use the portfolio approach to assess the optimal risk-return combination of a bank’s portfolio, based on data for 32 … categories of loans. It provides a benchmark for the optimality of the bank’s portfolio. The authors apply this method on an … exhaustive sample of Czech banks for the period January 2005–February 2008. They observe an average excess of risk-taking of 33 …

Czech banks for the period January 2005–-February 2008. We observe an average excess of risk-taking of 33% of the optimal …

creation and perform estimations on a large set of Russian banks. Our findings suggest that the introduction of the deposit … negative sign of the relationship. The implication is that better capitalized banks tend to create less liquidity, which …

between capital ratio and bank efficiency for Chinese banks over the period 2004-2009, taking advantage of the profound … the capital ratio on banks’ cost efficiency. We find that such an increase has a positive effect on cost efficiency, the … size of which depends to an extent on the bank’s ownership type. Our results therefore suggest that capital requirements …

Granger-causality tests in a dynamic GMM panel estimator framework on an exhaustive dataset of Czech banks from 2000 to 2010 … was mainly driven by large banks. We show that capital is found to negatively Granger-cause liquidity creation but also …

This paper introduces the “Excessive Liquidity Creation Hypothesis,” whereby a rise in a bank’s core liquidity creation …

in a dynamic GMM panel estimator framework on an exhaustive data set of Czech banks, which mainly includes small banks … large banks. We show that capital negatively Granger-causes liquidity creation in this industry, where majority of banks are … that Basel III can reduce liquidity creation, but also that greater liquidity creation can reduce banks’ solvency. Thus, we …

Granger-causality tests in a dynamic GMM panel estimator framework on an exhaustive dataset of Czech banks from 2000 to 2010 … was mainly driven by large banks. We show that capital is found to negatively Granger-cause liquidity creation but also …

. These failures were related to increases in non-performing loans and deteriorated cost efficiency of banks. This paper … DeYoung (1997) by applying GMM dynamic panel estimators on a panel of Czech banks between 1994 and 2005. Our findings support …

liquidity creation and perform estimations on a large set of Russian banks. Our findings suggest that the introduction of the … change the negative sign of the relationship. The implication is that better capitalized banks tend to create less liquidity …