Results 121 to 130 of about 43,362 (170)
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The Economic Journal, 2012
This article reports estimates of the long-run costs and benefits of having banks fund more of their assets with loss-absorbing capital, or equity. We model how shifts in funding affect required rates of return and how costs are influenced by the tax system.
Marcheggiano, Gilberto +2 more
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This article reports estimates of the long-run costs and benefits of having banks fund more of their assets with loss-absorbing capital, or equity. We model how shifts in funding affect required rates of return and how costs are influenced by the tax system.
Marcheggiano, Gilberto +2 more
openaire +3 more sources
Bank Capital and Risk Taking [PDF]
SSRN Electronic Journal, 1999 Bank risk-taking and capitalisation is studied in a continuous time model with a closed form solution, assuming uncertain cash flow, random regulatory audit, and a constraint on equity issue. Capital reserves are built up towards a desired level as an insurance against the threat of liquidation.
Alistair Milne, A Elizabeth Whalley
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Staff Reports (Federal Reserve Bank of New York)
Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency.
Beverly Hirtle, Matthew C. Plosser
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Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency.
Beverly Hirtle, Matthew C. Plosser
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Bank Governance and Bank Capital
SSRN Electronic Journal, 2014This study examines the impact of bank ownership and bank governance on capital. Using Japanese commercial banks as a sample over a Basel II period (2007-2012), we investigate the impact of bank ownership and management structure on the level of bank capital.
Karen Kai Lin Lai, Masaru Konishi
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The joint regulation of bank liquidity and bank capital
Journal of Financial Intermediation, 2018Abstract We study the liquidity behavior of commercial banks in response to negative capital shocks. Using pre-Basel III data, U.S. banks with assets less than $1 billion treated (unregulated) liquidity and (regulated) capital as substitutes. Following exogenous shocks to their regulatory capital ratios, these banks shifted away from loans, loan ...
Deyoung, Robert +2 more
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THE CAPITAL DECISION IN COMMERCIAL BANKS
The Journal of Finance, 1974THIS PAPER presents a theoretical analysis of the economic role of capital from the standpoint of the individual commercial bank. In this analysis, the word "capital" is the label given to long-term financial claims issued by banks, and will not be used to refer to real (physical) assets. Major purposes of the paper are to clarify the functions of bank
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The Philosophy of Bank Capitalization
The Journal of Finance, 1951DIsCUSSION OF the bank capital problem thrives on confusion and needless complications. The subject has been discussed with such exhaustive attention to detail that students of banking may have lost sight of the central problem. The main issue in connection with bank capital, transcending such peripheral problems as the "correct" ratio or the character
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Bank Capital and Public Regulation
Journal of Money, Credit and Banking, 1978THE ADEQUACY OF COMMERCIAL BANK capital is being questioned anew as a result of recent turmoil in financial markets. The basic issue is one of conflicting private and public interests: will banks voluntarily maintain sufficient capital to protect against bank failures, or is some form of regulatory coercion necessary?1 Critics (e.g.
Taggart, Robert A, Jr +1 more
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On the Role of Regulatory Banking Capital
Financial Markets, Institutions & Instruments, 2008In this paper the authors study the role of regulatory banking capital and analyze the incentive effects of the Basel II Accord. They argue that Basel II may become a source of systemic risk due to endogenous risk and the risk sensitivity of the capital requirements.
Benink, HA +2 more
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Bank capital regulation with random audits [PDF]
Journal of Economic Dynamics and Control, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bhattacharya, Sudipto +3 more
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