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Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions
16 references·16 citing·40 second hopsampled
Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions (2001)Bank Portfolio Allocation: The Impact of …Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001) (2001)Position Paper on the New Bas…Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000)Emerging problems with the Ba…Credit Risk in Private Debt Portfolios (1998)Credit Risk in Private Debt P…Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach (1997)Risk-based capital, portfolio…Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence (1996)Capital Requirements, Monetar…The Capital Crunch: Neither a Borrower nor a Lender Be (1995)The Capital Crunch: Neither a…Bank regulation and the credit crunch (1995)Bank regulation and the credi…Did Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States? (1994)Did Risk-Based Capital Alloca…Bank efficiency derived from the profit function (1993)Bank efficiency derived from …The Credit Crunch (1991)The Credit CrunchAsymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships (1990)Asymmetric Information, Bank …A reexamination of mean-variance analysis of bank capital regulation (1990)A reexamination of mean-varia…Capital regulation and bank risk-taking: A note (1989)Capital regulation and bank r…Risk in Banking and Capital Regulation (1988)Risk in Banking and Capital R…Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Regulation of Bank Capital and Portfolio Risk (1980)Regulation of Bank Capital an…Loan loss accounting and procyclical bank lending: The role of direct regulatory actions (2019)Loan loss accounting and proc…Risky bank lending and countercyclical capital buffers (2015)Risky bank lending and counte…Provisioning Rules and Bank Lending: A Theoretical Model (2009)Provisioning Rules and Bank L…Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards (2009)Optimal Regulation of Bank Ca…Bank regulation, capital and credit supply: Measuring the Impact of Prudential Standards (2009)Bank regulation, capital and …BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS (2009)BANK CAPITAL REQUIREMENTS, BU…Capital management in mutual financial institutions (2008)Capital management in mutual …Bank Credit Cycles (2008)Bank Credit CyclesDoes lending behaviour of banks in emerging economies vary by ownership? Evidence from the Indian banking sector (2007)Does lending behaviour of ban…Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us? (2007)Bank Capital Regulation, Econ…Is bank portfolio riskiness procyclical? (2006)Is bank portfolio riskiness p…The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior (2005)The Institutional Memory Hypo…The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature (2004)The Basel Capital Accords and…Why Are There so Many Banking Crises? (2003)Why Are There so Many Banking…The three pillars of Basel II: optimizing the mix (2003)The three pillars of Basel II…Simulation based stress tests of banks' regulatory capital adequacy (2003)Simulation based stress tests…Credit Rationing in Markets with Imperfect Information (1981)The Role of Market Forces in Assuring Contractual Performance (1981)What's different about banks? (1985)Relationship Banking: What Do We Know? (2000)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)A more complete conceptual framework for SME finance (2006)The Measurement of Productive Efficiency (1957)Production Frontiers and Panel Data (1984)The Measurement of Efficiency of Production (1985)Cost and profit efficiency in European banks (2002)Technical, scale and allocative efficiencies of Turkish banking industry (2002)Outreach and Efficiency of Microfinance Institutions (2011)Risk Aversion in the Small and in the Large (1964)The Economic Theory of Agency: The Principal's Problem. (1973)Risk Aversion in the Small and in the Large (1976)The relationship between risk and capital in commercial banks (1992)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Capital requirements and bank behaviour: Empirical evidence for Switzerland (2001)How does competition affect bank risk-taking? (2013)Corporate financing and investment decisions when firms have information that investors do not have (1984)What Determines the Number of Bank Relationships? Cross-Country Evidence (2000)Originate-to-distribute Model and the Subprime Mortgage Crisis (2010)The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Credit Rationing in Markets With Imperfect Information (2007)Procyclical Leverage and Value-at-Risk (2013)Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment (2014)Safety First and the Holding of Assets (1952)Does bank capital affect lending behavior? (2004)Rethinking Bank Regulation: Till Angels Govern (2005)The role of capital in financial institutions (1995)Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States (2000)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The institutional memory hypothesis and the procyclicality of bank lending behavior (2004)Bank Capital and Value in the Cross-Section (2010)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 1990Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships2,333 cited
  • 1991The Credit Crunch1,340 cited
  • 1988Risk in Banking and Capital Regulation1,058 cited
  • 1980Regulation of Bank Capital and Portfolio Risk973 cited
  • 1989Capital regulation and bank risk-taking: A note662 cited
  • 1993Bank efficiency derived from the profit function635 cited
  • 1995The Capital Crunch: Neither a Borrower nor a Lender Be613 cited
  • 1994Did Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States?589 cited
  • 1996Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence588 cited
  • 1995Bank regulation and the credit crunch497 cited
  • 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues497 cited
  • 1997Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach392 cited
  • 1990A reexamination of mean-variance analysis of bank capital regulation370 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)

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304 cited
  • 1998Credit Risk in Private Debt Portfolios247 cited
  • Cited by

    • 2003The three pillars of Basel II: optimizing the mix175 cited
    • 2008Bank Credit Cycles140 cited
    • 2009BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS126 cited
    • 2009Bank regulation, capital and credit supply: Measuring the Impact of Prudential Standards108 cited
    • 2015Risky bank lending and countercyclical capital buffers106 cited
    • 2003Simulation based stress tests of banks' regulatory capital adequacy106 cited
    • 2006Is bank portfolio riskiness procyclical?103 cited
    • 2009Provisioning Rules and Bank Lending: A Theoretical Model97 cited
    • 2009Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards79 cited
    • 2019Loan loss accounting and procyclical bank lending: The role of direct regulatory actions74 cited
    • 2005The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior70 cited
    • 2007Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us?66 cited
    • 2007Does lending behaviour of banks in emerging economies vary by ownership? Evidence from the Indian banking sector60 cited
    • 2008Capital management in mutual financial institutions56 cited
    • 2004The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature53 cited
    • 2003Why Are There so Many Banking Crises?52 cited