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Keywords:Bank capital 

Journal Article
Adequate capital?

FRBSF Economic Letter

Conference Paper
Risk-based capital and bank growth

Proceedings , Paper 404

Journal Article
Bank holding company stock risk and the composition of bank asset portfolios

In this paper, I conduct an empirical analysis of the behavior of bank holding company stock returns with the goal of identifying the effect of portfolio composition on the risks embodied in those returns. Using a modified arbitrage pricing theory model, I test for significant balance sheet effects on both the market and nonmarket components of bank stock systematic risk. I find that several categories of bank assets are significant in explaining bank stock risk profiles. Among other things, I discuss the importance of these findings in light of the risk-based capital standards and suggest ...
Economic Review

Financial market turmoil: the Federal Reserve and the challenges ahead

Remarks at the Council on Foreign Relations Corporate Conference 2009, New York City.
Speech , Paper 14

Working Paper
The role of bank capital in bank loan growth: market and accounting measures

Financial Industry Studies Working Paper , Paper 92-3

Journal Article
Capital regulation and bank risk-taking: a note (reprinted from Journal of Banking and Finance)

Economic Review , Issue Sum , Pages 34-39

Journal Article
Are banks' responses to capital regulations 'cosmetic'?

Financial Update , Volume 10 , Issue Jan , Pages 3

Working Paper
Measuring the efficiency of capital allocation in commercial banking

Commercial banks leverage their equity capital with demandable debt that participates in the economy's payments system. The distinctive nature of this debt generates an unusual degree of liquidity risk that can, at times, threaten the payments system. To reduce this threat, insurance protects deposits; and to reduce the moral hazard problems of the debt contract and deposit insurance, bank regulation constrains risk-taking and defines standards of capital adequacy. The inherent liquidity risk of demandable debt as well as potential regulatory penalties for poor financial performance creates ...
Working Papers , Paper 98-2

Journal Article
Policy essay - risk-based bank capital: issues and solutions

Market risk has become an integral consideration in bank business. Derivatives are increasingly used as a means of risk management, and bank involvement in derivatives trading represents a new, different, and very important line of business. Existing regulations for the determination of bank capital, based on the quality of assets held, are not appropriate for trading portfolio assets where exposure to market risk factors is of primary importance. ; This essay discusses three major proposals for dealing with market risk in determining banks' risk-based capital. The standard and internal model ...
Economic Review , Volume 80 , Issue Sep , Pages 32-40



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anonymous 42 items

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