We develop a dynamic model of banking to assess the effects of liquidity and leverage requirements on banks' insolvency … risk. In this model, banks face taxation, flotation costs of securities, and default costs and maximize shareholder value …

We develop a dynamic model to assess the effects of liquidity and leverage requirements on banks' insolvency risk. The … model features endogenous capital structure, liquid asset holdings, payout, and default decisions. In the model, banks face …

This paper finds that banks that offered lower opening bids were rewarded with significantly lower warrant repurchase … bias in negotiations, these are real transactions involving large sums of money. This paper finds that larger banks paid …

money center banks). The “intermediary depiction model” that the SEC has always used is inadequate in financial innovation …

-owned banks. The levels of non-performing loans and capital adequacy ratios compare poorly in international perspective and may … for the two main stateowned banks in mid-2012. To foster the credibility of the new tests, the main results and underlying … by ring-fencing impaired assets, which would create conditions for an orderly resolution of non-viable banks and a rapid …

capital to a market based leverage ratio of 3%, EUR 84 billion of extra capital would be needed for the largest 60 banks ….<P> At the bank level, the top tertile of well-capitalised banks (with a market based leverage ratio well above 4%) continues … lending. By contrast, the 2nd tertile of medium-capitalised banks (between 3 and 4%) and the 3rd tertile of weakly capitalised …

, accounting principles and disclosure requirements of public companies on the practice of rewarding executives of the US banks is …