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Kane, Edward J. - 2006

Financial safety nets are incomplete social contracts that assign responsibility to various economic sectors for preventing, detecting, and paying for potentially crippling losses at financial institutions. This paper uses the theories of incomplete contracts and sequential bargaining to...

Persistent link: https://www.econbiz.de/10012465955

Implications of Alternative Operational Risk Modeling Techniques

de Fontnouvelle, Patrick - 2005

Quantification of operational risk has received increased attention with the inclusion of an explicit capital charge for operational risk under the new Basle proposal. The proposal provides significant flexibility for banks to use internal models to estimate their operational risk, and the...

Persistent link: https://www.econbiz.de/10012467582

A Note on Liquidity Risk Management

Brunnermeier, Markus K. - 2009

When a firm is unable to roll over its debt, it may have to seek more expensive sources of financing or even liquidate its assets. This paper provides a normative analysis of minimizing such rollover risk, through the optimal dynamic choice of the maturity structure of debt. The objective of a...

Persistent link: https://www.econbiz.de/10012463920

Pillar 1 vs. Pillar 2 Under Risk Management

Pelizzon, Loriana - 2005

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

Persistent link: https://www.econbiz.de/10012467010

Supply Chain Resilience : Evidence from Indian Firms

Khanna, Gaurav; Morales, Nicolas; Pandalai-Nayar, Nitya - National Bureau of Economic Research - 2022

We characterize what features make supply chains more resilient. Using new data on the universe of firm-to-firm transactions from an Indian state, we identify firms with larger supplier risk following the Covid-19 lockdowns. Using an event-study design we find firms with suppliers in...

Persistent link: https://www.econbiz.de/10013462737

A Theory of Bank Capital

Diamond, Douglas W. - 1999

deposits excessively fragile in which case there is a role for outside bank capital. Greater bank capital reduces liquidity … creation by the bank but enables the bank to survive more often and avoid distress. A more subtle effect is that banks with … different amounts of capital extract different amounts of repayment from borrowers. The optimal bank capital structure trades …

Persistent link: https://www.econbiz.de/10012471351

Impacts of the Basle Capital Standard on Japanese Banks' Behavior

Ito, Takatoshi - 1998

This paper examines how the risk based capital standards, the so-called Basle Accord between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which are part of tier II capital, became smaller. Empirical findings are consistent with a view that banks with lower...

Persistent link: https://www.econbiz.de/10012472084

Perspective on Bank Capital Adequacy : Time-Series Analysis

Goodman, Laurie - 1978

The first part of this paper provides a historical perspective on bank risks. Five-year moving average measures of … outside New York banks from 1950-1976.We use a carefully constructed series of bank balance sheet data to compute correlations … proposed in Sharpe ("Bank Capital Adequacy, Deposit Insurance and Security Values," June 1978) to gain information about …

Persistent link: https://www.econbiz.de/10012478896

Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries

McCulloch, J. Huston - 1978

of deposit insurance as a function of capital-asset ratio for a bank with demand liabilities and longer term, default …

Persistent link: https://www.econbiz.de/10012478901

Bank Capital Adequacy, Deposit Insurance and Security Values, Part I

Sharpe, William F. - 1977

This paper provides a formal setting for the analysis of the capital adequacy of an institution with deposits insured by a third party. An insured depositor has a claim against the institution and a contingent claim against the insurer. This paper analyzes the effect of the riskiness of the...

Persistent link: https://www.econbiz.de/10012478926

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