capital Regulation," Working Papers wp2004_0412, CEMFI.
- Jose A. Lopez, 2003. "Disclosure as a supervisory tool: Pillar 3 of Basel II," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug1.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Charles W. Calomiris & Mark Carlson, 2018. "Bank Examiners’ Information and Expertise and Their Role in Monitoring and Disciplining Banks Before and During the Panic of 1893," NBER Working Papers 24460, National Bureau of Economic Research, Inc.
- Turrell, Arthur & Thurgood, James & Djumalieva, Jyldyz & Copple, David & Speigner, Bradley, 2018. "Using online job vacancies to understand the UK labour market from the bottom-up," Bank of England working papers 742, Bank of England.
- Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016.
"The economics of bank supervision,"
Staff Reports
769, Federal Reserve Bank of New York.
- Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016. "The Economics of Bank Supervision," NBER Working Papers 22201, National Bureau of Economic Research, Inc.
- Cookson, J. Anthony & Moon, S. Katie & Noh, Joonki, 2020. "Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure," SocArXiv akt2c, Center for Open Science.
- Bholat, David & Brookes, James & Cai, Chris & Grundy, Katy & Lund, Jakob, 2017. "Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate," Bank of England working papers 688, Bank of England.
- Lüdering, Jochen & Tillmann, Peter, 2020. "Monetary policy on twitter and asset prices: Evidence from computational text analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Bholat, David & Broughton, Nida & Ter Meer, Janna & Walczak, Eryk, 2019. "Enhancing central bank communications using simple and relatable information," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 1-15.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016.
"The Economics of Bank Supervision,"
NBER Working Papers
22201, National Bureau of Economic Research, Inc.
- Thomas M. Eisenbach & David O. Lucca & Robert M. Townsend, 2016. "The economics of bank supervision," Staff Reports 769, Federal Reserve Bank of New York.
- Delis, Manthos D & Staikouras, Panagiotis, 2009. "On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy," MPRA Paper 16836, University Library of Munich, Germany.
- Beverly Hirtle & Anna Kovner & Matthew Plosser, 2020.
"The Impact of Supervision on Bank Performance,"
Journal of Finance, American Finance Association, vol. 75(5), pages 2765-2808, October.
- Beverly Hirtle & Anna Kovner & Matthew Plosser, 2016. "The impact of supervision on bank performance," Staff Reports 768, Federal Reserve Bank of New York, revised 01 Jul 2016.
- Mohamed Belhaj & Nataliya Klimenko, 2012.
"Optimal Preventive Bank Supervision: Combining Random Audits and Continuous Intervention,"
Working Papers
halshs-00790464, HAL.
- Mohamed Belhaj & Nataliya Klimenko, 2012. "Optimal Preventive Bank Supervision Combining Random Audits and Continuous Intervention," AMSE Working Papers 1201, Aix-Marseille School of Economics, France.
- Donald P. Morgan & Stavros Peristiani & Vanessa Savino, 2014. "The Information Value of the Stress Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1479-1500, October.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Soto, Paul, 2020.
"Stressed Banks? Evidence from the Largest-Ever Supervisory Review,"
EconStor Preprints
217048, ZBW - Leibniz Information Centre for Economics.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Paul E. Soto, 2020. "Stressed banks? Evidence from the largest-ever supervisory review," Economics Working Papers 1721, Department of Economics and Business, Universitat Pompeu Fabra.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Soto, Paul E., 2020. "Stressed banks? Evidence from the largest-ever supervisory review," Discussion Papers 26/2020, Deutsche Bundesbank.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Paul E. Soto, 2020. "Stressed Banks? Evidence from the Largest-Ever Supervisory Review," Working Papers 1178, Barcelona Graduate School of Economics.
- Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Frank Smets, 2019.
"Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers,"
Working Papers
1137, Barcelona Graduate School of Economics.
- Carlos Altavilla & Miguel Boucinha & José-Luis Peydró & Frank Smets, 2019. "Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers," Economics Working Papers 1684, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2020.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020. "Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers," Working Paper Series 2349, European Central Bank.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020. "Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers," EconStor Preprints 216793, ZBW - Leibniz Information Centre for Economics.
