a financial institution’s economic capital. Based on a numerical simulation model, we provide concrete examples of how … granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … estimated amount of capital and account for it in their pricing. …

-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We …

a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how … granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … estimated amount of capital and account for it in their pricing. …

liability side. The endogenously determined asset portfolio and capital structure interact to support credit extension, as well … joint implementation of a capital and a liquidity regulation …

banks with low initial levels of Tier 1 capital and in banks that adopted Basel II rules early.  We find tangible common … equity and Tier 1 ratios to be better predictors of bank distress than broader measures of capital, and identify market … public recapitalisation plan and regulatory measures of capital. …

crisis banks with higher capital, tangible equity, deposit, lower agency problem, and smaller boards performed well. The … banks that increased regulatory capital as per the policy prescription, relied more on deposit financing, and decreased … find that banks in countries with higher restrictions and higher tier I capital are less risky, while countries with …

-term capital market funding. The better-performing banks had less leverage and lower returns immediately before the crisis …

This study models the impact of new capital regulations proposed under Basel III on bank profitability by constructing …-percentage increase in the capital ratio can be recovered by increasing lending spreads. The results indicate that in the case of … scheduled commercial banks, one-percentage point increase in capital ratio can be recovered by increasing the bank lending …

This study models the impact of new capital regulations proposed under Basel III on bank profitability by constructing …-percentage increase in the capital ratio can be recovered by increasing lending spreads. The results indicate that in the case of … scheduled commercial banks, one-percentage point increase in capital ratio can be recovered by increasing the bank lending …