Zobrazeno 1 - 10 of 10 pro vyhledávání: '"Kevin T. Jacques"'
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Akademický článek
Capital regulations, supervision and the international harmonization of bank capital ratios
Autor: Kevin T. Jacques
Publikováno v: Banks and Bank Systems, Vol 12, Iss 1, Pp 175-183 (2017)
In recent decades, despite the Basel Committee’s effort to develop internationally uniform regulatory capital standards, the capital ratios of banks across countries continue to exhibit significant differences. This paper examines the fundamental q
Externí odkaz: https://doaj.org/article/6650a992f1ca437c8c7b01e1b1549d7d
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2
Commercial bank small business lending pre and post crisis
Autor: Kevin T. Jacques, Richard Moylan, Peter J Nigro
We analyze small business lending at U.S. commercial banks, how it has changed over time and how it differs by bank size. Specifically, we examine the impact of government policy intervention on small business lending in the aftermath of the financia
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08a3a58a22069758c8a8aed931534243
https://hdl.handle.net/10419/197549
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4
Capital shocks, bank asset allocation, and the revised Basel Accord
Autor: Kevin T. Jacques
Publikováno v: Review of Financial Economics. 17:79-91
In contrast to the 1988 Basel Accord (Basel I), the revised risk-based capital standards (Basel II) propose regulatory capital requirements based on credit ratings. This paper develops a theoretical model to analyze how banks will adjust their low an
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9accc6ceb77eb754deae579f581b0274
https://doi.org/10.1016/j.rfe.2007.03.003
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7
Unit roots, interest rate spreads, and inflation forecasts
Autor: Kevin T. Jacques
Publikováno v: Applied Economics. 27:605-608
Recent research suggests that long-term interest rate spreads provide information that can be useful in forecasting inflation, but that the spread between the three-month and six-month Treasury bill rates appears to have little forecasting ability. T
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f7ea188848bf58cb7bed485f0a2fb287
https://doi.org/10.1080/00036849500000049
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8
Risk Weights in Regulatory Capital Standards: Is it Necessary to 'Get It Right'?
Autor: Kevin T. Jacques, Lakshmi Balasubramanyan
Publikováno v: SSRN Electronic Journal.
In recent decades, bank regulators have become increasingly reliant upon quantitative regulatory capital standards as a means of ensuring that banks hold adequate capital. The risk-based capital standards, from the 1988 Accord through the current Bas
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c4451e19a92d6d6d0a6d45529a7d08d2
https://doi.org/10.2139/ssrn.1940038
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10
Assessing the Impact of Prompt Corrective Action on Bank Capital and Risk
Autor: Raj Aggarwal, Kevin T. Jacques
Publikováno v: SSRN Electronic Journal.
This paper examines the impact that the Prompt Corrective Action (PCA) standards had on bank portfolios following the passage of FDICIA in 1991. To do this, the simultaneous equations model developed by Shrieves and Dahl (1992), and later modified by
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3628883342bf35a5b64ebdad3be67181
https://doi.org/10.2139/ssrn.1024839
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