Modem capital management by financial institutions: Implications for agricultural lenders

Agricultural Finance Review

Volumn 61, Issue 2, 2001, Pages 103-122

  Bony, Peter J ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Capital management; Credit risk; Financial institutions; New basel accord

Indexed keywords

EID: 13944276135     PISSN: 00021466     EISSN: 20416326     Source Type: Journal    
DOI: 10.1108/00214780180001119     Document Type: Article

References (33)

1. Altman, E., and A. Saunders. "Credit Risk Measurement: Developments Over the Last Twenty Years." J. Banking and Fin. 21 (December 1997): 1721-42.
2. Barry, P. J., ed. Risk Management in Agriculture. Ames, IA: Iowa State University Press, 1984.
3. Barry, P. J., B. J. Sherrick, D. A. Lins, B. L. Dixon, and J. R. Brake. "Farm Credit System Insurance Risk Simulation Model." Agr. Fin. Rev. 56(1996):68-84.
4. Basel Committee on Banking Supervision. "Credit Risk Modeling: Current Practices and Applications." Basel, Switzerland, April 1999a. Online web site at: www.bis.org.
5. Basel Committee on Banking Supervision. "A New Capital Adequacy Framework." Bank for International Settlements, Basel, Switzerland, June 1999b.
6. Basel Committee on Banking Supervision. The New Basel Accord [proposal]. Bank for International Settlements, Basel, Switzerland, January 2001.
7. Boehlje, M. D., and D. Lins. "Risks and Risk Management in an Industrialized Agriculture." Agr. Fin. Rev. 58(1998): 1-16.
8. Brady, T. F., W. B. English, and W. R. Nelson. "Recent Changes to the Federal Reserve's Survey of Terms of Banking Lending." Federal Reserve Bulletin 84(August 1998):604-15.
9. Breitling, F. "Aligning Regulatory and Economic Capital Allocation for a Hypothetical Portfolio of Credit-Risky Bank Assets," Parts I and II. J. Lending and Credit Risk Manage. 82(November/ December 1999):68-79.
10. Caouette, J. B., E. I. Altman, and P. Narayanan. Managing Credit Risk. New York: John Wiley & Sons, 1999.
11. CreditMetrics. Credit risk model, technical document. J. P. Morgan, New York, April 1997.
12. Ellinger, P. N., C. L. Escalante, P. J. Barry, and D. Raab. "Financial Characteristics of Illinois Farms." Center for Farm and Rural Business Finance, University of Illinois, November 2000.
13. Ellinger, P. N., N. S. Splett, and P. J. Barry. "Consistency of Credit Evaluations at Agricultural Banks." Agribus.: An Internat. J. 52(1992):43-56.
14. Farm Credit Administration. "Federal Agricultural Mortgage Corporation: Risk- Based Capital Requirements: Final Rule. " Federal Register 66, 71 (12 April 2001): 19048-73.
15. Rules & Regulations. Farm Financial Standards Council. Financial Guidelines for Agricultural Producers. Naperville, IL, 1995.
16. Featherstone, A., and C. Boessen. "Loan Loss Severity of Agricultural Mortgages." Rev. Agr. Econ. 16(1994):249-58.
17. Federal Reserve System, Board of Governors. "Survey of Terms of Bank Lending to Farmers." In Agricultural Finance Data Book. Washington, DC, 1998-2000.
18. Jones, D. J., and J. Mingo. "Industiy Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard." FRBNYEcon. Policy Rev. (October 1998):53-60.
19. Just, R. J., and R. D. Pope, eds. The Role of Risk in Agriculture. Norwell, MA: Kluwer Academic Publishers, 2001 (forthcoming).
20. Matten, C. Managing Bank Capital: Capital Allocation and Performance Measurement, 2nd ed. New York: John Wiley & Sons, 2000.
21. McAllister, P. M., and J. J. Mingo. "Commercial Loan Risk Management, Credit Scoring, and Pricing: The Need for a New Shared Database." J. Commercial Lending 76(May 1994):6-20.
22. Meerschwam, D. M. Breaking Financial Boundaries. Boston, MA: Harvard Business School, 1991.
23. Miller, L., P. J. Barry, C. DeVuyst, D. A. Lins, and B. J. Sherrick. "Farmer Mac Credit Risk and Capital Adequacy." Agr. Fin. Rev. 54(1994):66-79.
24. Miller, L. H., and E. L. LaDue. "Credit Assessment Models for Farm Borrowers: A Logit Analysis." Agr. Fin. Rev. 49(1989):22-36.
25. Ong, M. K. Internal Credit Risk Models: Capital Allocation and Performance Measurement New York: Risk Publishers, 1999.
26. Saunders, A. Credit Risk Measurement New York: John Wiley & Sons, 1999.
27. Sherrick, B. J., P. J. Barry, and P. N. Ellinger. "Valuation of Credit Risk in Agricultural Mortgages." Amer. J. Agr. Econ. 82(2000):71-81.
28. Smithson, C. W., and G. Hayt. "The State of the Art in Credit Portfolio Modeling." The RMA Journal 84(March 2001):34-38.
29. Splett, N. S., P. J. Barry, B. L. Dixon, and P. N. Ellinger. "A Joint Experience and Statistical Approach to Credit Scoring." Agr. Fin. Rev. 54(1994):39-54.
30. Tanoue, D. "Caution Lights." The RMA Journal 83(December 2000):8-14.
31. Treacy, W. F., and M. S. Carey. "Credit Risk Rating at Large U.S. Banks." Federal Reserve Bulletin 84(November 1998):897-921.
32. Turvey, C. G. "Credit Scoring for Agricultural Loans: A Review with Applications." Agr. Fin. Rev. 51(1991): 43-54.
33. U.S. Department of Agriculture. "Agricultural Income and Finance: Situation and Outlook." USDA, Economic Research Service, Washington, DC, Februaiy 1997.