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 …

management of operational risk is expected to become a crucial competitive advantage. The new basel capital accord (Basel II) for … the first time establishes both quantitative capital backing and qualitative management requirements for this risk …

) on bank capital, risk, and performance. We find that high risk weighted asset ratios tend to attract supervisory …

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 …

given default parameter. This simplification leads to a surprising phenomenon when the resulting regulatory capital depends …

given default parameter. This simplification leads to a surprising phenomenon where the resulting regulatory capital depends …