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Risk-based capital adequacy standards for a sample of 43 major banks

Citations

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Cited by:

  1. Jacky So & Jason Z. Wei, 2004. "Deposit Insurance and Forbearance Under Moral Hazard," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 707-735, December.
  2. Cordell, Lawrence R. & King, Kathleen Kuester, 1995. "A market evaluation of the risk-based capital standards for the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 531-562, June.
  3. Abou-El-Sood, Heba, 2016. "Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 292-302.
  4. George Mckenzie & Simon Wolfe, 1995. "Limited liability and bank safety net procedures," The European Journal of Finance, Taylor & Francis Journals, vol. 1(3), pages 219-235.
  5. Jackson, Patricia & Perraudin, William & Saporta, Victoria, 2002. "Regulatory and "economic" solvency standards for internationally active banks," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 953-976, May.
  6. David Cummins, J. & Sommer, David W., 1996. "Capital and risk in property-liability insurance markets," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 1069-1092, July.
  7. Dermine, Jean & Lajeri, Fatma, 2001. "Credit risk and the deposit insurance premium: a note," Journal of Economics and Business, Elsevier, vol. 53(5), pages 497-508.
  8. Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014. "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 117-139.
  9. Epps, T. W. & Pulley, Lawrence B. & Humphrey, David B., 1996. "Assessing the FDIC's premium and examination policies using 'Soviet' put options," Journal of Banking & Finance, Elsevier, vol. 20(4), pages 699-721, May.
  10. Richard D. Phillips & J. David Cummins & Franklin Allen, 1996. "Financial Pricing of Insurance in the Multiple Line Insurance Company," Center for Financial Institutions Working Papers 96-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
  11. Kuei-Chiu Lee & Wun-Hong Su & Chien-Yen Liu, 2017. "Operating Performance Evaluation Based on Z-score Model and Profitability between Cross-Straits Credit Cooperatives," Review of Economics & Finance, Better Advances Press, Canada, vol. 10, pages 72-82, November.
  12. Yu, Min-Teh, 1996. "Measuring fair capital adequacy holdings for banks: The case of Taiwan," Global Finance Journal, Elsevier, vol. 7(2), pages 239-252.
  13. Andreas Milidonis & Kevin Chisholm, 2024. "The Regime-Switching Structural Default Risk Model," Risks, MDPI, vol. 12(3), pages 1-33, March.
  14. Michael B. Imerman, 2020. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1371-1406, November.
  15. Michael B. Imerman, 0. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-36.
  16. Gjerde, Oystein & Semmen, Kristian, 1995. "Risk-based capital requirements and bank portfolio risk," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1159-1173, October.
  17. Warren P. Hogan & Ian G. Sharpe, 1990. "Risk-Based Capital Adequacy of Australian Banks," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 177-201, June.
  18. Lin, Shu Ling & Penm, Jack H.W. & Gong, Shang-Chi & Chang, Ching-Shan, 2005. "Risk-based capital adequacy in assessing on insolvency-risk and financial performances in Taiwan's banking industry," Research in International Business and Finance, Elsevier, vol. 19(1), pages 111-153, March.
  19. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Systemically important banks: an analysis for the European banking system," International Economics and Economic Policy, Springer, vol. 3(1), pages 73-89, April.
  20. Mark Levonian & Sarah Kendall, 1992. "A Contingent Claim Analysis of Risk-based Capital Standards for Banks," RBA Research Discussion Papers rdp9210, Reserve Bank of Australia.
  21. Javier Suárez, 1998. "Risk-taking and the prudential regulation of banks," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 307-336, September.
  22. Bertrand Rime, 2005. "Will Basel II Lead to a Specialization of Unsophisticated Banks on High‐Risk Borrowers?," International Finance, Wiley Blackwell, vol. 8(1), pages 29-55, March.
  23. Loveland, Robert, 2016. "How prompt was regulatory corrective action during the financial crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 16-36.
  24. Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
  25. Bernard Bollen & Michael Skully & David Tripe & Xiaoting Wei, 2015. "The Global Financial Crisis and Its Impact on Australian Bank Risk," International Review of Finance, International Review of Finance Ltd., vol. 15(1), pages 89-111, March.
  26. Schellhorn, Carolin D. & Spellman, Lewis J., 1996. "Subordinated debt prices and forward-looking estimates of bank asset volatility," Journal of Economics and Business, Elsevier, vol. 48(4), pages 337-347, October.
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