The Leverage Ratio as a Bank Discipline Device

This paper investigates bank portfolio composition under Basel II where the amount of required capital is determined by bank's own risk assessment. We particularly show that in presence of asymmetric information between the bank and the supervisor, it has incentives to understate its risk taking which could be curbed by the addition of the simple leverage ratio as suggested in Basel III

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Year of publication:	2010
Authors:	Rugemintwari, Clovis
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Kapitalstruktur \| Capital structure \| Bankrisiko \| Bank risk \| Bank \| Theorie \| Theory \| Basler Akkord \| Basel Accord

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Extent:	1 Online-Ressource (10 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Revue Economique, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2010 erstellt
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013134795