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Sub-debt yield spreads as bank risk measures

Evanoff, Douglas D.; Wall, Larry D. - 2001

Several recent studies have recommended greater reliance on subordinated debt as a tool to discipline bank risk taking …

Persistent link: https://www.econbiz.de/10010397568

Loan sales have little effect on bank risk

Pavel, Christine A. - In: Economic Perspectives (1988) Mar, pp. 23-31

Persistent link: https://www.econbiz.de/10005499124

Using credit risk models for regulatory capital: issues and options

Hirtle, Beverly J.; Levonian, Mark; Saidenberg, Marc; … - In: Economic Policy Review (2001) Mar, pp. 19-36

standards for credit risk based on banks' internal risk measurement models. Their goal is to provide a sense of the features … structuring a workable IM regulatory capital regime for credit risk. The authors focus on three main areas: prudential standards … defining the risk estimate to be used in the capital requirements, model standards describing the essential components of a …

Persistent link: https://www.econbiz.de/10005372957

Commentary on "Risk and return of publicly held versus privately owned banks"

Strahan, Philip E. - In: Economic Policy Review (2004) Sep, pp. 109-113

This paper was part of the conference "Beyond Pillar 3 in International Banking Regulation: Disclosure and Market Discipline of Financial Firms," cosponsored by the Federal Reserve Bank of New York and the Jerome A. Chazen Institute of International Business at Columbia Business School, October...

Persistent link: https://www.econbiz.de/10005372959

Assessing the impact of prompt corrective action on bank capital and risk

Aggarwal, Raj; Jacques, Kevin T. - In: Economic Policy Review (1998) Oct, pp. 23-32

-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held …

Persistent link: https://www.econbiz.de/10005373005

Designing incentive-compatible regulation in banking: the role of penalty in the precommitment approach

Kobayakawa, Shuji - In: Economic Policy Review (1998) Oct, pp. 145-153

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 4, "Incentive-compatible regulations: views on the precommitment approach." The conference, held at the Federal Reserve Bank of New York on...

Persistent link: https://www.econbiz.de/10005373029