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 …

bank’s balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …

impact of counterparty credit risk on bank capital regulatory requirements. We developed six scenarios of different interest …) and top 3 US banks (Bank of America, Citibank and JP Morgan). We conclude that i) the analyzed Czech banks report …

creating a "model bank" with a portfolio mirroring the average asset composition of internationally active large banks, as well …

We examine the roles of information sharing, strength of legal rights and bank size on the procyclical effect of bank …