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The subordinated debt alternative to Basel II
16 references·3 citing·43 second hop
The subordinated debt alternative to Basel II (2004)The subordinated debt alternative to Base…The amendment to the capital accord to incorporate market risk (2013)The amendment to the capital …Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing (2002)Market Discipline in the Gove…Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible? (2001)Using Subordinated Debt to Mo…The Information Content of Bank Exam Ratings and Subordinated Debt Prices (2001)The Information Content of Ba…The Faces of “Market Discipline” (2001)The Faces of “Market Discipli…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Sub-debt Yield Spreads as Bank Risk Measures (2001)Sub-debt Yield Spreads as Ban…Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing (2001)Market Discipline in the Gove…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Financial regulation in the global economy (1996)Financial regulation in the g…Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Evidence of Bank Market Disci…Perspectives on Safe and Sound Banking. (1986)Perspectives on Safe and Soun…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Market discipline, regulation and banking effectiveness: Do measures matter? (2021)Market discipline, regulation…Disciplinary tools and bank risk exposure (2013)Disciplinary tools and bank r…Market discipline in international banking regulation: Keeping the playing field level (2006)Market discipline in internat…Uncertainty and the effectiveness of policy (1967)Does deposit insurance increase banking system stability? An empirical investigation (2002)A Cross‐Country Analysis of the Bank Supervisory Framework and Bank Performance (2003)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)Basel Committee On Banking Supervision (2010)Delayed Expected Loss Recognition and the Risk Profile of Banks (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Deposit Insurance, Risk, and Market Power in Banking (1988)Market discipline and deposit insurance (2004)Measuring Abnormal Bond Performance (2008)The Determinants of Bank Capital Structure (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)A Survey of Corporate Governance (1997)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2002)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Capital Structure Puzzle (1984)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Firms, Contracts, and Financial Structure (1995)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)How does capital affect bank performance during financial crises? (2013)The cost of capital, corporation finance and the theory of investment (2008)The theory and practice of financial stability (1996)Developing a stress testing framework based on market risk models (2008)Model risk of risk models (2016)Prospect Theory and Asset Prices (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Credit Spreads and Business Cycle Fluctuations (2012)
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References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991691 cited
  • 2001The Faces of “Market Discipline”310 cited
  • 2002Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing296 cited
  • 2013The amendment to the capital accord to incorporate market risk283 cited
  • 2001The Information Content of Bank Exam Ratings and Subordinated Debt Prices226 cited
  • 2001Sub-debt Yield Spreads as Bank Risk Measures170 cited
  • 2001Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing129 cited
  • 1996Financial regulation in the global economy127 cited
  • 2001Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?

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120 cited
  • 1986Perspectives on Safe and Sound Banking.103 cited
  • Cited by

    • 2013Disciplinary tools and bank risk exposure36 cited
    • 2021Market discipline, regulation and banking effectiveness: Do measures matter?35 cited
    • 2006Market discipline in international banking regulation: Keeping the playing field level27 cited