We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of … risk of banks with a low market capitalization. We argue that this adjusted measure of capital is the relevant market …-implied capital measure for policy makers. We propose an econometric model for the combined simulation of equity and CDS prices, which …

We investigate ownership effects on capital and adjustments speed to the target capital ratio in China from 2000 to … banks, while foreign minority ownership results in a faster adjustment process. Capital is positively influenced by … 2012 and find that state-owned banks hold higher levels of capital than banks of other ownership types. Foreign banks are …

We investigate ownership effects on capital adjustment in China from 2000 - 2012 and find that state-owned banks hold … higher capital than other ownership types. Foreign banks are more highly capitalized than local non-state banks but under … optimal targets at a slower speed than domestic banks, while foreign minority ownership speeds up the adjustment process …

The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970 …

this study suggest that the capital buffer of the banking sector in the Republic of Macedonia is determined by the credit …Capital buffer is the excess of capital that banks have above the legally prescribed minimum and has a very important … role for preserving the stability of the banking sector, especially in economies where banks are the main source of funding …

We develop a methodology to measure the capital shortfall of commercial banks in a market downturn, which we call … demonstrate that individual SEL predicts the loss of capital projected by banks in a severely adverse scenario and that aggregate …

association with bank integration while the net interest margin and combined tier 1 and tier 2 capital ratio influence bank … banking sector …

affect banking competition? This question is important because the pricing of banking products has implications for consumer … welfare. Exploiting data for 124 countries that witnessed different policy responses to 41 banking crises, and using …. (iii) The competition-increasing effect is greater in more concentrated and less contestable banking sectors, but the …

We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of … risk of banks with low market capitalization. We argue that this adjusted measure of capital is the relevant market …-implied capital measure for policymakers. We propose an econometric model for the combined simulation of equity prices and CDS spreads …