- Altavilla, Carlo & Boucinha, Miguel & Peydró, José Luis & Smets, Frank, 2020. "Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers," CEPR Discussion Papers 14288, C.E.P.R. Discussion Papers.
- Beverly Hirtle, 2020. "Banking Supervision: The Perspective from Economics," Staff Reports 952, Federal Reserve Bank of New York.
- De Chiara, Alessandro & Livio, Luca & Ponce, Jorge, 2018.
"Flexible and mandatory banking supervision,"
Journal of Financial Stability, Elsevier, vol. 34(C), pages 86-104.
- Alessandro De Chiara & Luca Livio & Jorge Ponce, 2016. "Flexible and Mandatory Banking Supervision," Documentos de trabajo 2016005, Banco Central del Uruguay.
- Alessandro De Chiara & Luca Livio & Jorge Ponce, 2016. "Flexible and Mandatory Banking Supervision," Working Papers ECARES ECARES 2016-09, ULB -- Universite Libre de Bruxelles.
- Alessandro De Chiara & Luca Livio & Jorge Ponce, 2018. "Flexible and mandatory banking supervision," ULB Institutional Repository 2013/266998, ULB -- Universite Libre de Bruxelles.
- Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
- Jijun Niu, 2008. "Bank Competition, Risk, and Subordinated Debt," Journal of Financial Services Research, Springer;Western Finance Association, vol. 33(1), pages 37-56, February.
- Rafael Repullo, 2018.
"Hierarchical bank supervision,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(1), pages 1-26, March.
- Rafael Repullo, 2017. "Hierarchical Bank Supervision," Working Papers wp2017_1718, CEMFI.
- Repullo, Rafael, 2017. "Hierarchical Bank Supervision," CEPR Discussion Papers 12475, C.E.P.R. Discussion Papers.
- Matthias Bank & Jochen Lawrenz, 2013. "Deposit Finance as a Commitment Device and the Optimal Debt Structure of Commercial Banks," European Financial Management, European Financial Management Association, vol. 19(1), pages 14-44, January.
- Dangl, Thomas & Lehar, Alfred, 2004. "Value-at-risk vs. building block regulation in banking," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 96-131, April.
- Hugonnier, Julien & Morellec, Erwan, 2017. "Bank capital, liquid reserves, and insolvency risk," Journal of Financial Economics, Elsevier, vol. 125(2), pages 266-285.
- J. Mukuddem-Petersen & M. A. Petersen, 2008. "Optimizing Asset and Capital Adequacy Management in Banking," Journal of Optimization Theory and Applications, Springer, vol. 137(1), pages 205-230, April.
- Carretta, Alessandro & Farina, Vincenzo & Fiordelisi, Franco & Schwizer, Paola & Stentella Lopes, Francesco Saverio, 2015. "Don’t Stand So Close to Me: The role of supervisory style in banking stability," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 180-188.
- Marcella Lucchetta & Michele Moretto & Bruno M. Parigi, 2019. "Optimal bailouts, bank’s incentive and risk," Annals of Finance, Springer, vol. 15(3), pages 369-399, September.
- Demyanyk, Yuliya & Loutskina, Elena, 2016.
"Mortgage companies and regulatory arbitrage,"
Journal of Financial Economics, Elsevier, vol. 122(2), pages 328-351.
- Yuliya Demyanyk & Elena Loutskina, 2012. "Mortgage companies and regulatory arbitrage," Working Papers (Old Series) 1220R, Federal Reserve Bank of Cleveland.
- Jean-Edouard Colliard, 2019.
"Strategic Selection of Risk Models and Bank Capital Regulation,"
Management Science, INFORMS, vol. 67(6), pages 2591-2606, June.
- Colliard, Jean-Edouard, 2017. "Strategic Selection of Risk Models and Bank Capital Regulation," HEC Research Papers Series 1229, HEC Paris, revised 29 Nov 2017.
More about this item
Keywords
bank supervision; bank regulation; market monitoring; text classification; Latent Dirichlet Allocation;JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2016-04-04 (Computational Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fednsr:770. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/frbnyus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.