1. The Impact of Regulation on Mortgage Risk: Evidence from India. (2015). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin.
   In: Scholarly Articles.
   RePEc:hrv:faseco:34331451.

   Full description at Econpapers || Download paper

1. Alfriend, M.C., 1988. International Risk-Based Capital Standard: History and Explanation, Federal Reserve Bank of Richmond Economic Review, 28 – 34.
   Paper not yet in RePEc: Add citation now
   

2. Altman, E. and A. Saunders, 2001. An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings, Journal of Banking and Finance 25, 1721-1742.

3. Barrios, V.E. and J.M. Blanco, 2003. The Effectiveness of Bank Capital Adequacy Regulation: A Theoretical and Empirical Approach, Journal of Banking and Finance 27, 1935-1958.

4. Basel Committee on Banking Supervision, 2004. An Explanatory Note on the Basel II IRB Risk Weight Functions. Basel, Switzerland: Bank for International Settlements. http://www.bis.org/bcbs/irbriskweight.pdf.
   Paper not yet in RePEc: Add citation now
   
5. Basel Committee on Banking Supervision, 2006. The New Basel Capital Accord: Consultative Document. Basel, Switzerland: Bank for International Settlements.
   Paper not yet in RePEc: Add citation now
   

6. Berger, A.N. and G.F. Udell, 1994. Did Risk-Based Capital Allocate Bank Credit and Cause a ‘Credit Crunch’ in the United States? Journal of Money, Credit, and Banking 26, 585-628.

7. Berger, A.N., R. J. Herring, and G. P. Szego, 1995. The Role of Capital in Financial Institutions, Journal of Banking and Finance 19, 393-430.

8. Bischel, R. and J. Blum, 2005. Capital Regulation of Banks: Where Do We Stand and Where Are We Going?, Swiss National Bank, Quarterly Bulletin, 43-51.
   Paper not yet in RePEc: Add citation now
   

9. Blum, J., 2008. Why ‘Basel II’ May Need a Leverage Ratio Restriction, Journal of Banking and Finance 32, 1699-1707.

10. Borak, D. and J. Alder, 2011. Bernanke, Bair Defend Surcharge as ‘Balance,’ American Banker, June 23.
    Paper not yet in RePEc: Add citation now
    

11. Borio, C., C. Furfine, and P. Lowe, 2001. Procyclicality of the Financial System and Financial Stability: Issues and Policy Options, Bank for International Settlements conference Marrying the Macro- and Microprudential Dimensions of Financial Stability, 1-57.

12. Caruana, J., 2005. Speech at the 33rd Economics Conference, Vienna, May 13.
    Paper not yet in RePEc: Add citation now
    

13. Decamps, J.P., J.C. Rochet, and B. Roger, 2004. The Three Pillars of Basel II: Optimizing the Mix, Journal of Financial Intermediation 13, 132-155.

14. Dewatripont, M. and J. Tirole, 1994. The Prudential Regulation of Banks, Cambridge: MIT Press.

15. Elyasiani, E., K. Kopecky, and D. VanHoose, 1995. Costs of Adjustment, Portfolio Separation, and the Dynamic Behavior of Bank Loans and Deposits, Journal of Money, Credit and Banking 27, 955-974.

16. Estrella, A., 2004. The Cyclical Behavior of Optimal Bank Capital, Journal of Banking and Finance 28, 1469-1498.

17. Furfine, C., 2001. Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions, Journal of Financial Services Research 20, 33-56.

18. Furlong, F.T., 1992. Capital Regulation and Bank Lending, Federal Reserve Bank of San Francisco, Economic Review 3, 23-33.

19. Gilbert, A., C. C. Stone, and M. E. Trebing, 1985. The New Capital Adequacy Standards, Federal Reserve Bank of St. Louis, Economic Review, 12- 20.

