individual bank level. We find that the choice of the term structure and the pass-through model is of limited importance for the …

Purpose: This paper analysed the effects of bank's risk on capital buffer in Namibia, in the absence of the consensus … both the short and long run. On the contrary, bank size in form of log of total loans positively affects capital buffers in …

Bank capital requirements are based on a mix of market values and book values. We investigate the effects of a policy … banking organizations. Our analysis is based on security-level data on individual bank portfolios matched to bond …

How do near-zero interest rates affect bank competition, risk taking and regulation? I study these questions in a … insurance may induce excessive risk taking. The zero lower bound on deposit rates (ZLB) distorts bank competition and boosts …

unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …

arbitrage. I develop a framework to study bank regulation with strategic selection of risk models. A bank supervisor can …