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Risk-based capital standards, deposit insurance, and procyclicality

Citations

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Cited by:

  1. repec:zbw:bofrdp:2007_013 is not listed on IDEAS
  2. Esa Jokivuolle & George Pennacchi, 2019. "Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 21-25, May.
  3. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  4. 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.
  5. Clements Adeyinka Akinsoyinu, 2015. "The Impact of Capital Regulation on Bank Capital and Risk Decision. Evidence for European Global Systemically Important Banks," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(3), pages 167-177, July.
  6. Ryan Stever & James A Wilcox, 2007. "Regulatory discretion and banks' pursuit of "safety in similarity"," BIS Working Papers 235, Bank for International Settlements.
  7. Sanjiv Das & Seoyoung Kim, 2016. "The Design and Risk Management of Structured Finance Vehicles," JRFM, MDPI, vol. 9(4), pages 1-21, October.
  8. Papageorgiou, Stylianos, 2022. "Bank levy and household risk-aversion," Journal of Banking & Finance, Elsevier, vol. 138(C).
  9. Dietrich, Diemo & Hauck, Achim, 2014. "Bank capital regulation, loan contracts, and corporate investment," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 230-241.
  10. Athanasoglou, Panayiotis P. & Daniilidis, Ioannis & Delis, Manthos D., 2014. "Bank procyclicality and output: Issues and policies," Journal of Economics and Business, Elsevier, vol. 72(C), pages 58-83.
  11. David VanHoose, 2008. "Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 1-14, March.
  12. José Filipe Abreu & Mohamed Azzim Gulamhussen, 2015. "The Effectiveness of Regulatory Capital Requirements Prior to the Onset of the Financial Crisis," International Review of Finance, International Review of Finance Ltd., vol. 15(2), pages 199-221, June.
  13. Liu, Hailong & Li, Rui & Yuan, Jinjian, 2018. "Deposit insurance pricing under GARCH," Finance Research Letters, Elsevier, vol. 26(C), pages 242-249.
  14. Raheel Mumtaz & Imran Abbas Jadoon, 2018. "Effect of explicit deposit insurance premium on the moral hazard of banks’ risk-taking: Around the globe," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-24, June.
  15. Uchida, Hirofumi & Nakagawa, Ryuichi, 2007. "Herd behavior in the Japanese loan market: Evidence from bank panel data," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 555-583, October.
  16. Mao, Hong & Cheng, Jiang, 2020. "Optimal capitalization and deposit insurance strategies with regard to moral hazard," Journal of Economics and Business, Elsevier, vol. 108(C).
  17. Ines Drumond, 2009. "Bank Capital Requirements, Business Cycle Fluctuations And The Basel Accords: A Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 798-830, December.
  18. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2014. "Asset portfolio securitizations and cyclicality of regulatory capital," European Journal of Operational Research, Elsevier, vol. 237(1), pages 289-302.
  19. Pennacchi, George, 2006. "Deposit insurance, bank regulation, and financial system risks," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 1-30, January.
  20. Krainer, Robert E., 2013. "Towards a program for financial stability," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 207-218.
  21. Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010. "Credit allocation, capital requirements and output," Research Discussion Papers 17/2010, Bank of Finland.
  22. Pilar G -Fernᮤez-Aguado & Antonio Partal-Ure & Antonio Trujillo-Ponce, 2014. "Moving toward risk-based deposit insurance premiums in the European Union: the case of Spain," Applied Economics, Taylor & Francis Journals, vol. 46(13), pages 1547-1564, May.
  23. Klüh, Ulrich, 2005. "Safety Net Design and Systemic Risk: New Empirical Evidence," Discussion Papers in Economics 662, University of Munich, Department of Economics.
  24. Krainer, Robert E., 2014. "Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 283-298.
