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Coherent measures of a bank's whole risk capital imply a structure of a bank's optimal credit portfolio that is … capital. …
Persistent link: https://www.econbiz.de/10009646401
minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to … regulatory capital and subsequent merger activity, including organization and time fixed effects, while the second test employs a … " difference in difference" analysis of the change in merger activity that occurred the last time U.S. regulatory capital standards …
Persistent link: https://www.econbiz.de/10011689918
minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to … regulatory capital and subsequent merger activity, including organization and time fixed effects, while the second test employs a … " difference in difference" analysis of the change in merger activity that occurred the last time U.S. regulatory capital standards …
Persistent link: https://www.econbiz.de/10005702818
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond … of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other …
Persistent link: https://www.econbiz.de/10013470728
After the financial crisis financial regulators increased banks’ capital adequacy ratios (CET1/RWA) requirements in … order to make the financial system more resilient. The new capital requirements could be achieved through different channels …, some of which might affect bank’s ability to finance the real economy. We perform a decomposition of the changes in capital …
Persistent link: https://www.econbiz.de/10012055399
bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank … capital on lending is relatively strong in cooperative banks and savings banks. We also expect that this effect is nonlinear …, and is stronger in 'low' capital banks than in 'high' capital banks. To test our hypotheses we apply two-step GMM robust …
Persistent link: https://www.econbiz.de/10012232366
The aim of this paper is to analyse how banking firms set their capital ratios, that is, the rate of equity capital … optimal capital ratio; the first one for firms not affected by capital adequacy regulation, the second one for firms which are …
Persistent link: https://www.econbiz.de/10004985251
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond … of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other …
Persistent link: https://www.econbiz.de/10012010272
bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank … capital on lending is relatively strong in cooperative banks and savings banks. We also expect that this effect is nonlinear …, and is stronger in "low" capital banks than in "high" capital banks. To test our hypotheses we apply two-step GMM robust …
Persistent link: https://www.econbiz.de/10012030770
The Basle II parameter called Loss Given Default (LGD) aims to estimate the expected losses on not yet defaulted accounts in the case of default. Banks firstly need to collect historical recovery data, discount the recovery income and cost cash flow to the time of default, and calculate...
Persistent link: https://www.econbiz.de/10010512837