122
Views
5
CrossRef citations to date
0
Altmetric
General Paper

The impact of Basel Accords on the lender’s profitability under different pricing decisions

&
Pages 1826-1839 | Received 19 Nov 2012, Accepted 23 Sep 2014, Published online: 21 Dec 2017

References

  • AllenLDeLongGSaundersAIssues in the credit risk modeling of retail marketsJournal of Banking and Finance200428472775210.1016/S0378-4266(03)00197-3
  • Baker M and Wurgler J (2013). Do strict capital requirements raise the cost of capital? Banking regulations and the low risk anomaly. National Bureau of Economic Research Working Paper 19018, Cambridge, MA.
  • Basel Committee on Banking Supervision (2004). International convergence of capital measurement and capital standards—a revised framework. Bank for International Settlements.
  • Basel Committee on Banking Supervision (2010). Basel III: A global regulatory framework for more resilient banks and banking systems. Bank for International Settlements.
  • ChakravoritiSToTA theory of credit cardsInternational Journal of Industrial Organization200625358359510.1016/j.ijindorg.2006.06.005
  • HuangBThomasLCCredit card pricing and impact of adverse selectionJournal of the Operational Research Society2014651193120110.1057/jors.2012.173
  • Kashyap A and Stein J (2003). Cyclical Implications of the Basel II Capital Standards. University of Chicago, Working Paper.
  • KirsteinRThe new Basel accord, internal ratings, and the incentives of banksInternational Review of Law and Economics200221439341210.1016/S0144-8188(01)00077-1
  • Oliver RW and Thomas L (2009). Optimal score cutoffs and pricing of regulatory capital in retail credit portfolios. Discussion paper in Centre of Risk Research CRR-09-01, University of Southampton.
  • Perli R and Nayda W (2004). Economic and regulatory capital allocation for revolving retail exposures. Discussion Paper, Federal Reserve Board, Washington DC.
  • PhillipsRLPricing and Revenue Optimization2005
  • RuthenbergDLandskronerYLoan pricing under Basel II in an imperfectly competitive banking marketJournal of Banking and Finance200832122725273310.1016/j.jbankfin.2008.07.009
  • ThomasLConsumer Credit Models: Pricing, Profit, and Portfolios2009

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.