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Citations for "Capital regulation and bank risk-taking: A note"

by Furlong, Frederick T. & Keeley, Michael C.

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  1. Marianne Gizycki & Brenton Goldsworthy, 1999. "Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility," RBA Research Discussion Papers rdp1999-09, Reserve Bank of Australia.
  2. G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," THEMA Working Papers 2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
  4. Ben Craig, 1996. "Competing currencies: back to the future?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
  5. Ouarda Merrouche & Enrica Detragiache & Asli Demirgüç-Kunt, 2010. "Bank Capital; Lessons From the Financial Crisis," IMF Working Papers 10/286, International Monetary Fund.
  6. Saibal Ghosh & D. M. Nachane & Aditya Narain & Satyananda Sahoo, 2003. "Capital requirements and bank behaviour: an empirical analysis of Indian public sector banks," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(2), pages 145-156.
  7. Margarita Samartín, 2004. "Algunos Temas Relevantes En La Teoría Bancaria," Documentos de Trabajo de Economía de la Empresa db040403, Universidad Carlos III, Departamento de Economía de la Empresa.
  8. VanHoose, David, 2007. "Theories of bank behavior under capital regulation," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3680-3697, December.
  9. Park, Sangkyun, 1997. "Risk-taking behavior of banks under regulation," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 491-507, April.
  10. Robert K. Eastwood, 2004. "Do higher solvency ratios reduce the costs of bailing out insured banks?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 39-48.
  11. Stéphanie Stolz, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy.
  12. Changjun Zheng & Tinghua Xu & Wanxia Liang, 2012. "The empirical research of banks' capital buffer and risk adjustment decision making: Evidence from China's banks," China Finance Review International, Emerald Group Publishing, vol. 2(2), pages 163-179, April.
  13. Kopecky, Kenneth J. & VanHoose, David, 2006. "Capital regulation, heterogeneous monitoring costs, and aggregate loan quality," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2235-2255, August.
  14. Maximilian J.B. Hall, 2001. "The basle Committee's proposals for a new capital adequacy assessment framework: a critique," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(217), pages 111-179.
  15. Delis, Manthos D. & Tran, Kien C. & Tsionas, Efthymios G., 2012. "Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus," Journal of Financial Stability, Elsevier, vol. 8(2), pages 57-68.
  16. Tsuji, Kenji, 1999. "Bank capital regulation, diversification loss and the probability of bank failure," Japan and the World Economy, Elsevier, vol. 11(4), pages 485-495, December.
  17. Patrick Behr & Reinhard Schmidt & Ru Xie, 2010. "Market Structure, Capital Regulation and Bank Risk Taking," Journal of Financial Services Research, Springer, vol. 37(2), pages 131-158, June.
  18. Nagarajan, S. & Sealey, C. W., 1995. "Forbearance, deposit insurance pricing, and incentive compatible bank regulation," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1109-1130, September.
  19. Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Pelizzon, Loriana, 2012. "Liquidity Coinsurance and Bank Capital," CEPR Discussion Papers 9162, C.E.P.R. Discussion Papers.
  20. Hott, Christian, 2013. "Leverage and Risk Taking under Moral Hazard," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79960, Verein für Socialpolitik / German Economic Association.
  21. Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
  22. Rafael Repullo, 2002. "Capital requirements, market power, and risk-taking in banking," Proceedings 809, Federal Reserve Bank of Chicago.
  23. Phong T. H. Ngo, 2006. "International Prudential Regulation, Regulatory Risk and the Cost of Bank Capital," ANU Working Papers in Economics and Econometrics 2006-463, Australian National University, College of Business and Economics, School of Economics.
  24. Hamid Mehran & Alan Morrison & Joel Shapiro, 2011. "Corporate governance and banks: what have we learned from the financial crisis?," Staff Reports 502, Federal Reserve Bank of New York.
  25. Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
  26. David Cummins, J. & Sommer, David W., 1996. "Capital and risk in property-liability insurance markets," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 1069-1092, July.
  27. de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
  28. Inwon Song, 1998. "Korean banks' responses to the strengthening of capital adequacy requirements," Pacific Basin Working Paper Series 98-01, Federal Reserve Bank of San Francisco.
  29. Tianxi Wang, 2009. "Risk, Leverage, and Regulation of Financial Intermediaries," Economics Discussion Papers 678, University of Essex, Department of Economics.
