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Full-Text Articles in Economics
Adjustment Costs, Errors In Risk Weights, And Banks' Balance Sheets: The 1988 Basel Accord Revisited, Kevin T. Jacques, Elva Coadari, John Thornton
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.
Procyclicality, Bank Lending, And The Macroeconomic Implications Of A Revised Basel Accord, Kevin T. Jacques
Procyclicality, Bank Lending, And The Macroeconomic Implications Of A Revised Basel Accord, Kevin T. Jacques
Kevin T Jacques
No abstract provided.
The International Transmission Of Capital Shocks: Implications Of A Revised Basel Accord For Developing Countries, Kevin T. Jacques
The International Transmission Of Capital Shocks: Implications Of A Revised Basel Accord For Developing Countries, Kevin T. Jacques
Kevin T Jacques
No abstract provided.
Bank Lending And The Effectiveness Of Monetary Policy Under A Revised Basel Accord, Kevin T. Jacques, David Schirm
Bank Lending And The Effectiveness Of Monetary Policy Under A Revised Basel Accord, Kevin T. Jacques, David Schirm
Kevin T Jacques
No abstract provided.
An Application Of Unit Root Tests With A Structural Break To Risk-Based Capital And Bank Portfolio Composition, Kevin T. Jacques
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.
The Impact Of Fdicia And Prompt Corrective Action On Bank Capital And Risk: Estimates Using A Simultaneous Equations Model, Kevin T. Jacques, Raj Aggarwal
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.
Contagion Effects, Macroeconomic Conditions, And The Design Of Regulatory Capital Standards, Kevin T. Jacques, Stephen Hiemstra
Contagion Effects, Macroeconomic Conditions, And The Design Of Regulatory Capital Standards, Kevin T. Jacques, Stephen Hiemstra
Kevin T Jacques
No abstract provided.
Financial Turmoil, Failed Bank Acquistions, And Bank Business Lending Behavior, Kevin T. Jacques, Peter Nigro
Financial Turmoil, Failed Bank Acquistions, And Bank Business Lending Behavior, Kevin T. Jacques, Peter Nigro
Kevin T Jacques
No abstract provided.
Assessing The Impact Of Prompt Corrective Action On Bank Capital And Risk, Kevin T. Jacques, Raj Aggarwal
Assessing The Impact Of Prompt Corrective Action On Bank Capital And Risk, Kevin T. Jacques, Raj Aggarwal
Kevin T Jacques
No abstract provided.
Risk-Based Capital, Portfolio Risk, And Bank Capital: A Simultaneous Equations Approach, Kevin T. Jacques, Peter Nigro
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.