Publications

PDF - Bibliography ()
Date : Sep 25, 2000
Bibliography

Aggarwal, R and K.T.Jacques (1998) Assessing the Impact of Prompt Corrective Action on Bank Capital and Risk, Federal Reserve Bank of New York Economic Policy Review, October, 23-32.

Alfriend, M (1988) International Risk-based Capital Standards; History and Explanation, Federal Reserve Bank of Richmond Economic Review, November/December, 28-34.

Avery, R.B and A.N. Berger (1991) Risk-based Capital and Deposit Insurance Reform, Journal of Banking and Finance, 16, 847-874.

Bank for International Settlements (1999) A New Capital Adequacy Framework, June, Basle, Switzerland.

Benston, G.J., R.A.Eisenbis, P.M.Horowitz, E.J.Kane and G.C.Kaufman (1986) Perspectives on Safe and Sound Banking, MIT Press, Cambridge, MA.

Berger, A.N. (1995) The Relationship Between Capital and Earnings in Banking, Journal of Money, Credit and Banking, 27, 432-456.

Berger, A.N. and G.F.Udell (1991) Securitisation, Risk and the Liquidity Problem in Banking, Board of Governors of the Federal Reserve, Finance and Economics Discussion Series, No.181.

Berger, A.N. and G.F.Udell (1994) Did Risk-based Capital Allocate Bank Credit and Cause a ‘Credit Crunch’ in the United States, Journal of Money, Credit and Banking, 26, 585-628.

Berger, A.N., R.J.Herring and G.P.Szego (1995) The Role of Capital in Financial Institutions, Journal of Banking and Finance, 19, 393-430.

Black, F., M.H.Miller and R.A.Posner (1978) An Approach to the Regulation of Bank Holding Companies, Journal of Business, 51, 379-412.

Blum, J (1999) Do Capital Adequacy Requirements Reduce Risk in Banking, Journal of Banking and Finance, 23, 755-771.

Bradley, M.G., C.A.Wambeke and D.A.Whidbee (1991) Risk Weights, Risk-Based Capital and Deposit Insurance, Journal of Banking and Finance, 15, 875-893.

Calem, P.S. and R.Rob (1996) The Impact of Capital-based Regulation on Bank Risk-Taking: A Dynamic Model, Board of Governors of the Federal Reserve, Finance and Economics Discussion Series, No.12.

Caprio, G and D.Klingebiel (1996) Bank Insolvency: Bad Luck, Bad Policy or Bad Banking, Annual World Bank Conference on Development Economics, The World Bank, Washington, D.C.

Caprio, G and P.Honohan (1999) Restoring Banking Stability: Beyond Supervised Capital Requirements, Journal of Economic Perspectives, 4, 43-64.

Considine, J (1998) Pilot Exercise-Pre-commitment Approach to Market Risk, Federal Reserve Bank of New York Economic Policy Review, October, 131-135.

Cornett, M. and H.Tehranian (1994) An Examination of Voluntary versus Involuntary Security Issuances by Commercial Banks, Journal of Financial Economics, 22, 99-122.

Dahl, D and M.F.Spivey (1995) Prompt Corrective Action and Bank Efforts to Recover from Undercapitalisation, Journal of Banking and Finance, May, 19, 228-243.

Dahl, D and R.F.Shrieves (1990) The Impact of Regulation on Bank Equity Infusion, Journal of Banking and Finance, 14, 1209-28.

Davies, S.M and D.A.McManus (1991) The Effects of Closure Policies on Bank Risk-Taking, Journal of Banking and Finance, 15, 917-938.

Demirgic-Kunt, A and E.Detragiache (1998) Financial Liberalisation and Financial Fragility, Paper Presented at the Annual World Bank Conference on Development Economics, Washington D.C.

Dewartipont, M and J.Tirole (1994) The Prudential Regulation of Banks, MIT Press, Cambridge, MA.

Dietrich, J.K and C.James (1983) Regulation and the Determination of Bank Capital Charges, Journal of Finance, 38, 1651-1658.

