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, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
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
-risk-based capital ratios and bank risk-taking. The findings also demonstrate that an increase in capital buffer ratios decreases the …
Persistent link: https://www.econbiz.de/10013179679
The article examines the determinants of capital-asset ratios for credit unions in the United States, before and after the implementation of current framework for capital adequacy regulation in the year 2000. Credit unions appear to hold capital in excess of what is required by current capital...
Persistent link: https://www.econbiz.de/10013155227
Much attention has been paid to the large decreases in value of non-agency residential mortgage-backed securities (RMBS) during the financial crisis. Many observers have argued that the fall in prices was partly driven by decreased liquidity and fire sales. We investigate whether capital...
Persistent link: https://www.econbiz.de/10009625918
Persistent link: https://www.econbiz.de/10009722695
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
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 … estimation …
Persistent link: https://www.econbiz.de/10013069798
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
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