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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

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

Has "too big to fail" been solved? : a longitudinal analysis of major U.S. banks

Thosar, Satish; Schwandt, Bradley - In: Journal of risk and financial management : JRFM 12 (2019) 1/24, pp. 1-14

In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...

Persistent link: https://www.econbiz.de/10012022346

Measuring the capital shortfall of large U.S. banks

Jondeau, Eric; Khalilzadeh, Amir - 2018

We develop a methodology to measure the capital shortfall of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the banks' market-sensitive assets. We...

Persistent link: https://www.econbiz.de/10011877252

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

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

Bank Capital and Lending : An Analysis of Commercial Banks in the United States

Karmakar, Sudipto - 2017

We evaluate the relationship between capital ratios and business lending of commercial banks in the United States. Using two different measures of capital, we find a moderate relationship between capital ratios and business lending. We also propose an innovative instrumenting technique to...

Persistent link: https://www.econbiz.de/10012973686

Risk and Risk-Based Capital of U.S. Bank Holding Companies

Hogan, Thomas L. - 2015

.S. bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and …

Persistent link: https://www.econbiz.de/10013014263

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

How commercial banks adjust capital ratios : empirical evidence from the USA?

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent business & management 7 (2020) 1, pp. 1-18

, policymakers, and bank managers for better decision making. …

Persistent link: https://www.econbiz.de/10012655130

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