The Economics of International Banking

2017 ◽  
pp. 89-113
Author(s):  
David VanHoose
Keyword(s):  
International Banking

scholarly journals Regulatory foundations of financialisation: May Day, Big Bang and international banking, 1975–1990

2020 ◽  
Vol 27 (3) ◽  
pp. 397-417
Author(s):  
Catherine R. Schenk
Keyword(s):  
New York ◽  
Financial Markets ◽  
Big Bang ◽  
International Banking ◽  
Geographic Pattern ◽  
Financial Conglomerates ◽  
Financial Activity ◽  
National Characteristics ◽  
Banking Activity ◽  
May Day

From the 1970s to the 1990s there was a revolution in international financial markets, which combined the processes of financialisation and globalisation. Deregulation and financial innovation were the two underlying forces that facilitated this transformation. At the same time, distinctive national characteristics of banking structures and cultures influenced the way that financial globalisation affected the geographic distribution of financial activity. This article addresses these seismic shifts through three perspectives: changes in regulation and the geographic pattern of international banking activity, reform of the main stock markets in New York and London and the rise of financial conglomerates. It identifies complementarity as well as competition among international financial centres.

Regulation of international banking

1988 ◽  
Vol 22 (2) ◽  
pp. 347-352
Author(s):  
Steven R. Weisbrod
Keyword(s):  
International Banking

Benchmarking and crosschecking international banking economic and regulatory capital

2005 ◽  
Vol 13 (1) ◽  
pp. 65-79 ◽  
Author(s):  
John L. Simpson ◽  
John Evans
Keyword(s):  
Banking System ◽  
Performance Model ◽  
Capital Adequacy ◽  
Future Research ◽  
Informational Efficiency ◽  
International Banking ◽  
Regulatory Capital ◽  
Loan Loss ◽  
Banking Systems ◽  
Loan Loss Provisions

The purpose of this paper is to provide banking regulators with another tool to crosscheck the appropriateness and consistency of levels of capital adequacy for banks. The process begins by examining banking systems and focuses on market risks and the systemic risks associated with growing global economic integration and associated systemic interdependence. The model provides benchmarks for economic and regulatory capital for international banking systems using country, regional and global stock‐market generated price index returns data. The benchmarks can then be translated to crosschecking capital levels for banks within those systems. For analytical purposes systems are assumed to possess a degree of informational efficiency and credit, liquidity and operational risks are held constant or at least assumed to be covered in loan loss provisions. An empirical study is included that demonstrates how market risk and systemic risk can be accounted for in a benchmark banking system performance model. Full testing of the model is left for future research. The paper merely proposes that such an approach is feasible and useful and it is in no way intended to be a replacement for the current Basel Accord.

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