Ediz, T., I.Michael and W.Perraudin (1998) The Impact of Capital Requirements on UK Bank Behaviour, Federal Reserve Bank of New York Economic Policy Review, October, 15-22.

Flannery, M.J (1994) Debt Maturity and the Deadweight Cost of Leverage: Optimally Financing Banking Firms, American Economic Review, 84, 320-331.

Furlong, F and M.C.Keeley (1989) Capital Regulation and Bank Risk Taking: A Note, Journal of Banking and Finance, 13, 883-891.

Gennotte, G and D.Pyle (1991) Capital Controls and Bank Risk, Journal of Banking and Finance, 15, 805-824.

Gilbert, R. A (1991) Supervision of Undercapitalised Banks: Is There a Case for Change? Federal Reserve Bank of St.Louis, May/June, 16-30.

Gilbert, R. A (1992) The Effects of Legislating Prompt Corrective Action on Bank Insurance Fund, Federal Reserve Bank of St.Louis, July/August, 3-21.

Goldstein, M and P.Turner (1996) Banking Crises in Emerging Economies: Origins and Policy Options, BIS Economic Paper No. 46, Basle, Switzerland.

Gorton, G and G.G.Pennacchi (1995) Banks and Loan Sales: Marketing Non-marketable Assets, Journal of Monetary Economics, 35, 389-411.

Government of India (1991) Report of the Committee on the Financial System (Chairman: Shri M.Narasimham), Reserve Bank of India, Mumbai.

Government of India (1998) Report of the Committee on Banking Sector Reforms (Chairman: Shri M.Narasimham), Government of India, New Delhi.

Greene, W.H. (1990) Econometric Analysis, Prentice Hall, New Jersey: USA

Greenspan, A (1998) The Role of Capital in Optimal Banking Supervision and Regulation, Federal Reserve Bank of New York Economic Policy Review, October, 163-168.

Hall, R (1993) How Has the Basle Accord Affected Bank Portfolios, Journal of the Japanese and International Economics, 7, 408-440.

Hancock, D, A.Laing and J.Wilcox (1995) Bank Capital Shocks: Dynamic Effects on Securities, Loans and Capital, Journal of Banking and Finance, 19, 661-677.

Hancock, D, and J.Wilcox (1992) The Effects on Bank Assets of Business Conditions and Capital Shortfalls, in Credit Markets in Transition, Federal Reserve Bank of Chicago, May, 502-520.

Hancock, D, and J.Wilcox (1993) Bank Structure and Portfolio Composition, in Bank Structure and Competition, Federal Reserve Bank of Chicago, May, 502-520.

Hardy, D and C.P.Pazarbasioglu (1998) Leading Indicators of Banking Crises: Was Asia Different? IMF Working Paper 91, IMF: Washington D.C.

Haubrich, J.G. and P.Watchel (1993) Capital requirements and Shifts in Commercial Banks Portfolios, Federal Reserve Bank of Cleveland, 29, 2-15.

Hawkins, J and P.Turner (1999) Bank Restructuring in Practice: An Overview, in Bank Restructuring in Practice, Bank for International Settlements, Basle, Switzerland.

Honohan, P (1997) Banking System Failures in Developing and Transition Economies: Diagnosis and Predictions, BIS Working Paper No. 39, Basle, Switzerland.

International Monetary Fund (1998) World Economic Outlook, IMF: Washington D.C.

Jackson, P. C.Furfine, H.Groenveld, D.Hancock, D.Jones, W.Perraudin, L.Radecki and M.Yoneyama (1999) Capital Requirements and Bank Behaviour: The Impact of the Basle Accord, Working Paper No. 1, Basle Committee on Banking Supervision, Basle, Switzerland.

Jagtiani, J, A.Saunders and G.Udell (1995) The Effect of Bank Capital Requirements on Bank Off-Balance Sheet Financial Innovations, Journal of Banking and Finance, 19, 647-658.

Jacques, K and P.Nigro (1997) Risk-Based Capital, Portfolio Risk and Bank Capital: A Simultaneous Equations Approach, Journal of Economics and Business, 49, 533-547.

