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reduce loan granting, especially to firms or from banks with lower capital or liquidity ratios. Moreover, responding to …
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We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …
Persistent link: https://www.econbiz.de/10011605257
level and on an example of regulatorily required structure and volume of bank capital. Regulatory requirements and … Financial Supervision and Single Supervisory Mechanism are presented. Development of the regulation of bank capital is analysed … analysis of capital structure as conceived from Basel I to Basel III approaches of regulation to this important indicator are …
Persistent link: https://www.econbiz.de/10011478754
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 …
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Capital allocation is used for many purposes in financial institutions and for this purpose several methods are known …, riskless allocation, symmetry and suitability for performance measurement (compatibility with Return on Risk Adjusted Capital …. Therefore we believe that the method might be suggested for practical applications. -- Capital Allocation ; Coherent Measures of …
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