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The effect of private investments on banks' capital requirements
Araissi, Mahmoud - In: The European journal of finance 22 (2016) 13/15, pp. 1580-1595
Persistent link: https://www.econbiz.de/10011715496
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Loan syndication under Basel II : how do firm credit ratings affect the cost of credit?
Hasan, Iftekhar; Kim, Suk-Joong; Politsidis, Panagiotis N. - In: Journal of international financial markets, … 72 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012801467
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Adjusting denominators of capital ratios : evidence from Japanese banks
Shimizu, Katsutoshi - In: Journal of financial stability 19 (2015), pp. 60-68
Persistent link: https://www.econbiz.de/10011574236
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Revisiting Basel risk weights : cross-sectional risk sensitivity and cyclicality
Baule, Rainer; Tallau, Christian - In: Journal of business economics : JBE 86 (2016) 8, pp. 905-931
Persistent link: https://www.econbiz.de/10011667253
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The Impact of Pillar 3 Disclosure Requirements on Bank Safety
Vauhkonen, Jukka - In: Journal of Financial Services Research 41 (2012) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10010863601
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The risk sensitivity of Basel risk weights and loan loss provisions : evidence from European banks
Baule, Rainer; Tallau, Christian - In: The European journal of finance 27 (2021) 18, pp. 1855-1886
Persistent link: https://www.econbiz.de/10013373208
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Economic and Regulatory Capital: What is the Difference?
Elizalde, Abel; Repullo, Rafael - C.E.P.R. Discussion Papers - 2004
This Paper analyses the determinants of regulatory capital (the minimum required by regulation) and economic capital (the capital that shareholders would choose in absence of regulation) in the context of the single risk factor model that underlies the New Basel Capital Accord (Basel II). The...
Persistent link: https://www.econbiz.de/10005123827
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The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data
Saurina, Jesús; Trucharte, Carlos - In: Journal of Financial Services Research 26 (2004) 2, pp. 121-144
Persistent link: https://www.econbiz.de/10005068181
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Cyclical adjustment of capital requirements: A simple framework
Repullo, Rafael - In: Journal of Financial Intermediation 22 (2013) 4, pp. 608-626
We present a model of an economy with heterogeneous banks that may be funded with uninsured deposits and equity capital … bank capital and show that optimal capital requirements should be lowered. Failure to do so would keep banks safer but …
Persistent link: https://www.econbiz.de/10010719496
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Migration in structural credit rating models
Avramidis, Panagiotis - In: International Journal of Banking, Accounting and Finance 2 (2010) 1, pp. 31-46
Banks that choose credit rating models for capital calculations depending solely on an accuracy criterion may overlook … can be substantially different depending on the parameters' values. This result highlights banks' need to consider …
Persistent link: https://www.econbiz.de/10008755589