Under the New Basel Accord bank capital adequacy rules (Pillar 1) are substantially revised but the introduction of two …

liability characteristics of the bank; a second employs these characteristics and other data taken from annual reports; a third … model adds the history of the behavior of the price at the bank's common stock. The central conclusion of the study is that … a useful function in monitoring bank risk. Further, the predictive significance of each variable serves as a measure of …

monetary policy. The theory unifies an endogenous supply of illiquid local loans and risk-sharing among subsidiaries of bank …

efficiently with cross-border issues. To track and control insolvency risk within and across any set of countries, officials must …

, including any effects on the cost of capital and in turn the rates available to borrowers. Standard theory predicts that, in …

Bank risk-based capital (RBC) standards require banks to hold differing amounts of capital for different classes of … weights accurately reflect bank asset risk, we find that the weights fail even in their limited goal of correctly quantifying … are considered in the RBC regulations. We also examine other types of bank risk by estimating a simple factor model that …