Bank capital, fire sales, and the social value of deposits
Sign Up to like & getrecommendations! Published in 2019 at "Economic Theory"
DOI: 10.1007/s00199-019-01189-5
Abstract: We describe a model in which bank deposits yield liquidity services and therefore earn a lower rate of return than bank equity. In this sense, deposits are a cheaper source of funding than equity. The… read more here.
Keywords: bank; value; fire sales; bank capital ... See more keywords
When enough is not enough: bank capital and the Too-Big-To-Fail subsidy
Sign Up to like & getrecommendations! Published in 2020 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-020-00877-x
Abstract: This paper takes a unique approach to study the relationship between bank capital and Too-Big-To-Fail (TBTF) during the Financial Crisis. A structural credit risk model is used to compute implied market value capital ratios which,… read more here.
Keywords: capital; big fail; bank capital; capital big ... See more keywords
Bank capital, loan activity, and monetary policy: evidence from the FDIC’s Historical Statistics on Banking
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DOI: 10.1007/s12197-016-9359-5
Abstract: This study utilizes the FDIC’s Historical Statistics on Banking from 1966 to 2013 to analyze the long-run relationship between federal funds rate policy, bank capital, and lending at U.S. commercial banks. The empirical analysis uses… read more here.
Keywords: capital; policy; historical statistics; bank capital ... See more keywords
Bank capital and lending: Evidence of nonlinearity from Indonesia
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Asian Economics"
DOI: 10.1016/j.asieco.2020.101199
Abstract: Abstract This paper studies the transmission of bank capital shocks to loan supply in Indonesia. Using bank data for the period 2001:Q1 to 2018:Q4, we estimate dynamic panel data models of bank lending. We find… read more here.
Keywords: capital; indonesia; bank capital; bank ... See more keywords
The determinants of Islamic bank capital decisions
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DOI: 10.1016/j.ememar.2017.12.002
Abstract: Abstract We report new evidence on the bank and institutional determinants of Islamic bank capital ratios in 28 countries between 1999 and 2013. Overall, we find that smaller, more profitable, and highly liquid Islamic banks… read more here.
Keywords: capital; determinants islamic; capitalization; bank capital ... See more keywords
Bank Capital in the Crisis: It’s Not Just How Much You Have but Who Provides It
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2016.11.009
Abstract: Bank capital is the cornerstone of bank regulation and is considered a key determinant of a bank's ability to withstand economic shocks. In the area of bank capital regulation, the general view is that more… read more here.
Keywords: capital; capital crisis; short term; bank capital ... See more keywords
Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2020.105806
Abstract: Abstract This paper offers novel evidence on the impact of raising bank capital requirements on lending in an emerging market and explores heterogeneous effects, depending on bank characteristics and economic conditions. Using quarterly bank-level data… read more here.
Keywords: bank characteristics; capital; economic conditions; capital requirements ... See more keywords
Bank capital requirements, loan guarantees and firm performance
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DOI: 10.1016/j.jfi.2019.05.002
Abstract: Abstract This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on loan collateral and personal guarantees usage to enhance capital ratios. We use detailed information on… read more here.
Keywords: bank; capital requirements; capital; loan ... See more keywords
Institutional environment and bank capital ratios
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Financial Stability"
DOI: 10.1016/j.jfs.2019.05.016
Abstract: We investigate the influence of the institutional environment on bank capital ratios. Using a sample of 149 banks operating in the Middle East and North Africa region for the period 2004 to 2014, we find… read more here.
Keywords: capital; institutional environment; environment bank; capital ratios ... See more keywords
Bank capital, lending and financing behaviour of dual banking systems
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DOI: 10.1016/j.mulfin.2017.05.009
Abstract: Abstract As a “novel” business model based on risk-sharing, Islamic banking largely differs from the risk-based conventional banking model. We investigate whether the quality of bank capital affects bank lending and financing in Islamic versus… read more here.
Keywords: lending financing; capital; conventional banks; bank capital ... See more keywords
Bank capital and portfolio risk among Islamic banks
Sign Up to like & getrecommendations! Published in 2017 at "Review of Financial Economics"
DOI: 10.1016/j.rfe.2017.03.004
Abstract: Abstract Minimum capital requirements are often implemented under the notion that increased capital improves bank safety and stability. However, an unintended consequence of higher capital requirements could arise if increasing capital induces banks to invest… read more here.
Keywords: capital; bank capital; among islamic; risk among ... See more keywords