Jones, D.S and K.K.King (1995) The Implementation of Prompt Corrective Action, Journal of Banking and Finance, 19, 491-510.

Jordan, J.S. (1998) Resolving a Banking Crisis: What Worked in New England? New England Economic Review: Federal Reserve Bank of Boston, September/October, 49-62.

Kahane, Y (1977) Capital Adequacy and the Regulation of Financial Intermediaries, Journal of Banking and Finance, 2, 207-218.

Kamin, S.B and K.von Kleist (1999) The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s, BIS Working Paper No. 68, Bank for International Settlements: Switzerland.

Kaminsky ,G and C.Reinhart (1995) The Twin Crises: The Causes of Banking and Balance-of-Payments Problems, International Finance Discussion Paper No. 544, Board of Governors of the Federal Reserve, Washington, DC.

Karacadag, C and M.W.Taylor (2000) The New Capital Adequacy Framework: Institutional Constraints and Incentive Structures, IMF Working Paper No. 93, IMF: Washington.

Kareken, J.H and N.Wallace (1978) Deposit Insurance and Bank Regulation: A Partial Equilibrium Exposition, Journal of Business, 51, 413-438.

Kaufman, G.C. (1992) Capital in Banking: Past, Present and Future, Journal of Financial Services Research, 5, 385-402.

Keeley, M (1988) Bank Capital Regulation in the 1980s: Effective or Ineffective, Federal Reserve Bank of San Fransisco Economic Review, Winter, 3-20.

Keeley, M.C and F.Furlong (1990) A Re-examination of the Mean Variance Analysis of Bank Capital Regulation, Journal of Banking and Finance, 14, 69-84.

Keeton, W.R. (1989) The New Risk-Based Capital Plan for Commercial Banks, Economic Review: Federal Reserve Bank of Kansas City, 73, 40-60.

Kim, D and A.M. Santomero (1988) Risk in Banking and Capital Regulation, Journal of Finance, 43, 1219-1233.

Kimball, D.J and C.James (1983) Regulation and the Determination of Bank Capital Changes, Journal of Finance, 38, 1651-58.

Koehn, M and A.M. Santomero (1980) Regulation of Bank Capital and Portfolio Risk, Journal of Finance, 35, 1235-1244.

Kupiec, P.H. and J.M.O’Brien (1997) Recent Developments in Bank Capital Regulation of Market Risks, in B.Schachter (ed.) Derivatives, Regulation and Banking, Elsevier Science, The Netherlands.

Levonian, M.E (1991) Have Large Banks Become Riskier?, Federal Reserve Bank of San Fransisco Economic Review, Fall, 3-17.

Lindgren, C.J., G.Garcia and M. Saal (1996) Bank Soundness and Macroeconomic Policy, IMF: Washington, D.C.

Mingo, J (1975) Regulatory Influence on Bank Capital Investment, Journal of Finance, 30, 1111-21.

Modiglaini, F and M.Miller (1958) The Cost of Capital, Corporation Finance and the Theory of Investment, American Economic Review, 48, 261-97.

Monfort, B and C.Mulder (2000) Using Credit Ratings for Capital Requirements on Lending to Emerging Market Economies: Possible Impact of a New Basle Accord, IMF Working Paper No. 69, IMF: Washington.

Musch, F.C (1997) Applying Basle Standards in Developing and Transition Economies, in C.Enoch and J..H.Green (eds.) Banking Soundness and Monetary Policy, IMF, Washington, D.C.

Musumeci, J. and J.Sinkey (1990) The International Debt Crisis, Investor Contagion, and Bank Security Returns in 1987: The Brazilian Experience, Journal of Money, Credit and Banking, 22, 209-220.

Nachane, D.M. (1999) Capital Adequacy Ratios: An Agnostic Viewpoint, Economic and Political Weekly, January Special Nos. 3&4 on Money, Banking and Finance, 155-160,

Orgler, Y and R.Taggart (1983) Implementations of Corporate Capital Structure Theory for Banking Institutions, Journal of Money, Credit and Banking, 15, 212-221.

