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The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period : a comparative study of US and Asia
Abbas, Faisal; Iqbal, Shahid; Aziz, Bilal - In: Cogent economics & finance 7 (2019) 1, pp. 1-18
USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … findings of the simultaneous equations model indicate that bank capital has a positive impact on profitability in large and … medium banks, whereas the profitability of banks influences the bank capital positively in case of large banks and negatively …
Persistent link: https://www.econbiz.de/10012023980
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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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Why do banks practice regulatory arbitrage? : evidence from usage of trust preferred securities
Boyson, Nicole M.; Fahlenbrach, Rüdiger; Stulz, René M. - 2014
We investigate why only some banks use regulatory arbitrage. We predict that banks wanting to be riskier than allowed by capital regulations (constrained banks) use regulatory arbitrage while others do not. We find support for this hypothesis using trust preferred securities (TPS) issuance, a...
Persistent link: https://www.econbiz.de/10010353295
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Do Delays in Banks' Loan Loss Provisioning Affect Economic Downturns? Evidence from the U.S. Housing Market
Kim, Sehwa - 2019
. Specifically, I examine the influence of delayed loan loss recognition (DLR) on bank lending and risk-taking in the U.S. mortgage …
Persistent link: https://www.econbiz.de/10012869492
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The Effect of Liquidity Regulation on U.S. Bank Risk-Taking : Evidence from Non-Performing Loans and CDS Spreads
Bosshardt, Joshua - 2020
decrease a bank's incentive to take risk with its remaining ineligible assets. A greater capacity to respond to liquidity … stress increases the potential profits a bank would put at stake by making risky investments, but it also mitigates the … illiquidity disadvantages of holding risky assets. We then empirically estimate the effect of two liquidity regulations on bank …
Persistent link: https://www.econbiz.de/10012839958
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Climate Risk Contagion of U.S. Banks
Altieri, Michela; Radev, Deyan - 2023
We examine the impact of the U.S. withdrawal from the Paris Agreement on the relationship between climate risk and systemic risk of U.S. global banks. We find that after 2017, investors stopped pricing climate risk into U.S. systemic risk directly, consistent with domestic investors expecting...
Persistent link: https://www.econbiz.de/10014354192
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Bank Supervision in the U.S. and the G-10 : Implications for Basel II
Nolle, Daniel E. - 2012
The author compares the U.S. with other G-10 countries regarding key aspects of permissible banking activities. One conclusion is that banks in the U.S. face greater restrictions, and possibly more intensive supervisory oversight, than do banks in most other G-10 countries. Second, the majority...
Persistent link: https://www.econbiz.de/10013112113
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Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market
Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - 2017
While simpler than risk-based capital requirements, the leverage ratio may encourage bank risk-taking. This paper … examines the activity of broker-dealers affiliated with bank holding companies (BHCs) and broker-dealers not affiliated with …
Persistent link: https://www.econbiz.de/10014124377
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Why MREL won't help much
Tröger, Tobias - 2017
The bail-in tool as implemented in the European bank resolution framework suffers from severe shortcomings. To some …-runnable long-term debt, even if investors are able to gauge the relevant risk of PSI in a bank’s failure correctly at the time of …
Persistent link: https://www.econbiz.de/10011720767
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Determinants of structured finance issuance : a cross-country comparison
Schuetz, Sebastian A. - 2011 - This version: February 2011
Especially structured finance instruments were blamed as main reason for the financial crisis 2007, but the understanding for the motivation to originate securitization products is less discovered. Therefor this paper tries to identify main balance sheet characteristics of structured finance...
Persistent link: https://www.econbiz.de/10008907723