Loan pricing under Basel II in an imperfectly competitive banking market
- 31 December 2008
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 32 (12), 2725-2733
- https://doi.org/10.1016/j.jbankfin.2008.07.009
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Procyclicality in Basel II: Can we treat the disease without killing the patient?Journal of Financial Intermediation, 2006
- Pricing risky bank loans in the new Basel 2 environmentJournal of Banking Regulation, 2006
- Procyclicality and the new Basel Accord - banks? choice of loan rating systemEconomic Theory, 2005
- Diversification and Performance in Banking: The Israeli CaseJournal of Financial Services Research, 2005
- Loan pricing under Basel capital requirementsJournal of Financial Intermediation, 2004
- How will Basel II Affect Bank Lending to Emerging Markets? An Analysis Based on German Bank Level DataSSRN Electronic Journal, 2004
- What Drives Bank Competition? Some International EvidenceJournal of Money, Credit and Banking, 2004
- A risk-factor model foundation for ratings-based bank capital rulesJournal of Financial Intermediation, 2003
- Banks as Multioutput Oligopolies: An Empirical Evaluation of the Retail and Corporate Banking MarketsJournal of Money, Credit and Banking, 1998
- A Theory of the Banking FirmJournal of Money, Credit and Banking, 1971