  30. Affinito, Massimiliano & Tagliaferri, Edoardo, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Journal of Financial Stability, Elsevier, vol. 6(4), pages 189-202, December.
  31. Horiuchi, Akiyoshi & Shimizu, Katsutoshi, 1998. "The deterioration of bank balance sheets in Japan: Risk-taking and recapitalization," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 1-26, May.
  32. Dionne, Georges & Harchaoui, Tarek, 2007. "Bank Capital, Securitization and Credit Risk: an Empirical Evidence," MPRA Paper 56693, University Library of Munich, Germany, revised 2007.
  33. Heid, Frank & Porath, Daniel & Stolz, Stéphanie, 2004. "Does capital regulation matter for bank behaviour? Evidence for German savings banks," Discussion Paper Series 2: Banking and Financial Studies 2004,03, Deutsche Bundesbank, Research Centre.
  34. 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.
  35. M. Kabir Hassan & M. Ershad Hussain, 2006. "Basel II and Bank Credit Risk: Evidence from the Emerging Markets," NFI Working Papers 2006-WP-10, Indiana State University, Scott College of Business, Networks Financial Institute.
  36. Javier Suárez, 1998. "Risk-taking and the prudential regulation of banks," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 307-336, September.
  37. Larry D. Wall & Pamela P. Peterson, 1996. "Banks' responses to binding regulatory capital requirements," Economic Review, Federal Reserve Bank of Atlanta, issue Mar, pages 1-17.
  38. Eva Schliephake & Roland Kirstein, 2013. "Strategic Effects of Regulatory Capital Requirements in Imperfect Banking Competition," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 675-700, 06.
  39. Pennathur, Anita & Vishwasrao, Sharmila, 2014. "The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 232-246.
  40. Frederick T. Furlong, 1990. "Tax incentives for corporate leverage in the 1980s," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 3-17.
  41. Gjerde, Oystein & Semmen, Kristian, 1995. "Risk-based capital requirements and bank portfolio risk," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1159-1173, October.
  42. Allen, Linda & Jagtiani, Julapa & Landskroner, Yoram, 1996. "Interest rate risk subsidization in international capital standards," Journal of Economics and Business, Elsevier, vol. 48(3), pages 251-267, August.
  43. Rüffer, Rasmus, 1999. "Implicit government guarantees and bank herding behavior," Discussion Paper Series 1: Economic Studies 1999,06, Deutsche Bundesbank, Research Centre.
  44. Robert B. Avery & Allen N. Berger, 1990. "Risk-based capital and deposit insurance reform," Working Paper 9101, Federal Reserve Bank of Cleveland.
  45. Paolo Fegatelli, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," BCL working papers 46, Central Bank of Luxembourg.
  46. Homolle, Susanne, 2004. "Bank capital regulation, asset risk, and subordinated uninsured debt," Journal of Economics and Business, Elsevier, vol. 56(6), pages 443-468.
  47. Imai, Masami, 2006. "Market discipline and deposit insurance reform in Japan," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3433-3452, December.
  48. Said, Fathin Faizah, 2013. "The dynamic of bank lending channel: Basel regulatory constraint," Economic Modelling, Elsevier, vol. 31(C), pages 606-613.
  49. Fegatelli, Paolo, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," Journal of Financial Stability, Elsevier, vol. 6(2), pages 79-84, June.
  50. Phong T. H. Ngo, 2006. "A Theory of Precautionary Regulatory Capital in Banking," ANU Working Papers in Economics and Econometrics 2006-465, Australian National University, College of Business and Economics, School of Economics.
  51. Repullo, Rafael & Suarez, Javier, 2004. "Loan pricing under Basel capital requirements," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
  52. 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.
  53. Zhuang Cai & Peter Wheale, 2009. "Managing Efficient Capital Allocation with Emphasis on the Chinese Experience," Journal of Business Ethics, Springer, vol. 87(1), pages 111-135, April.
  54. Fonseca, Ana Rosa & González, Francisco, 2010. "How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 892-902, April.
  55. Mälkönen , Ville, 2004. "Capital adequacy regulation and financial conglomerates," Research Discussion Papers 10/2004, Bank of Finland.
  56. Craig Furfine, 2001. "Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions," Journal of Financial Services Research, Springer, vol. 20(1), pages 33-56, September.
