EX-ANTE VERSUS EX-POST REGULATION OF BANK CAPITAL

Arup Daripa () and Simone Varotto ()

Chapter 2 in Banking and Capital Markets:New International Perspectives, 2010, pp 29-58 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionThe ModelThe Bank's Objective FunctionThe Regulator's Objective FunctionInformationA Picture of the ModelThe Regulatory BenchmarkEx-Ante RegulationResult 1 (Importance of Information on Underlying Risk)Result 2 (Relative Unimportance of Information on Managerial Risk Aversion)Ex-Post RegulationResult 3 (Use of Bank's Expertise)Result 4 (Importance of Information on the Manager's Type)Combining Ex-Ante and Ex-Post RegulationResult 5Result 6 (Asymmetry Under High Safety Bias)Regressive Property and Bunching Effect: An Example with Linear PenaltiesTwo Special CasesPoor Bank Information on RiskResult 7Absence of Full Control Through PenaltiesResult 8Ex-Ante and Ex-Post Regulation in Basel IIConclusionEndnotesReferences

Keywords: Financial Crises; Bank Lending; Corporate Governance; Equity Costs; International Joint Ventures; Value-at-Risk; Cross-Border Acquisitions; Cross-Country Listings; Buyout Activity; Spillover Effects (search for similar items in EconPapers)
Date: 2010
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Related works:
Working Paper: Ex Ante Versus Ex Post Regulation of Bank Capital (2005)
Working Paper: Ex Ante Versus Ex Post Regulation of Bank Capital (2005)
Working Paper: Ex Ante versus Ex Post Regulation of Bank Capital (2004)
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