  25. Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2013. "Evaluating the effects of the EU directive proposal for risk-based deposit insurance premiums in Spain," Working Papers 13.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
  26. Eliana Balla & Andrew McKenna, 2009. "Dynamic provisioning: a countercyclical tool for loan loss reserves," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Fall), pages 383-418.
  27. Grira, Jocelyn & Hassan, M. Kabir & Soumaré, Issouf, 2016. "Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks," Economic Modelling, Elsevier, vol. 55(C), pages 152-168.
  28. repec:zbw:bofrdp:2010_017 is not listed on IDEAS
  29. Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2009. "Credit allocation, capital requirements and procyclicality," Research Discussion Papers 23/2009, Bank of Finland.
  30. repec:zbw:bofrdp:2009_023 is not listed on IDEAS
  31. Krainer, Robert, 2009. "Portfolio and financing adjustments for U.S. banks: Some empirical evidence," Journal of Financial Stability, Elsevier, vol. 5(1), pages 1-24, January.
  32. Fernández-Aguado, Pilar Gómez & Martínez, Eduardo Trigo & Ruíz, Rafael Moreno & Ureña, Antonio Partal, 2022. "Evaluation of European Deposit Insurance Scheme funding based on risk analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 234-247.
  33. Jokivuolle, Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Bank of Finland Research Discussion Papers 13/2007, Bank of Finland.
  34. Ambrocio, Gene & Jokivuolle, Esa, 2017. "Should bank capital requirements be less risk-sensitive because of credit constraints?," Bank of Finland Research Discussion Papers 10/2017, Bank of Finland.
  35. Jesús Saurina & Carlos Trucharte, 2007. "An Assessment of Basel II Procyclicality in Mortgage Portfolios," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(1), pages 81-101, October.
  36. Klaus Schaeck, 2008. "Bank Liability Structure, FDIC Loss, and Time to Failure: A Quantile Regression Approach," Journal of Financial Services Research, Springer;Western Finance Association, vol. 33(3), pages 163-179, June.
  37. Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010. "Credit allocation, capital requirements and output," Bank of Finland Research Discussion Papers 17/2010, Bank of Finland.
  38. Jokivuolle, Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Research Discussion Papers 13/2007, Bank of Finland.
  39. Mark J. Flannery & Paul Glasserman & David K.A. Mordecai & Cliff Rossi, 2012. "Forging Best Practices in Risk Management," Working Papers 12-02, Office of Financial Research, US Department of the Treasury.
  40. Song, Fenghua & Thakor, Anjan V., 2019. "Bank culture," Journal of Financial Intermediation, Elsevier, vol. 39(C), pages 59-79.
  41. repec:ces:ifodic:v:17:y:2019:i:1:p:50000000005874 is not listed on IDEAS
  42. Dzilińska, Olga, 2014. "Reforma polityki i systemu gwarantowania depozytów w Unii Europejskiej," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 1(4), pages 1-12, December.
  43. Gordy, Michael B. & Howells, Bradley, 2006. "Procyclicality in Basel II: Can we treat the disease without killing the patient?," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 395-417, July.
  44. Eric Van Tassel, 2009. "Sharing credit information under endogenous costs," Working Papers 09004, Department of Economics, College of Business, Florida Atlantic University.
  45. Kusaya, Charles & O’Keefe, John P. & Ufier, Alexander B., 2023. "Bridging the gap from the current deposit insurance fund to a fund target," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 148-157.
  46. International Association of Deposit Insurers, 2020. "Evaluation of Differential Premium Systems for Deposit Insurance," IADI Research Papers 20-06, International Association of Deposit Insurers.
  47. Lee, Shih-Cheng & Lin, Chien-Ting & Tsai, Ming-Shann, 2015. "The pricing of deposit insurance in the presence of systematic risk," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 1-11.
  48. Esa Jokivuolle & Ilkka Kiema & Timo Vesala, 2014. "Why Do We Need Countercyclical Capital Requirements?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(1), pages 55-76, August.
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