  57. Hao Fang & Yang-Cheng Lu & Chi-Wei Su, 2013. "Impact of the Subprime Crisis on Commercial Banks’ Financial Performance," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 593-614, September.
  58. Dionne, Georges & Harchaoui, Tarek M., 2003. "Banks' Capital, Securitization and Credit Risk: An Empirical for Canada," Cahiers de recherche 0311, CIRPEE.
  59. Raj Aggarwal & Kevin T. Jacques, 1998. "Assessing the impact of prompt corrective action on bank capital and risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 23-32.
  60. Claudia Lambert & Felix Noth & Ulrich Schüwer, 2013. "How Do Insured Deposits Affect Bank Risk?: Evidence from the 2008 Emergency Economic Stabilization Act," Discussion Papers of DIW Berlin 1347, DIW Berlin, German Institute for Economic Research.
  61. O. De Jonghe & M. Disli & K. Schoors, 2011. "Corporate governance, opaque bank activities, and risk/return efficiency: Pre- and post-crisis evidence from Turkey," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/729, Ghent University, Faculty of Economics and Business Administration.
  62. Park, Junghee, 2012. "Corruption, soundness of the banking sector, and economic growth: A cross-country study," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 907-929.
  63. Georges Dionne, 2003. "The Foundationsof Banks' Risk Regulation: A Review of Literature," THEMA Working Papers 2003-46, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  64. Paul H. Kupiec & James M. O'Brien, 1997. "Deposit insurance, bank incentives, and the design of regulatory policy," Finance and Economics Discussion Series 1998-10, Board of Governors of the Federal Reserve System (U.S.).
  65. Gary Gorton & Andrew Winton, 1995. "Bank Capital Regulation in General Equilibrium," NBER Working Papers 5244, National Bureau of Economic Research, Inc.
  66. Paul Calem & Rafael Rob, . ""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.
  67. Ghosh, Saibal, 2014. "Risk, capital and financial crisis," MPRA Paper 65246, University Library of Munich, Germany.
  68. Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  69. Robert Bichsel & Jurg Blum, 2004. "The relationship between risk and capital in Swiss commercial banks: a panel study," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 591-597.
  70. Amel Belanes & Afef Ben Hajiba, 2012. "Regulation and risk taking in the banking industry: evidence from Tunisia," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 3(1), pages 89-104.
  71. repec:zbw:safewp:38 is not listed on IDEAS
  72. Natalya Martynova, 2015. "Effect of bank capital requirements on economic growth: a survey," DNB Working Papers 467, Netherlands Central Bank, Research Department.
  73. Wheelock David C. & Kumbhakar Subal C., 1994. "The Slack Banker Dances: Deposit Insurance and Risk-Taking in the Banking Collapse of the 1920s," Explorations in Economic History, Elsevier, vol. 31(3), pages 357-375, July.
  74. Robert Jarrow, 2013. "Capital adequacy rules, catastrophic firm failure, and systemic risk," Review of Derivatives Research, Springer, vol. 16(3), pages 219-231, October.
  75. Stefanelli, Valeria & Matteo, Cotugno, 2010. "An Empirical Analysis on Board Monitoring Role and Loan Portfolio Quality Measurement in Banks," MPRA Paper 29766, University Library of Munich, Germany.
  76. Iwatsubo, Kentaro, 2005. "Bank Capital Shocks and Portfolio Risk: Evidence from Japan," CEI Working Paper Series 2004-24, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  77. Bertrand Rime, 2003. "The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach," Working Papers 03.05, Swiss National Bank, Study Center Gerzensee.
  78. Andreas Barth & Christian Seckinger, 2013. "Capital Regulation with Heterogeneous Banks," Working Papers 1310, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 19 Dec 2013.
  79. Nachane, D M & Narain, Aditya & Ghosh, Saibal & Sahoo, Satyananda, 2001. "Bank response to capital requirements: Theory and Indian evidence," MPRA Paper 17453, University Library of Munich, Germany.
  80. Jokipii, Terhi & Milne, Alistair, 2011. "Bank capital buffer and risk adjustment decisions," Journal of Financial Stability, Elsevier, vol. 7(3), pages 165-178, August.
  81. Shim, Jeungbo, 2010. "Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2450-2461, October.
  82. Cuoco, Domenico & Liu, Hong, 2006. "An analysis of VaR-based capital requirements," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 362-394, July.
