This paper assesses how shocks to bank capital may influence a bank's portfolio behaviour using novel evidence from a … UK bank panel data set from a period that pre-dates the recent financial crisis. Focusing on the behaviour of bank loans …, we extract the dynamic response of a bank to innovations in its capital and in its regulatory capital buffer. We find …

The recent literature on measuring bank performance indicates a preference for sophisticated techniques over simple … accounting ratios. We explore the results and relationships between bank efficiency estimates using accounting ratios and Data … the traditional accounting ratios and the sophisticated DEA methodology in the measurement of bank efficiency. GLS random …