This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample … causality test to find out the relationship between risk and capital. The result signifies that there is a unidirectional … causality, i.e. risk is causing capital for all the three types of commercial banks. Furthermore, we examine the impact of risk …

We show that systemic risk in the banking sector breeds macroeconomic uncertainty. We develop a model of a production …-driven uncertainty amplifies business cycle volatility, increases risk premia on asset prices and yields a new benefit from …

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We … coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum … while simultaneously lowering risk. In contrast, banks with high capital buffers try to maintain their capital buffer by …

fluctuation is stronger for savings banks than for cooperative banks, as, for savings banks, risk-weighted assets fluctuate more … not decrease risk-weighted assets in a business cycle downturn by more than well-capitalized banks. This finding seems to …

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We … fewer restrictions with regard to the impact of regulation on capital and risk adjustments. Besides, we complement our … and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum (the so …

In this paper we investigate the relationship between changes in risk and changes in leverage for a panel of Swiss … banks. Using market data for risk and both accounting and market data for capital for the period between 1990 and 2002, we … find a positive correlation between changes in capital and changes in risk, i.e., higher levels of capital are associated …

In this paper we investigate the relationship between changes in risk and changes in leverage for a panel of Swiss … banks. Using market data for risk and both accounting and market data for capital for the period between 1990 and 2002, we … find a positive correlation between changes in capital and changes in risk, i.e., higher levels of capital are associated …