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Loan pricing under Basel capital requirements
7 references·16 citing·49 second hopsampled
Loan pricing under Basel capital requirements (2004)Loan pricing under Basel capital requirem…A risk-factor model foundation for ratings-based bank capital rules (2003)A risk-factor model foundatio…Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Liberalization, Moral Hazard …Equity, Bonds, and Bank Debt: Capital Structure and Financial Market Equilibrium under Asymmetric Information (2000)Equity, Bonds, and Bank Debt:…A Theory of Bank Capital (2000)A Theory of Bank CapitalFinancial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Capital requirements and the behaviour of commercial banks (1992)Capital requirements and the …An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…Basel III leverage ratio requirement and the probability of bank runs (2014)Basel III leverage ratio requ…The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013)The Risk Sensitivity of Capit…Economic and Regulatory Capital in Banking: What Is the Difference? (2012)Economic and Regulatory Capit…Capital regulation, bank competition, and financial stability (2011)Capital regulation, bank comp…Monitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework (2010)Monitoring Pro-Cyclicality un…Mapping Capital and Liquidity Requirements to Bank Lending Spreads (2010)Mapping Capital and Liquidity…Bank size and risk-taking under Basel II (2010)Bank size and risk-taking und…Level Playing Fields in International Financial Regulation (2009)Level Playing Fields in Inter…Financial Sector Pro-Cyclicality: Lessons from the Crisis (2009)Financial Sector Pro-Cyclical…BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS (2009)BANK CAPITAL REQUIREMENTS, BU…The Welfare Cost of Bank Capital Requirements (2007)The Welfare Cost of Bank Capi…The Procyclical Effects of Basel II (2007)The Procyclical Effects of Ba…Towards a measure of financial fragility (2006)Towards a measure of financia…Potential Competitive Effects of Basel II on Banks in SME Credit Markets in the United States (2006)Potential Competitive Effects…LIQUIDITY, RISK-TAKING, AND THE LENDER OF LAST RESORT (2005)LIQUIDITY, RISK-TAKING, AND T…Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs (2005)Effects of the New Basel Capi…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Liberalization, Moral Hazard in Banking and Prudential Regulation: Are Capital Requirements Enough? (1998)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Procyclical Leverage and Value-at-Risk (2013)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)Financial Intermediation and Delegated Monitoring (1984)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Credit Rationing in Markets with Imperfect Information (1981)Appendix: Banking Crisis Database (2005)Systemic Financial Crises (2005)Liquidity (Risk) Concepts: Definitions and Interactions (2009)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)On the coherence of expected shortfall (2002)Market discipline, disclosure and moral hazard in banking (2006)Common Failings: How Corporate Defaults Are Correlated (2007)Does Competition Reduce the Risk of Bank Failure? (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Troubled debt restructurings (1990)Debt and Seniority: An Analysis of the Role of Hard Claims in Constraining Management (1994)Capital Structure and Debt Structure (2010)The Response of Corporate Financing and Investment to Changes in the Supply of Credit (2010)The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking Over the Business Cycle (2011)Stability in Competition (1929)Crises and Capital Requirements in Banking (2005)National culture and bank risk-taking (2017)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Relationship Lending and Lines of Credit in Small Firm Finance (1995)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)A genetic algorithm approach for SMEs bankruptcy prediction: Empirical evidence from Italy (2014)The financing of innovative SMEs: A multicriteria credit rating model (2015)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Credit Markets and the Control of Capital (1985)Looting: The Economic Underworld of Bankruptcy for Profit (1993)Bank concentration, competition, and crises: First results (2005)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Liquidity Creation (2009)Liquidity risk management and credit supply in the financial crisis (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,089 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 2000A Theory of Bank Capital1,407 cited
  • 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
  • 2000Equity, Bonds, and Bank Debt: Capital Structure and Financial Market Equilibrium under Asymmetric Information677 cited
  • 1992Capital requirements and the behaviour of commercial banks654 cited

Cited by

  • 2010Bank size and risk-taking under Basel II214 cited
  • 2005Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs196 cited
  • 2005LIQUIDITY, RISK-TAKING, AND THE LENDER OF LAST RESORT182 cited
  • 2013The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks*160 cited
  • 2009BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS126 cited
  • 2007The Procyclical Effects of Basel II126 cited
  • 2010Mapping Capital and Liquidity Requirements to Bank Lending Spreads116 cited

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  • 2009Level Playing Fields in International Financial Regulation112 cited
  • 2006Potential Competitive Effects of Basel II on Banks in SME Credit Markets in the United States112 cited
  • 2006Towards a measure of financial fragility108 cited
  • 2010Monitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework104 cited
  • 2011Capital regulation, bank competition, and financial stability101 cited
  • 2014Basel III leverage ratio requirement and the probability of bank runs91 cited
  • 2009Financial Sector Pro-Cyclicality: Lessons from the Crisis88 cited
  • 2012Economic and Regulatory Capital in Banking: What Is the Difference?84 cited
  • 2007The Welfare Cost of Bank Capital Requirements81 cited