Search Results

(refine search)

SORT BY: PREVIOUS / NEXT

All:
Title:
Author:
Abstract:
Keywords:

+ Add Search Parameter

Journal Article
Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\"
Flannery, Mark J. (2004-09)
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 2-3, 2003.
Economic Policy Review , Issue Sep , Pages 63-65

Journal Article
Fair value accounting and regulatory capital requirements
Katsuo, Yuko; Yonetani, Tatsuya (1998-10)
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 33-43

Conference Paper
A contracting-theory intepretation of the origins of Federal deposit insurance
Kane, Edward J.; Wilson, Berry (1998-08)
Proceedings , Issue Aug , Pages 573-595

Journal Article
Methods for evaluating value-at-risk estimates
Lopez, Jose A. (1999)
Since 1998, U.S. commercial banks with significant trading activities have been required to hold capital against their defined market risk exposure. Under the "internal models" approach embodied in the current regulatory guidelines, the capital charges are a function of banks' own value-at-risk (VaR) estimates. VaR estimates are simply forecasts of the maximum portfolio loss that could occur over a given holding period with a specified confidence level. Clearly, the accuracy of these VaR estimates is of concern to both banks and their regulators. ; To date, two hypothesis-testing methods ...
Economic Review

Conference Paper
Survey data and the interest rate sensitivity of U.S. bank stock returns
Benink, Harald A.; Wolffe, Christian C. P. (1998)
Proceedings , Paper 604

Conference Paper
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns
Unal, Haluk; Kane, Edward J. (1987)
Proceedings , Paper 171

Report
How do stock repurchases affect bank holding company performance?
Hirtle, Beverly (2001-04-01)
Using data from bank holding company regulatory reports, we examine the relationship between stock repurchases and financial performance for a large sample of bank holding companies over the years 1987 to 1998. The primary result is that higher levels of repurchases in one year are associated with higher profitability and a lower share of problem loans in the subsequent year. This finding is robust to several different ways of measuring share repurchase activity. Our results appear to be driven primarily by bank holding companies with publicly traded stock, especially those companies whose ...
Staff Reports , Paper 123

Journal Article
Risk and return in banking: evidence from bank stock returns
Neuberger, Jonathan A. (1991-10)
Economic Review , Issue Fall , Pages 18-30

Journal Article
Risk and return of publicly held versus privately owned banks
Kwan, Simon H. (2004-09)
The author divides bank holding companies (BHCs) into four size classes, then categorizes each class according to public or private ownership. He compares the performance and risk across bank size classes between 1986 and 2000 and in five-year windows therein. For the largest BHCs, returns on assets and operating costs do not depend on ownership, but for the smaller BHCs, returns on assets are lower and operating costs are higher for those that are publicly owned. Small public BHCs also hold more capital than do small private ones.
Economic Policy Review , Issue Sep , Pages 97-107

Journal Article
U.S. securities markets and the banking system, 1790-1840
Sylla, Richard (1998-05)
Review , Issue May , Pages 83-98

PREVIOUS / NEXT

Fed in Print

Search Results

FILTER BY year

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

FILTER BY Keywords