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Conference Paper
A comparison of small business finance in two Chicago minority neighborhoods
Bond, Philip; Townsend, Robert M.; Huck, Paul; Rhine, Sherrie L. W. (1999)
Proceedings , Paper 780

Working Paper
Risk-based capital and deposit insurance reform
Berger, Allen N.; Avery, Robert B. (1990)
Risk-based capital (RBC) is an important component of deposit insurance reform. This paper provides an empirical analysis of the new 1992 RBC bank standards, applying them to data on virtually all U.S. banks from 1982 to 1989. The data reveal strong associations between several measures of future bank performance (including bankruptcy) and the RBC relative risk weights. These associations suggest that the weights constitute a significant improvement over the old capital standards, although there are several instances in which the weights for specific categories appear to be out of line with ...
Working Papers (Old Series) , Paper 9101

Working Paper
Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting
Mehran, Hamid; Acharya, Viral V.; Thakor, Anjan V. (2010)
Banks face two moral hazard problems: asset substitution by shareholders (e.g., making risky, negative net present value loans) and managerial rent seeking (e.g., investing in inefficient ?pet? projects or simply being lazy and uninnovative). The privately-optimal level of bank leverage is neither too low nor too high: It balances effi ciently the market discipline imposed by owners of risky debt on managerial rent-seeking against the asset-substitution induced at high levels of leverage. However, when correlated bank failures can impose significant social costs, regulators may bail out bank ...
Working Papers (Old Series) , Paper 1024

Working Paper
Bank capital standards for market risk: a welfare analysis
Marshall, David A.; Venkataraman, Subu (1997)
We develop a model of commodity money and use it to analyze the following two questions motivated by issues in monetary history: What are the conditions under which Gresham's Law holds? And, what are the mechanics of a debasement (lowering the metallic content of coins)? The model contains light and heavy coins, imperfect information, and prices determined via bilateral bargaining. There are equilibria with neither, both, or only one type of coin in circulation. When both circulate, coins may trade by weight or by tale. We discuss the extent to which Gresham's Law holds in the various cases. ...
Working Paper Series, Issues in Financial Regulation , Paper WP-97-09

Working Paper
Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans
Rezende, Marcelo; Firestone, Simon (2013-10-01)
This paper examines consistency in the estimates of probability of default (PD) and loss given default (LGD) that nine large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs and LGDs assigned by more than one bank, we find substantial dispersion in these parameters. Banks differ substantially in PDs, but only a few set PDs systematically higher or lower than the median bank. However, many banks differ from the median bank systematically in LGDs, and these differences affect their Basel II minimum regulatory capital ...
Finance and Economics Discussion Series , Paper 2013-84

Discussion Paper
Tracking the U.S. Banking Industry
Vickery, James; Avraham, Dafna; Sullivan, Tara (2012-10-10)
The New York Fed has recently published the first edition of a new quarterly report tracking the aggregate financial condition of consolidated U.S. banking organizations. In this post, we describe the methodology used to construct the statistics in the report as well as present and briefly discuss some of the findings.
Liberty Street Economics , Paper 20121010

Working Paper
Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?
von Hafften, Alexander H.; Passmore, Wayne (2017-02-21)
The Basel Committee promulgates bank regulatory standards that many major economies enact to a significant extent. One element of the Basel III capital standards is a system of capital surcharges for global systemically important banks (G-SIBs). If the purpose of the surcharges is to ensure the survival of G-SIBs through serious crises (like the 2007-09 financial crisis) without extraordinary public assistance, our analysis suggests that current surcharges are too low because of three shortcomings: (1) the Basel system underestimates the probability that a G-SIB can fail, (2) the Basel system ...
Finance and Economics Discussion Series , Paper 2017-021

Journal Article
Proposal for transition capital standards for state member banks and bank holding companies through 1990
anonymous (1990-01)
Federal Reserve Bulletin , Issue Jan , Pages 16

Speech
Lessons of the crisis: the implications for regulatory reform
Dudley, William (2010)
Remarks at the Partnership for New York City Discussion, New York City.
Speech , Paper 10

Report
BASEL III: long-term impact on economic performance and fluctuations
Gambacorta, Leonardo; Angelini, Paolo; Heuvel, Skander J. van den; Roeger, Werner; Motto, Roberto; Vlcek, Jan; Locarno, Alberto; Gerali, Andrea; Curdia, Vasco; Clerc, Laurent (2011)
We assess the long-term economic impact of the new regulatory standards (the Basel III reform), answering the following questions: 1) What is the impact of the reform on long-term economic performance? 2) What is the impact of the reform on economic fluctuations? 3) What is the impact of the adoption of countercyclical capital buffers on economic fluctuations? The main results are the following: 1) Each percentage point increase in the capital ratio causes a median 0.09 percent decline in the level of steady-state output, relative to the baseline. The impact of the new liquidity regulation is ...
Staff Reports , Paper 485

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