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How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks
Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131
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
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Bank contribution to financial sector systemic risk and expected returns : evidence from large U.S. banks
Usman, Muhammad - In: Borsa Istanbul Review 23 (2023) 1, pp. 203-216
We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 large U.S, banks from 1997 to 2021, We find that...
Persistent link: https://www.econbiz.de/10014307497
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On Risk, Leverage and Banks: Do highly Leveraged Banks take on Excessive Risk?
Koudstaal, Martin; van Wijnbergen, Sweder - 2012
This paper deals with the relation between excessive risk taking and capital structure in banks. Examining a quarterly dataset of U.S. banks between 1993 and 2010, we find that equity is valued higher when more risky portfolios are chosen when leverage is high, and that more risk taking has a...
Persistent link: https://www.econbiz.de/10010326471
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Will the Adoption of Basel II Encourage Increased Bank Merger Activity? Evidence from the United States
Hannan, Timothy H.; Pilloff, Steven J. - 2005
This study presents two tests of the hypothesis that adoption of an internal ratings-based approach to determining minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to increase their acquisition activity. The study employs...
Persistent link: https://www.econbiz.de/10011689918
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Are bank holding companies a source of strength to their banking subsidiaries?
Ashcraft, Adam B. - 2004
particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …
Persistent link: https://www.econbiz.de/10010283388
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Public disclosure, risk, and performance at bank holding companies
Hirtle, Beverly - 2007
This paper examines the relationship between the amount of information disclosed by bank holding companies (BHCs) and …
Persistent link: https://www.econbiz.de/10010283481
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On risk, leverage and banks : do highly leveraged banks take on excessive risk?
Koudstaal, Martin; Wijnbergen, Sweder van - 2012
Persistent link: https://www.econbiz.de/10009722695
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Are bank holding companies a source of strength to their banking subsidiaries?
Ashcraft, Adam B. (contributor) - 2004 - [Elektronische Ressource]
particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …
Persistent link: https://www.econbiz.de/10002128532
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Capital Structure and Performance in the US Banking Industry
Saona, Paolo - 2014
period 1995-2007. In our model we used a combination of bank-based and industry-specific variables. Besides using the GMM … that there are not economies of scale if we consider the size of the bank. The results are robust in a number of methods of …
Persistent link: https://www.econbiz.de/10013069798
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Leverage and the Cost of Capital for U.S. Banks
Clark, Brian J. - 2018
We examine the relationship between leverage and the weighted-average cost of capital (WACC) for U.S. banks. Ignoring tax effects, leverage appears to have virtually no impact on the WACCs of too-big-to-fail banks. We find significant differences in this relationship across different...
Persistent link: https://www.econbiz.de/10012937794