Cathcart, Lara; El-Jahel, Lina; Jabbour, Ravel - In: Journal of Banking & Finance 53 (2015) C, pp. 112-123
find that the answer to this question lies in the relationship between the capital ratio and the leverage ratio which is …-based capital ratio to a change in its risk-weight(s). One implication of our work regarding the Basel III regulation consists in …