20. Goodhart, C., B. Hofmann and M. Segoviano, 2004. Bank Regulation and Macroeconomic Fluctuations, Oxford Review of Economic Policy 20, 591-615.

21. Greenspan, A., 1998. The Role of Capital in Optimal Banking Supervision and Regulation, Proceedings of a Conference Financial Services at the Crossroads: Capital Regulation in the Twenty-First Century, Federal Reserve Bank of New York, Economic Policy Review 4, 161-168.

22. Hancock, D. and J. Wilcox, 1994. Bank Capital and the Credit Crunch: The Roles of Risk-Weighted and Unweighted Capital Regulations, Journal of the Amercian Real Estate and Urban Economics Association 22, 59-94.

23. Haubrich, J.G. and P. Wachtel, 1993. Capital Requirements and Shifts in Commercial Bank Portfolios, Federal Reserve Bank of Cleveland Economic Review 29, 2-15.

24. Heid, F., 2007. The Cyclical Effects of the Basel II Capital Requirements, Journal of Banking and Finance 31, 3885-3900.

25. Herring, R., 2005. Implementing Basel II: Is the Game Worth the Candle? Financial Markets, Institutions & Instruments 14, 267- 287.
    Paper not yet in RePEc: Add citation now
    
26. Jackson, P., C. Furfine, H. Groeneveld, D. Hancock, D. Jones, W. Perraudin, L. Radecki, and M. Yoneyama, 1999. Capital Requirements and Bank Behaviour: The Impact of the Basle Accord, Basle Committee on Banking Supervision Working Papers.
    Paper not yet in RePEc: Add citation now
    

27. Jacques, K.T. and P. Nigro, 1997. Risk-Based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach, Journal of Economics and Business 49, 533-547.

28. Jacques, K.T., J. Thornton, and E. Coadari, 2010. Adjustment Costs, Errors in Risk Weights, and Banks’ Balance Sheets: The 1988 Basel Accord Revisited, Banks and Bank Systems 5, 55-63.
    Paper not yet in RePEc: Add citation now
    

29. Jones, D. and J. Mingo, 1998. Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard, Proceedings of a Conference Financial Services at the Crossroads: Capital Regulation in the Twenty-First Century, Federal Reserve Bank of New York, Economic Policy Review 4, 53-60.

30. Jones, D., 2000. Emerging Problems with the Basel Capital Accord: Regulatory Capital Arbitrage and Related Issues, Journal of Banking and Finance 24, 35-58.

31. Kashyap A. J. and J.C. Stein, 2004. Cyclical Implications of the Basel-II Capital Standard, Federal Reserve Bank of Chicago Economic Perspectives, 18-31.
    Paper not yet in RePEc: Add citation now
    
32. Kashyap, A.J., R.G. Rajan, and J.C. Stein, 2008, Rethinking Capital Regulation, Federal Reserve Bank of Kansas City Symposium on Maintaining Stability in a Changing Financial System, Federal Reserve Bank of Kansas City, 431-471.
    Paper not yet in RePEc: Add citation now
    
33. Kaufman, G. G., 2004. Basel II: The Roar that Moused, in the New Basel Capital Accord, B. Gup ed., Thomson Texere Publishers, 39-52.
    Paper not yet in RePEc: Add citation now
    

34. Kim, D. and A. M. Santomero, 1988. Risk in Banking and Capital Regulation. Journal of Finance43(5), 1219-33.

35. Koehn, M. and A. M. Santomero, 1980. Regulation of Bank Capital and Portfolio Risk.

36. Kopecky, K. J. and D. VanHoose, 2004. A Model of the Monetary Sector With and Without Binding Capital Requirements, Journal of Banking and Finance 28, 633646.

37. Kopecky, K. J. and D. VanHoose, 2006. Capital Regulation, Heterogeneous Monitoring Costs, and Aggregate Loan Quality, Journal of Banking and Finance 30, 22352255.

