We study the transmission of monetary policy through bank securities portfolios using granular supervisory data on U ….S. bank securities, hedging positions, and corporate credit. Banks that experienced larger losses on their securities during …

systematic risk and standard deviation of a bank's equity return, we apply Ronn-Verma option pricing model to assess whether … derivatives and bank risks. In order to capture the differences in marginal propensity to risk (MPR) across banks, we divide our … bank holding company (BHC) sample into three groups: big, medium, and small. The conclusions are as follows. First, among …

, policymakers, and bank managers for better decision making. …

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …

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