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Setting Countercyclical Capital Buffers Based on Early Warning Models : Would it Work?

Behn, Markus - 2013

This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...

Persistent link: https://www.econbiz.de/10013074386

Bank Capital and Liquidity Creation : New Evidence from a Quantile Regression Approach

Mazioud, Manel - 2018

The purpose of this research paper is to examine the effect of bank capital on liquidity creation. Especially, we test … results reported by previous papers. Using OLS and panel regression, we first find that bank capital affects negatively … problem of endogineity. This paper sheds more lights on the relationship between bank capital and liquidity creation by using …

Persistent link: https://www.econbiz.de/10012928820

Bank Capital Regulations Around the World : What Explains the Differences?

Kara, Gazi - 2016

variation in the data based on the theories of bank capital regulation. The results show that countries with high average …

Persistent link: https://www.econbiz.de/10013210425

Commercial bank capital and risk in India : does financial crisis matter?

Mohanty, Seba; Mahakud, Jitendra - In: Cogent economics & finance 6 (2018) 1, pp. 1-23

This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample … on capital with some bank-specific variables and regulatory pressure as control variables using generalised method of … moments (GMM) technique. The results reveal that bank risk, bank-specific variables and regulatory pressure are significantly …

Persistent link: https://www.econbiz.de/10012023171

Bank capital regulations around the world: : what explains the differences?

Kara, Gazi I. - 2016 - This version: July 2016

variation in the data based on the theories of bank capital regulation. The results show that countries with high average …

Persistent link: https://www.econbiz.de/10011578143

Impact of cost efficiency on bank capital and the cost of financial intermediation : evidence from BRICS countries

Rahman, Mohammed Mizanur; Ashraf, Badar Nadeem; Zheng, … - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-18

this study, we argue that bank efficiency generates incentives that can impact banks’ capital holdings and the cost of … positive impact on bank capital during the global financial crisis of 2007–2009. We also observe that on average, banks … intermediation costs. Our results imply the beneficial impact of bank efficiency for bank stability and real economy. …

Persistent link: https://www.econbiz.de/10011760329

Regulatory changes and the cost of capital for banks

Kovner, Anna; Van Tassel, Peter - 2018

We estimate the cost of capital for the banking industry and find that while the cost of capital soared for banks in the financial crisis, after the passage of the Dodd-Frank Act, the value-weighted cost of capital for banks fell differentially more than did the cost of capital for nonbanks. The...

Persistent link: https://www.econbiz.de/10011868475

Climate Risk and Canadian Banks : Is More Capital Required?

Hodgson, Glen - 2023

A green wave of regulations is headed for Canada’s banks. Regulators at home and abroad are generating new rules for financial institutions regarding the monitoring, disclosure and mitigation of climate-related risks.In Canada, the Office of the Superintendent of Financial Institutions (OSFI)...

Persistent link: https://www.econbiz.de/10014355859

Bank Capital Regulation and the Sovereign-Bank Nexus : Evidence from European Banks

Baule, Rainer; Beckmann, Oliver; Tallau, Christian - 2021

actual riskiness. We explore the effects of these regulatory privileges on the co-variation between sovereign and bank sector … credit risks–the so-called sovereign-bank nexus. Examining sovereign bond portfolios of large European banks between 2010 and … sovereign-bank nexus and thus serve as a reasonable starting point for the future regulatory treatment of sovereign debt …

Persistent link: https://www.econbiz.de/10013324355

Capital regulation, the cost of financial intermediation and bank profitability : evidence from Bangladesh

Zheng, Changjun; Rahman, Mohammed Mizanur; Begum, Munni; … - In: Journal of risk and financial management : JRFM 10 (2017) 2, pp. 1-24

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 …

Persistent link: https://www.econbiz.de/10011669026