Bank capital regulation in contemporary banking theory: A review of the literature
JAC Santos - Financial Markets, Institutions & Instruments, 2001 - Wiley Online Library
This paper reviews the theoretical literature on bank capital regulation and analyzes some of
the approaches to redesigning the 1988 Basel Accord on capital standards. The paper starts …
the approaches to redesigning the 1988 Basel Accord on capital standards. The paper starts …
Deposit insurance, risk, and market power in banking
MC Keeley - The American economic review, 1990 - JSTOR
A fixed-rate deposit insurance system provides a moral hazard for excessive risk taking and
is not viable absent regulation. Although the deposit insurance system appears to have …
is not viable absent regulation. Although the deposit insurance system appears to have …
Bank concentration, competition, and crises: First results
Motivated by public policy debates about bank consolidation and conflicting theoretical
predictions about the relationship between bank concentration, bank competition and …
predictions about the relationship between bank concentration, bank competition and …
Size and performance of banking firms: Testing the predictions of theory
JH Boyd, DE Runkle - Journal of monetary economics, 1993 - Elsevier
In recent years, two important literatures on the theory of banking firms have developed. One
examines the economic functions of banks in environments in which agents are …
examines the economic functions of banks in environments in which agents are …
Capital regulation and bank risk-taking: A note
FT Furlong, MC Keeley - Journal of banking & finance, 1989 - Elsevier
This paper examines theoretically the effects of more stringent capital regulation on bank
asset portfolio risk. The analysis shows that, for a value-maximizing bank, incentives to …
asset portfolio risk. The analysis shows that, for a value-maximizing bank, incentives to …
Capital requirements and the behaviour of commercial banks
JC Rochet - European economic review, 1992 - Elsevier
I study the consequences of capital regulations on the portfolio choices of commercial
banks. Elaborating on previous work by Kareken and Wallace (1978), Koehn and …
banks. Elaborating on previous work by Kareken and Wallace (1978), Koehn and …
Pricing risk‐adjusted deposit insurance: An option‐based model
EI Ronn, AK Verma - The Journal of Finance, 1986 - Wiley Online Library
This paper presents a methodology for arriving at empirical estimates of deposit insurance
premiums from market data by using isomorphic relationships between equity and a call …
premiums from market data by using isomorphic relationships between equity and a call …
Bank capital buffer and risk adjustment decisions
T Jokipii, A Milne - Journal of Financial Stability, 2011 - Elsevier
Building an unbalanced panel of United States (US) bank holding company (BHC) and
commercial bank balance-sheet data from 1986 to 2008, we examine the relationship …
commercial bank balance-sheet data from 1986 to 2008, we examine the relationship …
A reexamination of mean-variance analysis of bank capital regulation
MC Keeley, FT Furlong - Journal of Banking & Finance, 1990 - Elsevier
The mean-variance framework has been used to analyze the effects of bank capital
regulation on the asset and bankruptcy risk of insured, utility-maximizing banks. This …
regulation on the asset and bankruptcy risk of insured, utility-maximizing banks. This …
Federal deposit insurance, regulatory policy, and optimal bank capital
SA Buser, AH Chen, EJ Kane - The journal of Finance, 1981 - Wiley Online Library
This paper seeks to explain the combination of explicit and implicit pricing for deposit
insurance employed by the FDIC. Essentially, the FDIC sells two products—insurance and …
insurance employed by the FDIC. Essentially, the FDIC sells two products—insurance and …