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Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator. This paper discusses the main reasons for this capital surplus and analyses the impact of additional capital requirements stemming from capital buffers and Pillar 2 add-ons on...
Persistent link: https://www.econbiz.de/10011763804
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
of higher capital requirements on the cost of capital. We find that bank's funding costs increase insignificantly for …
Persistent link: https://www.econbiz.de/10012965203
%. When using the 2011 EBA capital exercise as a quasi-natural experiment to identify the impact of capital regulation on bank …
Persistent link: https://www.econbiz.de/10012850449
This paper benefits from various risk- and non-risk-based regulatory capital ratios and examines their impact on bank … capital requirements enhances bank protection against risk, and improves efficiency and profitability. The impact of capital … requirements on bank performance is more pronounced for too-big-to-fail banks, banks in periods of crises and banks in countries …
Persistent link: https://www.econbiz.de/10013010026
bank's balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …
Persistent link: https://www.econbiz.de/10012229205
bank’s balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …
Persistent link: https://www.econbiz.de/10012178362
Entry resolution models and links this question to the issue of support that bank subsidiaries can expect from their parent …
Persistent link: https://www.econbiz.de/10013198550
Entry resolution models and links this question to the issue of support that bank subsidiaries can expect from their parent …
Persistent link: https://www.econbiz.de/10012605315
Persistent link: https://www.econbiz.de/10011790739