Capital regulation: What is an appropriate minimum level?
Author
Abstract
Suggested Citation
DOI: 10.1016/j.gfj.2018.01.012
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
- Carey, Mark, 2002.
"A guide to choosing absolute bank capital requirements,"
Journal of Banking & Finance, Elsevier, vol. 26(5), pages 929-951, May.
- Mark S. Carey, 2002. "A guide to choosing absolute bank capital requirements," International Finance Discussion Papers 726, Board of Governors of the Federal Reserve System (U.S.).
- Mark Carey, 2017. "Capital Regulation: How Much Capital is Needed?," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), Achieving Financial Stability Challenges to Prudential Regulation, chapter 8, pages 93-102, World Scientific Publishing Co. Pte. Ltd..
- Shekhar Aiyar & Charles W Calomiris & Tomasz Wieladek, 2015. "Bank Capital Regulation: Theory, Empirics, and Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(4), pages 955-983, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Evans, Joshua J. & Haq, Mamiza, 2022. "Does bank capital reduce liquidity creation?," Global Finance Journal, Elsevier, vol. 54(C).
- Roy, Saktinil, 2022. "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, vol. 54(C).
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.- Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006.
"Macroeconomic Dynamics and Credit Risk: A Global Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, "undated". "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series 995, CESifo.
- Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics 0330, Faculty of Economics, University of Cambridge.
- Harry Huizinga & Luc Laeven, 2019.
"The Procyclicality of Banking: Evidence from the Euro Area,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 496-527, September.
- Huizinga, Harry & Laeven, Luc, 2019. "The Procyclicality of Banking : Evidence from the Euro Area," Other publications TiSEM d164bcc2-bc8b-46b7-9ab8-c, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Laeven, Luc, 2019. "The Procyclicality of Banking : Evidence from the Euro Area," Discussion Paper 201-010, Tilburg University, Center for Economic Research.
- Huizinga, Harry & Laeven, Luc, 2019. "The procyclicality of banking: evidence from the euro area," Working Paper Series 2288, European Central Bank.
- Huizinga, Harry & Laeven, Luc, 2019. "The Procyclicality of Banking : Evidence from the Euro Area," Other publications TiSEM afe88ae8-3e11-45d4-a1f4-f, Tilburg University, School of Economics and Management.
- Laeven, Luc & Huizinga, Harry, 2019. "The Procyclicality of Banking: Evidence from the Euro Area," CEPR Discussion Papers 13605, C.E.P.R. Discussion Papers.
- Matthew Plosser & João A. C. Santos, 2014. "Banks' incentives and the quality of internal risk models," Staff Reports 704, Federal Reserve Bank of New York.
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
- Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001. "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.
- PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010. "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003 330700121, EcoMod.
- Richard Herring, 2007. "The Rocky Road to Implementation of Basel II in the United States," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(4), pages 411-429, December.
- de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009.
"Linking global economic dynamics to a South African-specific credit risk correlation model,"
Economic Modelling, Elsevier, vol. 26(5), pages 1000-1011, September.
- Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007. "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers 200719, University of Pretoria, Department of Economics.
- Peterson K. Ozili, 2018. "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(4), pages 462-483, May.
- Jon Frost & Jakob de Haan & Neeltje van Horen, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 293-313, March.
- Jon Frost & Jakob de Haan & Neeltje van Horen, 2016. "International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands," DNB Working Papers 520, Netherlands Central Bank, Research Department.
- Ma, Chang & Nguyen, Xuan-Hai, 2021. "Too big to fail and optimal regulation," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 747-758.
- Peterson K. Ozili, 2018.
"Banking stability determinants in Africa,"
International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(4), pages 462-483, May.
- Ozili, Peterson K, 2018. "Banking Stability Determinants in Africa," MPRA Paper 101825, University Library of Munich, Germany.
- Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021. "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Egami, Masahiko & Esteghamat, Kian, 2006. "An approximation method for analysis and valuation of credit correlation derivatives," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 341-364, February.
- Peura, Samu & Jokivuolle, Esa, 2004. "Simulation based stress tests of banks' regulatory capital adequacy," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1801-1824, August.
- Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019.
"Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations,"
Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
- Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," University of Western Ontario, Departmental Research Report Series 20166, University of Western Ontario, Department of Economics.
- Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Staff Working Papers 16-47, Bank of Canada.
- Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Working Papers 2016-17, University of Alberta, Department of Economics.
- Cristina Pereira Pedro & Joaquim J. S. Ramalho & Jacinto Vidigal Silva, 2018. "The main determinants of banking crises in OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 203-227, February.
- Jens Dick‐Nielsen & Jacob Gyntelberg & Christoffer Thimsen, 2022. "The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts," Journal of Finance, American Finance Association, vol. 77(5), pages 2577-2611, October.
- Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev, 2022. "Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Rodriguez, Analía, 2007. "Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas," MPRA Paper 12637, University Library of Munich, Germany.
- Thomas Lagner & Dodozu Knyphausen‐Aufseß, 2012. "Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 21(3), pages 157-202, August.
- Varotto, Simone, 2012.
"Stress testing credit risk: The Great Depression scenario,"
Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3133-3149.
- Simone Varotto, 2010. "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance icma-dp2010-03, Henley Business School, University of Reading.
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:eee:glofin:v:39:y:2019:i:c:p:26-29. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/620162 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.