38. Lowe, P., 2004. Credit Risk Measurement and Procyclicality, Banking Supervision at the Crossroads, T. Kuppens, H. Prast and S. Wesseling, eds., Elgar, Edward Publishing, Inc., 136-163.
    Paper not yet in RePEc: Add citation now
    

39. Mingo, J.J., 2000. Policy Implications of the Federal Reserve Study of Credit Risk Models at Major U.S. Banking Institutions, Journal of Banking and Finance 24, 15-33.

40. Myers, S. and N. Majluf, 1984. Corporate Financing and Investment Decisions When Firms Have Information That Investors Do Not Have, Journal of Financial Economics 13(2), 187-221.

41. Office of the Comptroller of the Currency, 1989. Risk-Based Capital Guidelines, Final Rule, Federal Register54(17), January 27, 4168-4184.
    Paper not yet in RePEc: Add citation now
    
42. Office of the Comptroller of the Currency, 1998. Weaknesses in the Current Risk-Based Capital Framework, internal memorandum.
    Paper not yet in RePEc: Add citation now
    
43. Peek, J. and E. Rosengren, 1995. The Capital Crunch: Neither a Borrower or Lender Be, Journal of Money, Credit and Banking 27, 625-638.
    Paper not yet in RePEc: Add citation now
    

44. Resti, A. and A. Sironi, 2007. The Risk Weights in the New Basel Capital Accord: Lessons from Bond Spreads Based on a Simple Structural Model, Journal of Financial Intermediation, 64 – 90.

45. Rochet, J.C., 1992. Capital Requirements and the Behaviour of Commercial Banks, European Economic Review 36, 1137-1170.

46. Shadow Financial Regulatory Committee, 2001. Statement of the Shadow Financial Regulatory Committee on The Basel Committee’s Revised Capital Accord Proposal. February 26. http://fic.wharton.upenn.edu/fic/policy%20page/20051114_ShadowStatement169 %5B1%5D.pdf.
    Paper not yet in RePEc: Add citation now
    

47. Treacy, W.F. and M. Carey, 1998. Credit Risk Rating at Large U.S. Banks, Federal Reserve Bulletin, 897- 921.

48. Van den Heuvel, Skander J., 2002b. The Bank Capital Channel of Monetary Policy, University of Pennsylvania Working Paper.
    Paper not yet in RePEc: Add citation now
    

49. VanHoose, D., 2007. Theories of Bank Behavior Under Capital Regulation, Journal of Banking and Finance, 31 3680-3697.

1. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-01401718.

   Full description at Econpapers || Download paper

2. Analysis of the Relation between Macroprudential and Microprudential Policy. (2015). Blahova, Naa.
   In: European Financial and Accounting Journal.
   RePEc:prg:jnlefa:v:2015:y:2015:i:1:id:136.

   Full description at Econpapers || Download paper

3. Ratings assignments: Lessons from international banks. (2012). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:31:y:2012:i:6:p:1593-1606.

   Full description at Econpapers || Download paper

4. Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?. (2012). Osborne, Matthew ; Francis, William.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:3:p:803-816.

   Full description at Econpapers || Download paper

5. Risk Weights in Regulatory Capital Standards: Is It Necessary to Get It Right?. (2011). Balasubramanyan, Lakshmi ; Jacques, Kevin T..
   In: NFI Working Papers.
   RePEc:nfi:nfiwps:2011-wp-23.

   Full description at Econpapers || Download paper

6. Capital requirement and financial crisis: The case of Japan and the 1997 Asian crisis. (2009). Lahet, Delphine ; Brana, Sophie.
   In: Japan and the World Economy.
   RePEc:eee:japwor:v:21:y:2009:i:1:p:97-104.

   Full description at Econpapers || Download paper

7. Rating Assignments: Lessons from International Banks. (2009). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_2618.

   Full description at Econpapers || Download paper

8. Capital requirements, bank behavior and monetary policy: A theoretical analysis with an empirical application to India. (2008). Ghosh, Saibal.
   In: MPRA Paper.
   RePEc:pra:mprapa:17306.

