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Bank capital allocation under multiple constraints

Goel, Tirupam; Lewrick, Ulf; Tarashev, Nikola A. - In: Journal of financial intermediation 44 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012653823

A theory of risk capital

Erel, Isil; Myers, Stewart C.; Read, James A. - In: Journal of financial economics 118 (2015) 3, pp. 620-635

Persistent link: https://www.econbiz.de/10011480544

Why do banks choose to finance with equity?

Sorokina, Nonna Y.; Thornton, John H.; Patel, Ajay - In: Journal of financial stability 30 (2017), pp. 36-52

Persistent link: https://www.econbiz.de/10011825589

Banking firm, equity and value at risk

Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53

The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...

Persistent link: https://www.econbiz.de/10009768157

Nonconsolidated affiliates, bank capitalization, and risk taking

Gong, Di; Huizinga, Harry; Laeven, Luc - In: Journal of banking & finance 97 (2018), pp. 109-129

Persistent link: https://www.econbiz.de/10011967324

Evaluating risk‐based capital regulation

Hogan, Thomas L.; Meredith, Neil R.; Pan, Xuhao Harry - In: Review of financial economics : RFE 36 (2018) 2, pp. 83-96

Persistent link: https://www.econbiz.de/10011948561

Equity versus bail-in debt in banking : an agency perspective

Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier - 2017

Persistent link: https://www.econbiz.de/10011708478

Corporate tax-shields and capital structure : leveling the playing field in debt vs equity finance

Cao, Yifei; Whyte, Kemar - In: The European journal of finance 29 (2023) 15, pp. 1716-1735

Persistent link: https://www.econbiz.de/10014388502

The leverage anomaly in U.S. bank stock returns

Venmans, Frank - In: Journal of international financial markets, … 75 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012820423

Risk model backtesting

Terzić, Ivica; Milojević, Marko - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 62 (2016) 1, pp. 151-162

Persistent link: https://www.econbiz.de/10011483358

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