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Czasopismo
2003 | nr 1 | 40--55
Tytuł artykułu

Wpływ dyscypliny regulacyjnej na dycypinę rynkową w bankowości

Warianty tytułu
Języki publikacji
PL
Abstrakty
W artykule podano definicje dwóch rodzajów dyscyplin, którym poddane są współczesne banki: dyscypliny regulacyjnej i dyscypliny rynkowej. Omówiono wpływ działań nadzoru na zawartość sprawozdań finansowych banków. Omówiono znaczenie ocen nadzorczych i oddziaływania regulacyjnego dla kapitałodawców. Przedstawiono także problem wpływu dyscypliny regulacyjnej na możliwości dyscyplinowania banków przez podmioty sektora prywatnego i sposób monitorowania przez nie banków.
Czasopismo
Rocznik
Numer
Strony
40--55
Opis fizyczny
Twórcy
Bibliografia
  • L. Allen, J. Jagtiani, J.T. Moser: Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through BHC's Applications to Convert to FHC's, Federal Reserve Bank of Chicago, Policy Studies, March 2001.
  • L. Allen, J. Jagtiani, J.T. Moser: Futher Evidence on the Information Content of Bank Examinations Ratigs: A Study of BHC-to-FHC Conversion Applications. "Journal of Financial Services Research", Vol. 20, No 2-3, October-December 2001
  • A.N. Berger, S.M. Davies: The Information Content of Bank Examinations. "Journal of Financial Services Research", Vol. 14, No. 2, October 1998, s. 117-144.
  • A.N. Berger, S.M. Davies, M.J. Flannery: Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When? "Journal of Money, Credit, and Banking", Vol. 32, No. 3, August 2000, s. 657.
  • M.T. Billett, J.A. Garfinkel, E.S. O'Neal: The Cost of Market versus Regulatory Discipline in Banking. "Journal of Financial Economics", Vol. 48, No. 3, 1998, s. 336-339.
  • R.R. Bliss: Market Discipline and Subordinated Debt: a Review of Some Salient Issues. "Economic Perspectives", Federal Reserve Bank of Chicago, Vol. 25, No. 1, First Quarter 2001, s. 25, 41.
  • R.R. Bliss, M.J. Flannery: Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing. Working Paper Series, Federal Reserve Bank of Chicago, March 2000, s. 2.
  • J.B. Caouette, E.I. Altman, P. Narayanan: Managing Credit Risk. The Next Great Financial Challenge, John Wiley & Sons, Inc, New York, 1998, s. 139-146.
  • R.A. Cole, J.W. Gunther: Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems. "Journal of Financial Services Research ", Vol. 13, No. 2, April 1998, s. 103-117.
  • T.J. Curry, G.S. Fissel: Regulator Use of Market Data to Improve the Identification of Bank Financial Distress. Working Paper, Federal Deposit Insurance Corporation, December 2001.
  • D. Dahl, J. P. O'Keefe, G.A. Hanweck: The Influence of Examiners and Auditors on Loan-Loss Recognition. "Banking Review", Federal Deposit Insurance Corporation, Vol. 11, No. 4, s. 10-25.
  • A. De Servigny: Le risque de credit. Nouveaux enjeux bancaires. Paris 2001 Dunod, s. 60-64.
  • R. Deyoung, M.J. Flannery, W.W. Lang, S. Sorescu: The Information Content of Bank Exam Ratings and Subordinated Debt Prices. "Journal of Money, Credit, and Banking" Vol. 33, No. 4, November 2001, s. 900-925.
  • M.J. Flannery: The Faces of "Market Discipline". "Journal of Financial Services Research", Vol. 20, No. 2/3, October-December 2001, s. 107-119, 109-110;
  • M.J. Flannery: Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence. "Journal of Money, Credit, and Banking", Vol. 30, No. 3, August 1998, s. 276-277.
  • M.J. Flannery, J.F. Houston: The Value of Government Monitor for U.S. Banking Firms. "Journal of Money, Credit, and Banking", Vol. 31, No. 1, February 1999, s. 14-34.
  • R. Gropp, J. Vesala, G. Vulpes: Equity and Bond Market Signals as Leading Indicators of Bank Fragility. European Central Bank, Working Paper Series, No. 150, June 2002.
  • R. Gropp, J. Vesala, G. Vulpes: Equity and Bond Market Signals as Leading Indicators of Bank Fragility. The Impact of Economic Slowdowns on Financial Institutions and Their Regulators, Federal Reserve Bank of Boston, April 2002.
  • J.W. Gunther, M.E. Levonian, R.R. Moore: Can the Stock Market Tell Bank Supervisors Anything They Don't Already Know? "Economic and Financial Review", Federal Reserve Bank of Dallas, Second Quarter 2001, s. 2-9;
  • J.W. Gunther, R.R. Moore: Financial Statements and Reality: Do Troubled Banks Tell All? "Economic & Financial Review", Federal Reserve Bank of Dallas, Third Quarter, 2000, s. 30-35;
  • J.W. Gunther, R.R. Moore: Loss Underreporting and the Auditing Role of Bank Exams. Symposium on The Impact of Economic Slowdowns on Financial Institutions and Their Regulators, Federal Reserve Bank of Boston, April 17-19, 2002.
  • B.J. Hirtle, J.A. Lopez: Supervisory Information and the Frequency of Bank Examinations. Federal Reserve Bank of New York, Economic Policy Review, April 1999, s. 1-19.
  • K. Jackowicz: Nowozelandzki eksperyment z dyscypliną rynkową w bankowości. "Bank i Kredyt" nr 2/2002, s. 31-42.
  • J.S. Jordan: Pricing Bank Stocks: The Contribution of Bank Examinations. Federal Reserve Bank of Boston, New England Economic Review, May/June 1999, s. 39-53.
  • J.S. Jordan, J. Peek, E.S. Rosengren: The Market Reaction to the Disclosure of Supervisory Actions: Implications for Bank Transparency. "Journal of Financial Intermediation", Vol. 9, 2000, s. 298-319, s. 307-314.
  • F.C. Maclachlan: Market Discipline in Bank Regulation: Panacea or Paradox? "Independent Review", Fall 2001, Vol. 6, s. 227-234.
  • R. Morck, A. Shleifer, R. Vishny: Alternative Mechanisms for Corporate Control. American Economic Review, Vol. 79, 1989, s. 842-852.
  • S. Prowse: Corporate Control in Commercial Banks. "The Journal of Financial Research", Vol. XX, No. 4, Winter 1997, s. 509-527.
  • A. Saunders: Credit Risk Measurement. New Approaches to Value at Risk and Othter Paradigms. John Wiley & Sons, Inc., New York, 1999, s. 23-32;
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000000116250

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