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Finance

Kevin T Jacques

Articles 1 - 10 of 10

Full-Text Articles in Business

Adjustment Costs, Errors In Risk Weights, And Banks' Balance Sheets: The 1988 Basel Accord Revisited, Kevin T. Jacques, Elva Coadari, John Thornton Jan 2010

Adjustment Costs, Errors In Risk Weights, And Banks' Balance Sheets: The 1988 Basel Accord Revisited, Kevin T. Jacques, Elva Coadari, John Thornton

Kevin T Jacques

In the context of a profit-maximization model that recognizes both non-homogeneous adjustment costs and errors in risk weights, this paper examines the question of why different banks exhibited different responses to implementation of the 1988 Accord.

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Procyclicality, Bank Lending, And The Macroeconomic Implications Of A Revised Basel Accord, Kevin T. Jacques Jan 2010

Procyclicality, Bank Lending, And The Macroeconomic Implications Of A Revised Basel Accord, Kevin T. Jacques

Kevin T Jacques

No abstract provided.

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The International Transmission Of Capital Shocks: Implications Of A Revised Basel Accord For Developing Countries, Kevin T. Jacques Jan 2005

The International Transmission Of Capital Shocks: Implications Of A Revised Basel Accord For Developing Countries, Kevin T. Jacques

Kevin T Jacques

No abstract provided.

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Bank Lending And The Effectiveness Of Monetary Policy Under A Revised Basel Accord, Kevin T. Jacques, David Schirm Jan 2004

Bank Lending And The Effectiveness Of Monetary Policy Under A Revised Basel Accord, Kevin T. Jacques, David Schirm

Kevin T Jacques

No abstract provided.

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An Application Of Unit Root Tests With A Structural Break To Risk-Based Capital And Bank Portfolio Composition, Kevin T. Jacques Jan 2003

An Application Of Unit Root Tests With A Structural Break To Risk-Based Capital And Bank Portfolio Composition, Kevin T. Jacques

Kevin T Jacques

No abstract provided.

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The Impact Of Fdicia And Prompt Corrective Action On Bank Capital And Risk: Estimates Using A Simultaneous Equations Model, Kevin T. Jacques, Raj Aggarwal Jan 2001

The Impact Of Fdicia And Prompt Corrective Action On Bank Capital And Risk: Estimates Using A Simultaneous Equations Model, Kevin T. Jacques, Raj Aggarwal

Kevin T Jacques

This paper develops and estimates a 3SLS model to examine the simultaneous impact of PCA on both bank capital and credit risk.

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Contagion Effects, Macroeconomic Conditions, And The Design Of Regulatory Capital Standards, Kevin T. Jacques, Stephen Hiemstra Nov 2000

Contagion Effects, Macroeconomic Conditions, And The Design Of Regulatory Capital Standards, Kevin T. Jacques, Stephen Hiemstra

Kevin T Jacques

No abstract provided.

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Financial Turmoil, Failed Bank Acquistions, And Bank Business Lending Behavior, Kevin T. Jacques, Peter Nigro Jan 2000

Financial Turmoil, Failed Bank Acquistions, And Bank Business Lending Behavior, Kevin T. Jacques, Peter Nigro

Kevin T Jacques

No abstract provided.

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Assessing The Impact Of Prompt Corrective Action On Bank Capital And Risk, Kevin T. Jacques, Raj Aggarwal Jan 1998

Assessing The Impact Of Prompt Corrective Action On Bank Capital And Risk, Kevin T. Jacques, Raj Aggarwal

Kevin T Jacques

No abstract provided.

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Risk-Based Capital, Portfolio Risk, And Bank Capital: A Simultaneous Equations Approach, Kevin T. Jacques, Peter Nigro Jan 1997

Risk-Based Capital, Portfolio Risk, And Bank Capital: A Simultaneous Equations Approach, Kevin T. Jacques, Peter Nigro

Kevin T Jacques

This paper examines the impact the risk-based capital standards had on bank capital and portfolio risk during the first year the risk-based standards were in effect.

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