regulatory reform. The analysis ascribes the crisis not only to problems in subprime mortgage lending and securitization, but … and securitization, focusing on problems of security design and governance, and lack of external discipline from rating … interplay of price declines in malfunctioning markets, fair value accounting, an insufficiency of bank equity, and regulation …

This paper examines how Basel III capital reforms affected bank lending in Ger- many. We focus on the increase of …-based capital regulation significantly affected low capitalized banks. The impact depends on a bank's credit risk model, i ….e. whether a bank applies the standardized approach (SA) or an internal ratings-based approach (IRBA) to determine risk weights …

SFAS 166 and 167 require banks to consolidate certain off‒balance sheet securitization entities. I investigate how this …

We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …