large commercial banks of the USA. The study applies a two-step system GMM technique to obtain the speed of adjustment. The … also show that large commercial banks adjust their regulatory ratios faster than leverage ratios. Furthermore, the speed of … adjustment is heterogeneous for cross-sections. The speed of adjustment for well-capitalized banks is higher than adequately and …

ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that …-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact …, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. …

In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between … bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank … capital on lending is relatively strong in cooperative banks and savings banks. We also expect that this effect is nonlinear …

This paper shows that the leverage ratio affects repo intermediation for banks and non-bank financial institutions. We …

The purpose of this research paper is to examine the effect of bank capital on liquidity creation. Especially, we test … banks pertaining to the aforementioned countries. The sample period range from 2000 to 2014. Liquidity creation was measured … results reported by previous papers. Using OLS and panel regression, we first find that bank capital affects negatively …

We study the relationship between bank capital ratios and the distribution of future real GDP growth. Growth in the … aggregate bank capital ratio corresponds to a smaller left tail of GDP - smaller crisis probability - but at the cost of a … eight quarters, highlighting the long-range consequences of changes in bank capital. We show that the predictive information …

We analyze the dynamics of banks' regulatory capital ratios. Using monthly regulatory data of large German banks, we … estimate the target level and the adjustment speed of the capital ratio for each bank separately. There exists a target level … for a substantial percentage of banks. Unlike with panel regressions, we can estimate individual adjustment speeds and …

subset of large German banks, we estimate the target level and the adjustment speed of the capital ratio for each bank …We analyze the dynamics of banks' regulatory capital ratios. Using monthly data of regulatory capital ratios for a … separately. We find evidence that, first, there exists a target level for a substantial percentage of banks; second, that private …

This study examines Japanese banks' behavior of adjusting denominators of capital ratios upon the introduction of Basel … target risk-weighted asset (RWA). The second analysis investigates how quickly banks adjust the numerator and denominator of … their capital ratio. We find evidence that banks adjusted the composition of their assets faster than their asset size to …