This paper empirically investigates whether a bank's decision to adjust its capital is influenced by the existence of a … bank is headquartered in a country with relatively weak shareholder protection. Moreover, this behavior is tempered during …

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 …

adequate capitalisation of bank portfolios. Value-at-risk assessments are based on an ARMA-GARCH forecast model. Whereas the …

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

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 …

-risk-based capital ratios and bank risk-taking. The findings also demonstrate that an increase in capital buffer ratios decreases the …

Internal Ratings-Based approach affects the bank loan pricing mechanism, by developing a multiperiod risk-adjusted pricing … provides an immediate support for bank managers in making a loan price-related decision …