Search Results - subject:"Risk-Based Capital Ratios"

Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-21

capital ratios decreases the banks' risks. Empirical findings demonstrated a significant and positive association between non-risk-based … endogeneity, simultaneity, heteroscedasticity, and auto-correlations issue. The findings conclude that an increase in the 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/10014001550

Dynamics of bank capital ratios and risk-taking : evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib - In: Cogent economics & finance 8 (2020) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10013179679

The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property-Liability Insolvency Prediction

Cheng, Jiang; Weiss, Mary A. - Networks Financial Institute, Scott College of Business - 2011

This research analyzes the performance of the Risk Based Capital (RBC) ratio and other variables in predicting insolvencies in the property-liability insurance industry during the period 1994 to 2008. This research contributes to the literature by analyzing a longer period of time than previous...

Persistent link: https://www.econbiz.de/10010761880