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Abstract How does capital regulation effect on commercial banks? This paper develops bank solvency probability without capital regulation and with capital regulation according to CAPM model. It finds that bank… Click to show full abstract
Abstract How does capital regulation effect on commercial banks? This paper develops bank solvency probability without capital regulation and with capital regulation according to CAPM model. It finds that bank insolvency probability equilibrium value in capital regulation is smaller than no capital regulation by theoretical analysis.
Keywords:
insolvency probability;
capital regulation;
capital;
commercial banks
Journal Title: Journal of Interdisciplinary Mathematics
Year Published: 2017
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Journal Title: Journal of Interdisciplinary Mathematics
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!