Bank Regulations, Capital Structure, And Risk
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kanatas, George, 1986. "Deposit Insurance and the Discount Window: Pricing under Asymmetric Information," Journal of Finance, American Finance Association, vol. 41(2), pages 437-450, June.
- George G. Kaufman, 1990. "Lender of last resort: a contemporary perspective," Working Papers 9008, Federal Reserve Bank of Dallas.
- Robert C. Merton, 2005.
"Theory of rational option pricing,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288,
World Scientific Publishing Co. Pte. Ltd..
- Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring.
- Buser, Stephen A & Chen, Andrew H & Kane, Edward J, 1981. "Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital," Journal of Finance, American Finance Association, vol. 36(1), pages 51-60, March.
- Boot, Arnoud W A & Thakor, Anjan V, 1993. "Self-Interested Bank Regulation," American Economic Review, American Economic Association, vol. 83(2), pages 206-212, May.
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Chen, Andrew H. & Mazumdar, Sumon C., 1992. "An instantaneous control model of bank reserves and Federal funds management," Journal of Banking & Finance, Elsevier, vol. 16(6), pages 1073-1095, December.
- Campbell, Tim S. & Chan, Yuk-Shee & Marino, Anthony M., 1992.
"An incentive-based theory of bank regulation,"
Journal of Financial Intermediation, Elsevier, vol. 2(3), pages 255-276, September.
- Tim S. Campbell & Yuk-Shee Chan & Anthony M. Marino, 1990. "An incentive based theory of bank regulation," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V, 1992.
"Is Fairly Priced Deposit Insurance Possible?,"
Journal of Finance, American Finance Association, vol. 47(1), pages 227-245, March.
- Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004. "Is Fairly Priced Deposit Insurance Possible?," Finance 0411018, University Library of Munich, Germany.
- Crouhy, Michel & Galai, Dan, 1991. "A contingent claim analysis of a regulated depository institution," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 73-90, February.
- Stulz, ReneM. & Johnson, Herb, 1985. "An analysis of secured debt," Journal of Financial Economics, Elsevier, vol. 14(4), pages 501-521, December.
- Ronn, Ehud I & Verma, Avinash K, 1986. "Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model," Journal of Finance, American Finance Association, vol. 41(4), pages 871-895, September.
- Merton, Robert C., 1977. "An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 3-11, June.
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.- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- Chen, Andrew H. & Hung, Mao-Wei & Mazumdar, Sumon C., 1995. "Loan covenants and corporate debt policy under bank regulations," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1419-1436, November.
- Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2022.
"Banks’ risk taking and creditors’ bargaining power,"
Journal of Corporate Finance, Elsevier, vol. 74(C).
- Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2019. "Banks Risk Taking and Creditors Bargaining Power," MPRA Paper 91381, University Library of Munich, Germany.
- Laeven, Luc, 2002. "Pricing of deposit insurance," Policy Research Working Paper Series 2871, The World Bank.
- 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.
- Georges Dionne, 2003. "The Foundations of Banks' Risk Regulation: a Review of the Literature," Cahiers de recherche 0346, CIRPEE.
- Dionne, Georges, 2004. "The foundations of banks’ risk regulation: A review of the literature," Working Papers 03-8, HEC Montreal, Canada Research Chair in Risk Management.
- Sharon Peleg†Lazar & Alon Raviv, 2017. "Bank Risk Dynamics Where Assets are Risky Debt Claims," European Financial Management, European Financial Management Association, vol. 23(1), pages 3-31, January.
- Freixas, Xavier & Gabillon, Emmanuelle, 1999.
"Optimal Regulation of a Fully Insured Deposit Banking System,"
Journal of Regulatory Economics, Springer, vol. 16(2), pages 111-134, September.
- Xavier Freixas & Emmanuelle Gabillon, 1996. "Optimal regulation of a fully insured deposit banking system," Economics Working Papers 175, Department of Economics and Business, Universitat Pompeu Fabra.
- Freixas, X. & Gabillon, E., 1998. "Optimal Regulation of a Fully Insured Deposit Banking System," Papers 98.506, Toulouse - GREMAQ.
- Paul H. Kupiec & James M. O'Brien, 1998.
"Deposit insurance, bank incentives, and the design of regulatory policy,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 201-211.
- 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.).
- Episcopos, Athanasios, 2008. "Bank capital regulation in a barrier option framework," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1677-1686, August.
- Pennacchi, George G., 2005. "Risk-based capital standards, deposit insurance, and procyclicality," Journal of Financial Intermediation, Elsevier, vol. 14(4), pages 432-465, October.
- Bhanot, Karan & Larsson, Carl F., 2018. "Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience," Journal of Financial Markets, Elsevier, vol. 39(C), pages 84-110.
- Peleg Lazar, Sharon & Raviv, Alon, 2019.
"The risk spiral: The effects of bank capital and diversification on risk taking,"
International Review of Financial Analysis, Elsevier, vol. 65(C).
- Peleg Lazar, Sharon & Raviv, Alon, 2019. "The Risk Spiral: The Effects of Bank Capital and Diversification on Risk Taking," MPRA Paper 92134, University Library of Munich, Germany.
- Chen, Andrew H. & Mazumdar, Sumon C., 1997. "A dynamic model of firewalls and non-traditional banking," Journal of Banking & Finance, Elsevier, vol. 21(3), pages 393-416, March.
- Kane, Edward J., 1995. "Three paradigms for the role of capitalization requirements in insured financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 431-459, June.
- Park, Sangkyun, 1997. "Risk-taking behavior of banks under regulation," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 491-507, April.
- Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
- Milne, Alistair, 2014.
"Distance to default and the financial crisis,"
Journal of Financial Stability, Elsevier, vol. 12(C), pages 26-36.
- Alistair Milne, 2013. "Distance to Default and the Financial Crisis," Discussion Paper Series 2013_03, Department of Economics, Loughborough University, revised Jun 2013.
- Hilscher, Jens & Raviv, Alon, 2014.
"Bank stability and market discipline: The effect of contingent capital on risk taking and default probability,"
Journal of Corporate Finance, Elsevier, vol. 29(C), pages 542-560.
- Jens Hilscher & Alon Raviv, 2012. "Bank stability and market discipline: The effect of contingent capital on risk taking and default probability," Working Papers 53, Brandeis University, Department of Economics and International Business School, revised Jan 2014.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Daniel Oda, 2013. "Introducing Liquidity Risk in the Contingent-Claim Analysis for the Banks," Working Papers Central Bank of Chile 681, Central Bank of Chile.
Corrections
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:bla:jfnres:v:19:y:1996:i:2:p:209-228. See general information about how to correct material in RePEc.
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 bibliographic 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/sfaaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.