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On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
We investigate the influence of the institutional environment on bank capital ratios. Using a sample of 149 banks …. Our findings contribute to the bank capital structure literature and have important policy implications for developing …
Persistent link: https://www.econbiz.de/10012934614
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10012549240
ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that …
Persistent link: https://www.econbiz.de/10012649561
-risk-based capital ratios and bank risk-taking. The findings also demonstrate that an increase in capital buffer ratios decreases the …
Persistent link: https://www.econbiz.de/10013179679
Recent changes in U.S. banking regulation have emphasized risk-based capital (RBC) as an indicator of bank soundness … ratios of bank holding companies from 1999 through 2010 against two measures of bank risk: the standard deviation of stock … returns and the Z-score indicator of bank solvency. We find that the capital and RBC ratios are statistically significant …
Persistent link: https://www.econbiz.de/10013036960
We study how optimal bank capital and bond risk are influenced by deposit insurance, implicit guarantees, depositor … preference, asset encumbrance, and bail-in resolution frameworks. We find that these features of bank financing change the … optimal amount of bank capital. The net effect on bond debt risk and valuation is small, while the effects on shareholder …
Persistent link: https://www.econbiz.de/10013080619
The conventional view is that capital requirements, those intended to reduce bank risks, can have a negative impact on … bank lending. This paper reconsiders this view by studying the interaction between capital requirements and corporate … regulators to consider the impact of corporate governance when implementing bank capital requirements …
Persistent link: https://www.econbiz.de/10014254556
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
. While it is not difficult for bank managers and analysts to understand that the provisioning process is subject to gaming … provisions estimate of banks. While bank credit risk teams are sometimes mesmerised by the short-term benefits of provisions … games, they do not care if their behaviour destroys bank value and the informativeness of loan loss provisioning estimates …
Persistent link: https://www.econbiz.de/10012902590