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Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? : evidence from a stress test under a panel VAR methodology

Baltas, Konstantinos N.; Kapetanios, George; Tsionas, … - In: Journal of banking & finance 83 (2017), pp. 36-56

Persistent link: https://www.econbiz.de/10011816820

Disentangling the impact of securitization on bank profitability

Bakoush, Mohamed; Abouarab, Rabab; Wolfe, Simon - In: Research in international business and finance 47 (2019), pp. 519-537

Persistent link: https://www.econbiz.de/10012135794

The impact of owner’s identity on banks’ capital adequacy and liquidity risk

Duqi, Andi; Tamimi, Hussain A. Hassan al- - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 468-488

Persistent link: https://www.econbiz.de/10012123295

The systemic risk buffer for UK banks : a response to the Bank of England’s consultation paper

Vickers, John - In: Journal of financial regulation 2 (2016) 2, pp. 264-282

Persistent link: https://www.econbiz.de/10011731785

DiStress : a distributional approach to bank solvency simulations

Kerry, Will - In: Journal of risk management in financial institutions 13 (2019/2020) 4, pp. 338-348

Persistent link: https://www.econbiz.de/10012504416

How Do Banks Adapt Their Asset Holdings to Binding Leverage Ratio and Liquidity Requirements under Basel III?

Ita, Andreas - 2017

Over the last years, the capital regulation of banks under the Basel framework has undergone a fundamental review. In parallel to the implementation of Basel III, a non-risk-sensitive leverage ratio and new liquidity standards are introduced. I study the combined impact of the new regime on the...

Persistent link: https://www.econbiz.de/10012967019

Bank Capital, Bank Concentration, and Risk Taking

Yi, Yu - 2022

How does bank capital affect the relationship between bank concentration and risk taking? I develop a tractable dynamic … model, when the bank capital ratio exceeds the minimum requirement, intensifying bank competition leads to more risk taking … loan rate and the accumulation of excess bank capital. The two forces also jointly determine a non-monotonic relationship …

Persistent link: https://www.econbiz.de/10014238948

Max headroom : discretionary capital buffers and bank risk

Lubberink, Martien - In: International review of financial analysis 84 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013472949

Threshold Effects of Bank Capital, Liquidity, and Profitability on Bank Risk

Pan, Huiran; Wang, Chun - 2023

This paper examines bank risk and its main determinants when gauged at various bank threshold variables. We apply the … threshold effects in the relationship between bank risk and bank characteristics. Specifically, the positive impact of equity on … bank stability is more prominent for banks below the thresholds of equity, liquidity, or profitability. Banks’ government …

Persistent link: https://www.econbiz.de/10014357847

The determinants of capital adequacy in the Jordanian banking sector : an autoregressive distributed lag-bound testing approach

Gharaibeh, Ahmad Mohammad Obeid - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-22

.com, the Financial Soundness Indicators, the Central Bank of Jordan, and World Bank Data covering the period from 2003 to 2021 …

Persistent link: https://www.econbiz.de/10014382629