Coherent measures of a bank's whole risk capital imply a structure of a bank's optimal credit portfolio that is … capital. …

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 …

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 …

How does the shadow banking system respond to changes in capital regulation of commercial banks? We propose a …. Tighter capital requirements for regulated banks cause higher liquidity premia, leading to higher shadow bank leverage and a … capital requirement is around 16% …

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 …

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 …

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 …

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 …

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 …

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 …