Pavel, C. and D.Philis (1987) Why Commercial Banks Sell Loans: An Empirical Analysis, Federal Reserve Bank of Chicago Economic Perspectives, May/June, 3-14.

Peek, J. and E.Rosengren (1995) Bank Regulation and the Credit Crunch, Journal of Banking and Finance, 19, 679-692.

Peek, J. and E.Rosengren (1997) Will Legislated Early Intervention Prevent the Next Banking Crises? Southern Economic Journal, 38, 268-280.

Peltzman, S (1970) Capital Investment in Commercial Banking and its Relationship to Portfolio Regulation, Journal of Political Economy, 78, 1-26.

Reserve Bank of India (2000) Comments of the RBI on A New Capital Adequacy Framework, Reserve Bank of India: Mumbai.

Richardson, J and M.Stephenson (2000) Some Aspects of Regulatory Capital, FSA Occasional Paper No. 7, FSA: London.

Rime, B (1998) Capital Requirements and Bank Behaviour: Empirical Evidence for Switzerland, Swiss National Bank, Switzerland.

Rochet, J-C. (1992) Capital Requirements and the Behaviour of Commercial Banks, European Economic Review, 36, 1137-1178.

Saunders, A. and B.Wilson (1999) The Impact of Consolidation and Safety Net Support on Canadian, US, and UK Banks, Journal of Banking and Finance, 23, 537-571.

Saunders, A., E.Strock and N.G.Travlos (1990) Ownership Structure, Deregulation and Bank Risk Taking, Journal of Finance, 45, 643-654.

Sheng, A (1996) Bank Restructuring: Lessons from the 1980s, The World Bank: Washington, D.C.

Shrieves, R. and D.Dahl (1992) The Relationship between Risk and Capital in Commercial Banks, Journal of Banking and Finance, 16, 439-457.

Shrieves, R. and D.Drew (1995) Regulation, Recession and Bank Lending Behaviour, Journal of Financial Services Research, 8, 5-30.

Slovin, M. and S.Jayanthi (1993) Bank Capital Regulation and the Valuation Effects of Latin American Debt Moratorium, Journal of Banking and Finance, 17, 159-174.

Slovin, M., M.Sushka and J.Polonchek (1991) Restructuring Transactions by Bank Holding Companies: The Valuation Effects of Sale and Leaseback and Divestitures, Journal of Banking and Finance, 15, 337-355.

Stephanou, C (1996) Regulating Market Risks in Banks, Policy Research Working Paper No.1692, The World Bank: Washington D.C.

Stiglitz, J.E.(1999a) What Have we Learned from the Recent Crises: Implications for Banking Regulation, Remarks at the Conference on Global Financial Crises: Implications for Banking and Regulation: Federal Reserve Bank of Chicago, May.

Stiglitz, J.E.(1999b) Principles of Financial Regulation: A Dynamic Portfolio Approach: Lecture Delivered at NCAER, June.

Sundararajan, V and T.J.Balino (1991) Banking Crises: Cases and Evidence, IMF: Washington, D.C.

Swindle, C.S (1995) Using CAMEL Rating to Evaluate Regulator Effectiveness at Commercial Banks, Journal of Financial Services Research, 8, 123-141.

Tirole, J (1996) On Banking and Intermediation, European Economic Review, 38, 469-487.

Wagster, J.D (1996) Impact of the 1988 Basle Accord on International Banks, Journal of Finance, 11, 1321-1345.

Wall, L. and D.Peterson (1987) The Effects of Capital Adequacy Guidelines on Large Bank Holding Companies, Journal of Banking and Finance, 11, 581-600.

Wall, L. and D.Peterson (1988) Capital Changes at Large Affiliated Banks, Journal of Financial Services Research, 1, 253-275.

Wall, L. and D.Peterson (1995) Bank Holding Company Capital Targets in the Early 1990s, Journal of Banking and Finance, 19, 563-574.