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Journal of Financial Stability Vol. 1 No. 2 2004

The subordinated debt alternative to Basel II

Richard J. Herring

University of Pennsylvania

Abstract

Basel II attempts to eliminate incentives for regulatory capital arbitrage and align capital regulation with best practices in credit risk management. Despite the imposition of very heavy compliance costs, it is unlikely to succeed in achieving either goal. This paper describes an alternative approach, based on mandatory issues of subordinated debt, which makes use of market discipline to achieve these goals at much lower cost.

DOI
10.1016/j.jfs.2004.09.001
Volume
1
Issue
2
Pages
137-155
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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