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 …

This paper studies bank new equity offerings in response to recently strengthened Basel capital regulation. Our … earlier studies, our empirical analyses provide supportive evidence for our penalty-aversion hypothesis. The Japanese bank … negative abnormal returns. Bank equity offerings in response to strengthened regulation convey negative information on the …

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 … be in line with and be adjustable to significant changes in bank business model and the broad economy so that banks will …

Recent changes in U.S. banking regulation have emphasized risk-based capital (RBC) as an indicator of bank soundness … ratios of bank holding companies from 1999 through 2010 against two measures of bank risk: the standard deviation of stock … returns and the Z-score indicator of bank solvency. We find that the capital and RBC ratios are statistically significant …

bank. The results suggest that capital requirements may only be of second-order importance for banks' capital structures …

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 …

. We use a unique database for the French banking sector between 2003 and 2011 combining confidential bank-level Bank …

This study investigates the role of board capital on bank’s efficiency for a sample of 45 banks in Vietnam over 2011 …-2015. Using robust panel regression, we find board capital is important in making Vietnamese bank efficient even after controlling … factors, but not education for bank efficiency. The findings of this research contribute to the entrenchment hypothesis in …

nonlinear pattern between business cycle and the bank credit risk indicator during the extreme events as highlighting by the …

criticized new regulation on the ground that it would enhance the cost of funds for bank borrowers and deteriorate the bank … profitability. In this study, we examine the impact of capital requirements on the cost of financial intermediation and bank … generalized method of moments (GMM) estimator, we find robust evidence that higher bank regulatory capital ratios reduce the cost …