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Drivers behind the changes in European banks’ capital ratios: a descriptive analysis
Heynderickx, Wouter; Cariboni, Jessica; Petracco … - 2016
After the financial crisis financial regulators increased banks’ capital adequacy ratios (CET1/RWA) requirements in order to make the financial system more resilient. The new capital requirements could be achieved through different channels, some of which might affect bank’s ability to...
Persistent link: https://www.econbiz.de/10012055399
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Estimating the impact of shocks to bank capital in the euro area
Kanngiesser, Derrick; Martin, Reiner; Maurin, Laurent; … - 2017
We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a Bayesian VAR model identified with sign restrictions. The variables included in the VAR are those typically used in monetary policy analysis, extended to include aggregate banking...
Persistent link: https://www.econbiz.de/10011804392
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Basel III leverage and capital ratio over the economic cycle in the Czech Republic and its comparison with the CEE region
Janda, Karel; Kravtsov, Oleg - In: European Financial and Accounting Journal 13 (2019) 4, pp. 5-24
This paper investigates the implications and effectiveness of Basel III leverage requirements for the banking sector in the Czech Republic and its comparison with the Central and Eastern European (CEE) region. We discuss the relationships between the leverage and capital ratios and analyse their...
Persistent link: https://www.econbiz.de/10012623008
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Size of banks as a factor which impacts the efficiency of the bank lending channel
Świtała, Filip; Kowalska, Iwona; Malajkat, Karolina - In: Financial Internet Quarterly 16 (2020) 1, pp. 36-44
In most economies the banking sector plays the major role in the financial system. Therefore, it is of great importance to analyse and understand the mechanism of transmission of monetary policy and its impact on the banking sector. One of the possible repercussions of changing the level of...
Persistent link: https://www.econbiz.de/10013466238
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Do macroprudential policy instruments reduce the procyclical impact of capital ratio on bank lending? Cross-country evidence
Olszak, Małgorzata; Roszkowska, Sylwia; Kowalska, Iwona - In: Baltic Journal of Economics 19 (2019) 1, pp. 1-38
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on the association between lending and...
Persistent link: https://www.econbiz.de/10013470728
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The Effectiveness of Bank Capital Adequacy Requirements : A Theoretical and Empirical Approach
Barrios, Victor E.; Blanco, Juan M. - Institut de Recherche Économique et Sociale (IRES), … - 2000
The aim of this paper is to analyse how banking firms set their capital ratios, that is, the rate of equity capital over assets. In order to study this issue, two theoretical models are developed. Both models deal with the existence of an optimal capital ratio; the first one for firms not...
Persistent link: https://www.econbiz.de/10004985251
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The Concept of Capital within the Framework of Basel II
Pföstl, Georg von - In: Financial Stability Report (2007) 13, pp. 83-97
the area of credit risk. The calculation of risk-weighted assets, and thus of regulatory capital, will henceforth be based …
Persistent link: https://www.econbiz.de/10005627509
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The impact of capital ratio on lending of EU banks - the role of bank specialization and capitalization
Olszak, Malgorzata; Pipien, Mateusz; Roszkowska, Sylwia - 2015
In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank capital on lending is relatively strong in cooperative...
Persistent link: https://www.econbiz.de/10012232366
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The Behavior of Banks under the Deposit Insurance and Capital Requirements
Liang, Xiaozhong - Society for Computational Economics - SCE - 2005
risk-based capital requirements under deposit insurance. In my basic model, I adopt one factor option pricing model and … function of both asset-to-debt ratio and interest rate. Through the stochastic term structure, interest rate risk is also …, banks tend to take lower risk instead of high risk no matter there are capital requirements or not, if they are solvent …
Persistent link: https://www.econbiz.de/10005537475
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How to make regulators and shareholders happy under Basel III
Schmaltz, Christian; Pokutta, Sebastian; Heidorn, Thomas; … - In: Journal of Banking & Finance 46 (2014) C, pp. 311-325
solved by standard software. Incorporating uncertainty on future defaults, risk weights and withdrawals and formulating the …
Persistent link: https://www.econbiz.de/10010907109