Bank's (2013) database covering various aspects of bank regulation. Using multiple explorative factor analysis, we identify …

the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …

Despite revisions to bank capital standards, fundamental shortcomings remain: the rules for setting capital … system of capital regulation that addresses these needs by making changes to all three pillars of bank regulation: only …

endogenously varies while the regulations are exogenously imposed. I propose a banking model to investigate how the changes in bank … light on how bank equity and Basel III regulations affect credit and money creation …

not deductible. Theoretically, this unequal treatment gives a bank - as any other firm - an incentive to take on more debt … significantly increases bank capital ratios, driven by an increase in common equity. Additionally, the results illustrate that both … innovative policy tool for bank regulators …

In this study, we test the predictive power of several alternative measures of bank capital adequacy in identifying U ….S. bank failures during the recent crisis period. We find that an unconventional ratio — the non-performing asset coverage … ratios in at least five aspects: (i) it aligns capital and credit risks — the two primary risks of bank failures — in one …

theory and the Capital Asset Pricing Model. Based on these equations, given that banks' return on assets and its difference … inference and indicates that bank capital regulation which ensures banks to contribute to sustainable economic growth should … stability and capital market competition for equity capital, this paper proposes that sustainable bank capital regulation should …

We study how optimal bank capital and bond risk are influenced by deposit insurance, implicit guarantees, depositor … preference, asset encumbrance, and bail-in resolution frameworks. We find that these features of bank financing change the … optimal amount of bank capital. The net effect on bond debt risk and valuation is small, while the effects on shareholder …

How do near-zero deposit rates affect (optimal) bank capital regulation and risk taking? I study these questions in a … requirements vary with the level of interest rates if the ZLB binds occasionally. Subsidizing bank funding costs at the ZLB dampens …

This paper examines the welfare implications of bank capital requirements in a general equilibrium model in which a … of minimum Tier 1 capital requirement is 8%, greater than that prescribed by both Basel II and III. Increasing bank …