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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
ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that …
Persistent link: https://www.econbiz.de/10012649561
, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
Objective - Loan loss provision is an accrual for the banking industry, and therefore has a significant effect on bank … management, signaling, and loan loss provision. The difference in the results is thought to be caused by bank capitalization …. Therefore, this study aims to investigate the role of bank capitalization on the effect of earnings management and signaling on …
Persistent link: https://www.econbiz.de/10013220444
This paper deals with both system-wide and banks' internal stress tests. For system-wide stress tests it describes the evolution over time, compares the stress test design in major jurisdictions, and discusses academic research. System-wide stress tests have gained in importance and nowadays...
Persistent link: https://www.econbiz.de/10013223406
We examine the optimal size and composition of banks’ total loss absorbing capacity (TLAC). Optimal size is driven by the trade-off between providing liquidity services through deposits and minimizing deadweight default costs. Optimal composition (equity vs. bail-in debt) is driven by the...
Persistent link: https://www.econbiz.de/10013248959
bank performance to this inconclusive de- bate. It uses the data of commercial conventional banks listed on various stock … Emirates. The study uses unbalanced panel data of 50 banks operating in these coun- tries during 2012 to 2017, having 299 bank … year observations. ROA and ROE are used as perfor- mance variables, with total debt ratio as explanatory variables. Bank …
Persistent link: https://www.econbiz.de/10013252633
-risk-based capital ratios and bank risk-taking. The findings also demonstrate that an increase in capital buffer ratios decreases the …
Persistent link: https://www.econbiz.de/10013179679
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 …
Persistent link: https://www.econbiz.de/10013288904
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 …
Persistent link: https://www.econbiz.de/10013031946