Bank Capital and Risk-Taking : The Impact of Capital Regulation, Charter Value, and the Business Cycle

by Stéphanie M. Stolz

The year-long consultations on Basel II mirror the international popularity of capital requirements as a regulatory instrument. Yet, the impact of capital requirements on banks' behavior is not fully understood. The aim of this study is to contribute to this understanding by answering the following questions: How do banks adjust capital and risk after an increase in capital requirements? How do banks adjust their regulatory capital buffer over the business cycle? And, what is the impact of banks' charter value on the regulatory capital buffer?

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Year of publication:	2007
Other Persons:	Stolz, Stéphanie (contributor)
Publisher:	Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg
Subject:	Basler Akkord \| Basel Accord \| Bankrisiko \| Bank risk \| Risikopräferenz \| Risk attitude \| Konjunktur \| Business cycle \| Unternehmenswert \| Firm value \| Schätzung \| Estimation \| Theorie \| Theory \| EU-Staaten \| EU countries \| Bank \| Regulierung \| Risikoverhalten \| Haftendes Eigenkapital \| Konjunkturzyklus \| Ökonometrisches Modell \| Gewinn \| Kapitalwert
Description of contents:	Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de]

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Extent:	Online-Ressource (XIV, 150 p, digital)
Series:	Kieler Studien ; 337 SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Literaturverz. S. 144 - 150 Front Matter; Introduction; Theoretical Literature; Capital and Risk Adjustments after an Increase in Capital Requirements; Capital and Risk Adjustments over the Business Cycle; The Disciplining Effect of Charter Value on Risk-Taking; Final Remarks; Back Matter
ISBN:	978-3-540-48545-2 ; 978-3-540-48544-5
Other identifiers:	10.1007/978-3-540-48545-2 [DOI]
Classification:	Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013520748