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 …

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 …

convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model … requirements will cause distortions in bank lending behavior …

How does bank distress impact their customers' probability of default and trade credit availability? We address this … question by looking at a unique sample of German firms from 2000 to 2011. We follow their firm-bank relationships through times … of distress and crisis, featuring the different transmission of bank distress shocks into already weakened firm balance …

How does bank distress impact their customers' probability of default and trade credit availability? We address this … question by looking at a unique sample of German firms from 2000 to 2011. We follow their firm-bank relationships through times … of distress and crisis, featuring the different transmission of bank distress shocks into already weakened firm balance …

relationship between LGD and default date, workout period, loan modification, asset size, bank characteristics, geography, lien …