Showing 61 - 70 of 705,336
We investigate the influence of the institutional environment on bank capital ratios. Using a sample of 149 banks …. Our findings contribute to the bank capital structure literature and have important policy implications for developing …
Persistent link: https://www.econbiz.de/10012934614
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
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
-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
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 …
Persistent link: https://www.econbiz.de/10013033720
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 …
Persistent link: https://www.econbiz.de/10013033758
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 …
Persistent link: https://www.econbiz.de/10013036548