Výsledky vyhledávání - "John J. Mingo"

Policy implications of the Federal Reserve study of credit risk models at major US banking institutions

Autor: John J. Mingo

Publikováno v: Journal of Banking & Finance. 24:15-33

The current regulatory capital standard for banks – the Basle Accord – is a lose/lose proposition. Regulators cannot conclude that a bank with a nominally high regulatory capital ratio has a correspondingly low probability of insolvency. On the o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::441edb637b73fca15e2e21164941f029
https://doi.org/10.1016/s0378-4266(99)00051-5

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Credit risk modeling and internal capital allocation processes: implications for a models-based regulatory bank capital standard

Autor: David S. Jones, John J. Mingo

Publikováno v: Journal of Economics and Business. 51:79-108

This paper surveys the current state-of-the-art in credit risk modeling at large U.S. banks. Within this context, the paper examines the near-term feasibility of an internal models approach to setting formal regulatory capital requirements for banks,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::316b1dfaa3136fc044bd62b3603c2a02
https://doi.org/10.1016/s0148-6195(98)00030-7

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The efficiency of bank branches

Autor: Allen N. Berger, John H. Leusner, John J. Mingo

Publikováno v: Journal of Monetary Economics. 40:141-162

An understanding of bank branch efficiency may help resolve a number of conceptual, measurement, and policy questions about efficiency at the bank level. We measure the efficiency of over 760 branches of a large U.S. commercial bank. We find that the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::61e3b59b3dd59fba7686e62ee7d1a495
https://doi.org/10.1016/s0304-3932(97)00035-4

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Bank capital requirements for securitized loan pools

Autor: Patrick H. McAllister, John J. Mingo

Publikováno v: Journal of Banking & Finance. 20:1381-1405

This paper analyzes the riskiness of credit enhancements offered on securitized pools of commercial and industrial loans. It develops a technique for allocating capital to such credit enhancements, based on setting the expected value of the credit lo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d4c59c4b808e22c6d5f002d045ac4a27
https://doi.org/10.1016/0378-4266(96)00003-9

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Open-bank assistance transactions and prompt corrective action

Autor: John J. Mingo

Publikováno v: Journal of Financial Services Research. 8:313-325

Open-bank assistance (OBA), provided to troubled banking institutions by the FDIC to prevent their failure, has been criticized extensively on grounds that closed-bank transactions, especially early closed bank transactions, are less expensive to the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::77899c3864290803579504d8e8561725
https://doi.org/10.1007/bf01051972

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Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard: Summary of Presentation

Autor: David Jones, John J. Mingo

Publikováno v: SSRN Electronic Journal.

The authors provide examples by which information from internal credit risk models might be usefully incorporated into regulatory or supervisory capital policies. In view of the modeling concerns described, incorporating internal credit risk measurem

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::86d7649f79ed3d73627861c801719103
https://doi.org/10.2139/ssrn.1028747

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Industry practices in credit risk modeling and internal capital allocations: implications for a models-based regulatory capital standard

Autor: David M. Jones, John J. Mingo

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on February 2

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::3ed930ac39ed1f402aeca0ec1abc6eaf
https://www.newyorkfed.org/medialibrary/media/research/epr/98v04n3/9810jone.pdf

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Premiums in Private versus Public Bank Branch Sales

Autor: James A. Berkovec, John J. Mingo, Xuechun Zhang

Publikováno v: SSRN Electronic Journal.

This paper is the first to directly estimate the determinants of differences in premiums received by public and private sellers in the market for bank branches (deposit bases). Deposit premiums received in private sector transactions exceeded those r

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54db2bc8b4f77adc76db2a82c0c16075
https://doi.org/10.2139/ssrn.38580

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