An examination of the impact of increased capital requirements on bank portfolio behavior, finding that although the variance of earnings and the incentive to increase leverage are reduced with risk- and leverage-related interest rates, the impact of increased capital requirements on portfolio behavior is generally ambiguous.Bank capital ; Deposit insurance
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
An assessment of how banks adjust to increased capital requirements, illustrated by a model of a ban...
This paper presents an empirical analysis of the determinants of the leverage ratios (the book value...
An investigation of the effects of credit risk and interest-rate risk on bank portfolio choices, sho...
Since 1989, U.S. commercial banks have shifted their portfolios away from commercial loans toward go...
Capital requirements for banks must balance a number of factors, including any effects on the cost o...
The paper analyzes the moral hazard problem of the bank, which arises from the inability of claim ho...
An investigation of the effects of interest rate and credit risk on optimal capital structure and in...
This paper studies the impact of capital requirements, deposit insurance and tax benefits on a bank\...
A bank closure policy problem is analysed in a mathematical model within a Black-Scholes framework ...
To address banks’ risk taking during the recent financial crisis, we develop a model of credit-portf...
Banks must maintain minimum capital levels, but a regulated balance sheet implies profit suboptimiza...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
An assessment of how banks adjust to increased capital requirements, illustrated by a model of a ban...
This paper presents an empirical analysis of the determinants of the leverage ratios (the book value...
An investigation of the effects of credit risk and interest-rate risk on bank portfolio choices, sho...
Since 1989, U.S. commercial banks have shifted their portfolios away from commercial loans toward go...
Capital requirements for banks must balance a number of factors, including any effects on the cost o...
The paper analyzes the moral hazard problem of the bank, which arises from the inability of claim ho...
An investigation of the effects of interest rate and credit risk on optimal capital structure and in...
This paper studies the impact of capital requirements, deposit insurance and tax benefits on a bank\...
A bank closure policy problem is analysed in a mathematical model within a Black-Scholes framework ...
To address banks’ risk taking during the recent financial crisis, we develop a model of credit-portf...
Banks must maintain minimum capital levels, but a regulated balance sheet implies profit suboptimiza...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...
We introduce a model of the banking sector that formally incorporates a buffer function of capital. ...