Showing 1 - 10 of 30,508
This study presents two tests of the hypothesis that adoption of an internal ratings-based approach to determining minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to increase their acquisition activity. The study employs...
Persistent link: https://www.econbiz.de/10011689918
creating a model bank with a portfolio mirroring the average asset composition of internationally active large banks, as well …
Persistent link: https://www.econbiz.de/10010322384
We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank … lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a … examine how time-varying bank-specific capital requirements affect banks' balance sheet composition. Subsequently, we …
Persistent link: https://www.econbiz.de/10011786058
geographical regions measured by the Herfindahl Index. To explore this issue, we use a unique data set of the individual bank loan …
Persistent link: https://www.econbiz.de/10010295912
The 2020 COVID-19 pandemic crisis and the 2022 global energy crisis consecutive to Russia's aggression against Ukraine have been unprecedented in several aspects. In the European Union (EU), national governments, as well as European bodies put in place several relief measures to support the EU...
Persistent link: https://www.econbiz.de/10014565189
We highlight the ex ante risk-shifting incentives faced by a bank's shareholders/managers when CoCos (contingent …
Persistent link: https://www.econbiz.de/10011451521
Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator. This paper discusses the main reasons for this capital surplus and analyses the impact of additional capital requirements stemming from capital buffers and Pillar 2 add-ons on...
Persistent link: https://www.econbiz.de/10011787317
perquisites that yield private benefits). The privately optimal level of bank leverage is neither too low nor too high: It … substitution induced at high levels of leverage. However, when correlated bank failures can impose significant social costs …, governments may have no option but to bail out bank creditors. Anticipation of this generates an equilibrium featuring systemic …
Persistent link: https://www.econbiz.de/10010287043
incentives, risk management models and procedures, conflicts of interest and bank strategies. Their perspectives are quite …
Persistent link: https://www.econbiz.de/10011689953
Although bank capital regulation permits a bank to choose freely between equity and subordinated debt to meet capital …
Persistent link: https://www.econbiz.de/10010283428