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Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis
9 references·3 citing·39 second hop
Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis (1996)Capital Adequacy Rules and the Risk-Seeki…Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks (1995)Risk-Based Capital Standards …How Has the Basle Accord Affected Bank Portfolios? (1993)How Has the Basle Accord Affe…Capital controls and bank risk (1991)Capital controls and bank riskRisk in Banking and Capital Regulation (1988)Risk in Banking and Capital R…Prudential Supervision in Banking (1987)Prudential Supervision in Ban…Bank capital regulation and asset risk (1987)Bank capital regulation and a…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Regulation of Bank Capital and Portfolio Risk (1980)Regulation of Bank Capital an…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Capital requirements, monetary policy and risk shifting in the mortgage market (2018)Capital requirements, monetar…Complexity in Regulation (2016)Complexity in RegulationThe new Basle Accord, internal ratings, and the incentives of banks (2002)The new Basle Accord, interna…Capital adequacy and the regulation of financial intermediaries (1977)Bank Capital Adequacy, Deposit Insurance and Security Values (1978)Deposit Insurance and Bank Regulation: A Partial-Equilibrium Exposition (1978)The effects of closure policies on bank risk-taking (1991)What Is Optimal Financial Regulation (2000)Activity-Based Valuation of Bank Holding Companies (2007)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Bank capital regulations and the transmission mechanism (2004)Miraculous Financial Engineering or Toxic Finance? The Genesis of the U.S. Subprime Mortgage Loans Crisis and its Consequences on the Global Financial Markets and Real Economy (2009)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)Capital regulation and bank risk-taking: A note (1989)The relationship between risk and capital in commercial banks (1992)The role of capital in financial institutions (1995)Theory of Rational Option Pricing (1973)Competition for Deposits, Fragility, and Insurance (1996)Bank Regulation and Supervision: What Works Best? (2001)Theory of rational option pricing (2005)Liquidity Provision, Bank Capital, and the Macroeconomy (2017)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Safety First and the Holding of Assets (1952)Does bank capital affect lending behavior? (2004)Rethinking Bank Regulation: Till Angels Govern (2005)The origin of predictable behavior (1983)Credit-Worthiness Tests and Interbank Competition (1990)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)The Basle Accord of 1988 and the International Credit Crunch of 1989–1992 (1999)Evidence on the Response of Us Banks to Changes in Capital Requirements (2000)The effect of the Basel Accord on bank portfolios in Japan (2004)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Deposit insurance and the risk premium in bank deposit rates (2003)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1988Risk in Banking and Capital Regulation1,058 cited
  • 1980Regulation of Bank Capital and Portfolio Risk973 cited
  • 1991Capital controls and bank risk343 cited
  • 1993How Has the Basle Accord Affected Bank Portfolios?107 cited
  • 1987Bank capital regulation and asset risk51 cited
  • 1987Prudential Supervision in Banking39 cited
  • 1995Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks31 cited

Cited by

  • 2002The new Basle Accord, internal ratings, and the incentives of banks28 cited
  • 2018Capital requirements, monetary policy and risk shifting in the mortgage market27 cited
  • 2016Complexity in Regulation23 cited

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