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Volumn 24, Issue 2-3, 2003, Pages 181-200

Using loan rates to measure and regulate bank risk: Findings and an immodest proposal

Author keywords

Credit risk pricing; Deposit insurance reform; Risk based capital regulation

Indexed keywords


EID: 4043174171     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/b:fina.0000003322.43105.33     Document Type: Conference Paper
Times cited : (34)

References (9)
  • 1
    • 0000917715 scopus 로고    scopus 로고
    • Default rates in the syndicated bank loan market: A mortality analysis
    • Altman, Edward I., and Heather J. Suggitt. "Default Rates in the Syndicated Bank Loan Market: A Mortality Analysis." Journal of Banking and Finance 24, no. 1-2 (2001), 229-253.
    • (2001) Journal of Banking and Finance , vol.24 , Issue.1-2 , pp. 229-253
    • Altman, E.I.1    Suggitt, H.J.2
  • 2
    • 0001778789 scopus 로고
    • Collateral, loan quality, and bank risk
    • Berger, Allen N., and Gregory Udell. "Collateral, Loan Quality, and Bank Risk." Journal of Monetary Economics 25 (1990), 43-47.
    • (1990) Journal of Monetary Economics , vol.25 , pp. 43-47
    • Berger, A.N.1    Udell, G.2
  • 3
    • 0001289029 scopus 로고    scopus 로고
    • Internal credit rating systems at large U.S. Banks
    • November
    • Carey M., and Treacy, W. "Internal Credit Rating Systems at Large U.S. Banks." Federal Reserve Bulletin (November), 1998.
    • (1998) Federal Reserve Bulletin
    • Carey, M.1    Treacy, W.2
  • 4
    • 0003409223 scopus 로고    scopus 로고
    • Finance and Economics Discussion Series, Board of Governors of the Federal Reserve, Issue 98-51 (December)
    • English, W. B., and Nelson, W. R. "Bank Risk Rating of Business Loans." Finance and Economics Discussion Series, Board of Governors of the Federal Reserve, Issue 98-51 (December, 1998).
    • (1998) Bank Risk Rating of Business Loans
    • English, W.B.1    Nelson, W.R.2
  • 6
    • 0000306698 scopus 로고
    • Bank commercial loan markets and the role of market structure: Evidence from surveys of commercial lending
    • Hannan, Timothy. "Bank Commercial Loan Markets and the Role of Market Structure: Evidence From Surveys of Commercial Lending." Journal of Banking and Finance 15 (1992), 122-149.
    • (1992) Journal of Banking and Finance , vol.15 , pp. 122-149
    • Hannan, T.1
  • 7
    • 38249042673 scopus 로고    scopus 로고
    • Appearance and reality in deposit insurance - The case for reform
    • June
    • Kane, Edward. "Appearance and Reality in Deposit Insurance - the Case for Reform." Journal of Banking and Finance June, 175-188.
    • Journal of Banking and Finance , pp. 175-188
    • Kane, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.