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Keywords:Bank capital - Law and legislation 

Journal Article
Disclosure, volatility, and transparency: and empirical investigation into the value of bank disclosure

The authors suggests that banks that are more forthcoming on basic balance-sheet items exhibit lower stock price volatility. About 600 banks in thirty-one countries over the 1993-2000 period are covered. The authors find that higher values of their disclosure index are associated with significantly lower stock return volatility and that volatility is also negatively associated with most of the individual items in the index, and conclude that increased disclosure may benefit bankers and bank supervisors.
Economic Policy Review , Issue Sep , Pages 31-45

Working Paper
An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization

Basel II White Paper , Paper 3

Journal Article
Final Basel III capital rule—less impact on community banks

Central Banker , Issue Summer

Working Paper
Potential competitive effects of Basel II on banks in SME credit markets in the United States

We examine the likely competitive effects of the proposed implementation of the Basel II capital requirements on banks in the market for credit to SMEs in the U.S. Specifically, we address whether reduced risk weights for SME credits extended by large banking organizations that adopt the Advanced Internal Ratings-Based (A-IRB) approach of Basel II might significantly adversely affect the competitive positions of organizations that do not adopt A-IRB. The analyses suggest only a relatively minor competitive effect on the majority of community banks primarily because the organizations that are ...
Finance and Economics Discussion Series , Paper 2004-12

Journal Article
Disclosure as a supervisory tool: Pillar 3 of Basel II

FRBSF Economic Letter

Journal Article
The promise and challenges of bank capital reform

The failure and bailout of some prominent financial institutions amid the crisis of 2007-09, and the effect these events had on the economy as a whole, have led policymakers to rethink how the global financial system is regulated. These changes, commonly known as the Basel III Accords, will require banks to maintain more capital in reserve, hold higher-quality capital, and assign greater risk weights to certain types of assets.
Business Review , Issue Q3 , Pages 23-30

Working Paper
Will the proposed application of Basel II in the United States encourage increased bank merger activity? evidence from past merger activity

This paper presents two tests of the hypothesis that adoption of the internal ratings-based approach to determining minimum capital requirements, as proposed in applying the Basel II capital accord in the United States, will cause adopting banking organizations to increase acquisition activity. The first test estimates the relationship between excess regulatory capital and subsequent merger activity, including organization and time fixed effects, while the second test employs a "difference in difference" analysis of the change in merger activity that occurred the last time regulatory ...
Finance and Economics Discussion Series , Paper 2004-13

Journal Article
Commentary on \\"Disclosure, volatility, and transparency: an empirical investigation into the value of bank disclosure.\\"

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 49-51