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Keywords:Bank capital 

Working Paper
A quality and risk-adjusted cost function for banks: evidence on the \" too-big-to-fail\" doctrine

Working Papers , Paper 91-21

Conference Paper
Regulation in a global market context

Proceedings , Paper 300

Journal Article
Bank capital standards for foreign exchange and other market risks

The Basle Committee on Banking Supervision has proposed methods for incorporating consideration of market risks--exchange rate, interest rate, and equity price risks--into risk-based capital standards for banks. This paper shows that the separate and seemingly different proposed approaches to the three sources of risk are consistent with one another, reflecting a single unifying theme. That theme is the measurement of risk through a weighting of two different measures of portfolio size, the gross position and the net position. A simple theoretical model demonstrates that such an approach ...
Economic Review

Working Paper
The asset-correlation parameter in Basel II for mortgages on single-family residences

Basel II White Paper , Paper 5

Journal Article
Credit spreads and subordinated debt

Stock and bond prices contain all sorts of information about investors? beliefs and expectations. For example, the interest rate on bank debt not insured by the FDIC has information about the health of the banks issuing the debt. Unfortunately, difficulties in extracting information from these subordinated debt prices reduces the information? usefulness to regulators and policymakers.
Economic Commentary , Issue Mar

Journal Article
Fair value accounting and regulatory capital requirements

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

Working Paper
The relationship between capital and earnings in banking

Finance and Economics Discussion Series , Paper 94-2

Conference Paper
Off-balance sheet banking and bank capital

Proceedings , Paper 87

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

Financial Industry Studies Working Paper , Paper 92-3

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