  83. Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil, 2014. "Disciplinary tools and bank risk exposure," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 37-64.
  84. Xiaozhong Liang, 2005. "The Behavior of Banks under the Deposit Insurance and Capital Requirements," Computing in Economics and Finance 2005 407, Society for Computational Economics.
  85. Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1631-1660, October.
  86. Blum, Jurg, 1999. "Do capital adequacy requirements reduce risks in banking?," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 755-771, May.
  87. Rime, Bertrand, 2001. "Capital requirements and bank behaviour: Empirical evidence for Switzerland," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 789-805, April.
  88. Ghosh, Saibal, 2008. "Risk and capital adjustment over the business cycle: Evidence from Indian banks," MPRA Paper 22524, University Library of Munich, Germany.
  89. Phong T. H. Ngo, 2006. "Endogenous Capital and Profitability in Banking," ANU Working Papers in Economics and Econometrics 2006-464, Australian National University, College of Business and Economics, School of Economics.
  90. Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel, 2015. "Can regulators allow banks to set their own capital ratios?," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 112-123.
  91. Eric S. Rosengren & Katerina Simons, 1992. "Failed bank resolution and the collateral crunch: the advantages of adopting transferable puts," Working Papers 92-5, Federal Reserve Bank of Boston.
  92. Jelena Stanković & Vesna Janković-Milić & Snežana Radukić, 2013. "Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 29-46.
  93. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, EconWPA.
  94. Li Ma & Junxun Dai & Xian Huang, 2011. "Effect of capital constraints on risk preference behavior of commercial banks," China Finance Review International, Emerald Group Publishing, vol. 1(2), pages 168-186, April.
  95. Mariathasan, Mike & Merrouche, Ouarda, 2013. "The Manipulation of Basel Risk-Weights," CEPR Discussion Papers 9494, C.E.P.R. Discussion Papers.
  96. Patrick Artus, 2005. "De Bâle 1 à Bâle 2. Effets sur le marché du crédit," Revue économique, Presses de Sciences-Po, vol. 56(1), pages 77-97.
  97. Mark Levonian & Sarah Kendall, 1992. "A Contingent Claim Analysis of Risk-based Capital Standards for Banks," RBA Research Discussion Papers rdp9210, Reserve Bank of Australia.
  98. Simon Kwan & Robert A. Eisenbeis, 1995. "Bank Risk, Capitalization and Inefficiency," Center for Financial Institutions Working Papers 96-35, Wharton School Center for Financial Institutions, University of Pennsylvania.
  99. 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.
  100. repec:cbk:journl:v:2:y:2013:i:2:p:29-46 is not listed on IDEAS
  101. Rubén Hernández-Murillo, 2007. "Experiments in financial liberalization: the Mexican banking sector," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 415-432.
  102. Santos, Joao A. C., 1999. "Bank capital and equity investment regulations," Journal of Banking & Finance, Elsevier, vol. 23(7), pages 1095-1120, July.
  103. Das, Abhiman & Ghosh, Saibal, 2004. "Risk, capital and operating efficiency: Evidence from Indian public sector banks," MPRA Paper 17399, University Library of Munich, Germany.
  104. Pennathur, Anita K. & Subrahmanyam, Vijaya & Vishwasrao, Sharmila, 2012. "Income diversification and risk: Does ownership matter? An empirical examination of Indian banks," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2203-2215.
  105. Stolz, Stéphanie & Wedow, Michael, 2011. "Banks' regulatory capital buffer and the business cycle: Evidence for Germany," Journal of Financial Stability, Elsevier, vol. 7(2), pages 98-110, June.
  106. Angoua, Paul & Lai, Van Son & Soumare, Issouf, 2008. "Project risk choices under privately guaranteed debt financing," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 123-152, February.
  107. Jeitschko, Thomas D. & Jeung, Shin Dong, 2005. "Incentives for risk-taking in banking - A unified approach," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 759-777, March.
  108. 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.
  109. Kopecky, Kenneth J. & VanHoose, David, 2004. "Bank capital requirements and the monetary transmission mechanism," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 443-464, September.
  110. 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.
  111. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September.
  112. Bertrand Rime, 2000. "Bank Capital Behaviour: Empirical Evidence for Switzerland," Working Papers 00.05, Swiss National Bank, Study Center Gerzensee.
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