Government-nanced bank restructuring programs, occasionally costing up to 50% of GDP,are commonly used to resolve … costs under dierent nancingoptions. In our model bank credit is essential, due to a working capital constraint onrms, and …

themarket risk capital figures reported by bank holding companiesare most useful for tracking changes in market risk exposuresat …

relatedto subsequent bank failure. Perhaps not surprisingly, we findthat all three ratios are strongly informative about …

[...]This paper examines the impact that the PCAstandards had on bank portfolios following the passage ofFDICIA in 1991 … (1997) to study the impactof risk-based capital, is used to examine how PCA simultaneouslyinfluenced bank capital ratios and … capitaland portfolio risk is explicitly recognized, and as such, theimpact of possible changes in bank capital ratios on risk ina …

In August 1996, the U.S. bank regulatory agenciesadopted the market risk amendment (MRA) to the 1988Basle Capital …

It is my pleasure to join President McDonough and our colleaguesfrom the Bank of Japan and the Bank of England ….Moreover, this conference comes at a most critical andopportune time. As you are aware, the current structure ofregulatory bank …