   Full description at Econpapers || Download paper

9. Firm default and aggregate fluctuations. (2008). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Kindell, Rikard ; Linde, Jesper.
   In: Working Papers.
   RePEc:fip:fedpwp:08-21.

   Full description at Econpapers || Download paper

10. Capital shocks, bank asset allocation, and the revised Basel Accord. (2008). Jacques, Kevin T..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:2:p:79-91.

    Full description at Econpapers || Download paper

11. Firm Default and Aggregate Fluctuations. (2008). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Kindell, Rikard .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7083.

    Full description at Econpapers || Download paper

12. Tests on the Accuracy of Basel II. (2007). Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2007-09.

    Full description at Econpapers || Download paper

13. The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model. (2007). Sironi, Andrea ; Resti, Andrea.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:16:y:2007:i:1:p:64-90.

    Full description at Econpapers || Download paper

14. Basel II and the Value of Bank Differentiation. (2007). Hege, Ulrich ; Feess, Eberhard.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0879.

    Full description at Econpapers || Download paper

15. Good Intentions Gone Awry: A Policy Analysis of the SECs Regulation of the Bond Rating Industry. (2006). White, Lawrence J..
    In: NFI Policy Briefs.
    RePEc:nfi:nfipbs:2006-pb-05.

    Full description at Econpapers || Download paper

16. Internal ratings systems, implied credit risk and the consistency of banks risk classification policies. (2006). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:7:p:1899-1926.

    Full description at Econpapers || Download paper

17. Feedback Effects of Rating Downgrades. (2006). Fulop, Andras.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-06016.

    Full description at Econpapers || Download paper

18. Credit ratings and the standardised approach to credit risk in Basel II. (2005). Van Roy, Patrick.
    In: Finance.
    RePEc:wpa:wuwpfi:0509014.

    Full description at Econpapers || Download paper

19. Good Intentions Gone Awry: A Policy Analysis of the SECs Regulation of the Bond Rating Industry. (2005). White, Lawrence.
    In: Working Papers.
    RePEc:ste:nystbu:05-16.

    Full description at Econpapers || Download paper

20. The new Basel capital accord: Rationale, design and tentative implications for India. (2005). Ghosh, Saibal ; Ray, Partha ; Nachane, D M.
    In: MPRA Paper.
    RePEc:pra:mprapa:17426.

    Full description at Econpapers || Download paper

21. Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?. (2005). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:28:y:2005:i:1:p:43-75.

    Full description at Econpapers || Download paper

22. Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs. (2005). Altman, Edward ; Sabato, Gabriele.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:28:y:2005:i:1:p:15-42.

    Full description at Econpapers || Download paper

23. Exploring Interactions between Real Activity and the Financial Stance. (2005). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0184.

    Full description at Econpapers || Download paper

24. Credit ratings and the standardised approach to credit risk in Basel II. (2005). Van Roy, Patrick.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005517.

    Full description at Econpapers || Download paper

25. De Ble 1 à Ble 2. Effets sur le marché du crédit. (2005). Artus, Patrick.
    In: Revue économique.
    RePEc:cai:recosp:reco_561_0077.

    Full description at Econpapers || Download paper

26. THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS?. (2005). Sironi, Andrea ; Resti, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_548_05.

    Full description at Econpapers || Download paper

27. The Basel II Accord: Internal ratings and bank defferentiation. (2004). Hege, Ulrich ; Fees, Eberhard .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200425.

    Full description at Econpapers || Download paper

28. The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature. (2004). Allen, Linda.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:13:y:2004:i:2:p:41-108.

    Full description at Econpapers || Download paper

29. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?. (2004). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0162.

    Full description at Econpapers || Download paper

30. Value-at-risk vs. building block regulation in banking. (2004). Lehar, Alfred ; Dangl, Thomas.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:13:y:2004:i:2:p:96-131.

    Full description at Econpapers || Download paper

31. Economic and regulatory capital allocation for revolving retail exposures. (2004). Perli, Roberto ; Nayda, William I..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:4:p:789-809.

    Full description at Econpapers || Download paper

32. An Analysis of Ratings of Russian Banks. (2003). van soest, arthur ; Peresetsky, Anatoly ; Karminsky, Alexandr ; van Soest, A. H. O., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:5b60e672-da50-41be-af9c-a034d4bba368.

    Full description at Econpapers || Download paper

33. Business and Default Cycles for Credit Risk. (2003). Lucas, Andre ; Koopman, Siem Jan ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20030062.

    Full description at Econpapers || Download paper

34. The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach. (2003). Rime, Bertrand .
    In: Working Papers.
    RePEc:szg:worpap:0305.

    Full description at Econpapers || Download paper

35. Is Automotive Leasing a Risky Business?. (2003). Schmit, Mathias.
    In: Working Papers CEB.
    RePEc:sol:wpaper:03-009.

    Full description at Econpapers || Download paper

36. Economic and regulatory capital allocation for revolving retail exposures. (2003). Perli, Roberto ; Nayda, William I..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-39.

    Full description at Econpapers || Download paper

37. The institutional memory hypothesis and the procyclicality of bank lending behavior. (2003). Udell, Gregory ; Berger, Allen.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-02.

    Full description at Econpapers || Download paper

38. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy. (2002). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Carling, Kenneth ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0142.

    Full description at Econpapers || Download paper

39. Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings. (2002). Wall, Larry ; Evanoff, Douglas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:5:p:989-1009.

    Full description at Econpapers || Download paper

40. Comments on Credit ratings and the BIS capital adequacy reform agenda. (2002). Bliss, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:5:p:923-928.

    Full description at Econpapers || Download paper

41. Credit ratings and the BIS capital adequacy reform agenda. (2002). Altman, Edward ; BHARATH, SREEDHAR T. ; Saunders, Anthony.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:5:p:909-921.

    Full description at Econpapers || Download paper

42. The new Basle Accord, internal ratings, and the incentives of banks. (2002). Kirstein, Roland.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:21:y:2002:i:4:p:393-412.

    Full description at Econpapers || Download paper

43. The basle Committees proposals for a new capital adequacy assessment framework: a critique. (2001). Hall, Maximilian ; Maximilian J. B. Hall, .
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:2001:21.

    Full description at Econpapers || Download paper

44. The basle Committees proposals for a new capital adequacy assessment framework: a critique. (2001). Hall, Maximilian ; Maximilian J. B. Hall, .
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:2001:21.

    Full description at Econpapers || Download paper

45. Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions. (2001). Furfine, Craig.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:20:y:2001:i:1:p:33-56.

    Full description at Econpapers || Download paper

46. Capital requirements, business loans, and business cycles: an empirical analysis of the standardized approach in the new Basel Capital Accord. (2001). Zakrajšek, Egon ; Whitesell, William ; Carpenter, Seth B. ; Zakrajsek, Egon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-48.

    Full description at Econpapers || Download paper

47. Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings. (2001). Wall, Larry ; Evanoff, Douglas.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-25.

    Full description at Econpapers || Download paper

48. Bank failures in banking panics: Risky banks or road kill?. (2001). Hafer, Rik ; Dwyer, Gerald.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-13.

    Full description at Econpapers || Download paper

49. Procyclicality of the financial system and financial stability: issues and policy options. (2001). Lowe, Philip ; Furfine, Craig ; Borio, Claudio.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:01-01.

    Full description at Econpapers || Download paper

50. The New Basle Accord, Internal Ratings, and the Incentives of Banks. (2000). Kirstein, Roland.
    In: CSLE Discussion Paper Series.
    RePEc:zbw:csledp:200006.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 12:34:16 || Missing content? Let us know