Add to ORKGmarkdownabstract__Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures distance to default and the timeless capital asset pricing model (CAPM) which measures additional returns to compensate for additional share price risk
This study attempts to estimate the impact of business cycle on Pakistani banks capital buffer and p...
One of the main goals of financial institutions is to minimize risk because it is directly related t...
The paper provides evidence about Basel II, as international banking regulations failure in recent g...
markdownabstract__Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM)...
We develop a new capital adequacy buffer model (CABM) that is sensitive to dynamic economic circumst...
Banking regulation maintains the stability of the overall banking system. The countercyclical capita...
Capital adequacy is the key microprudential and macroprudential tool of banking regulation. Financia...
Credit risk modeling is an important part of the nancial protection used by banks during times of tu...
The purpose of the “counter-cyclical capital buffer” (buffer) is to dampen procyclicality in the fin...
This paper investigates the effect of broad-based versus sectoral capital requirements using a dynam...
We estimate a dynamic structural banking model to examine the interaction between risk- weighted cap...
This study examines the relationship between bank capital (common equity) buffers and business cycle...
This paper reveals the underlying dynamics between the capital buffer and bank performance in EU-27 ...
We study capital requirements when the bank's econometric model only approximately describes the dyn...
In the wake of the current financial crisis, there is a renewed focus on capital adequacy in the ban...
This study attempts to estimate the impact of business cycle on Pakistani banks capital buffer and p...
One of the main goals of financial institutions is to minimize risk because it is directly related t...
The paper provides evidence about Basel II, as international banking regulations failure in recent g...
markdownabstract__Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM)...
We develop a new capital adequacy buffer model (CABM) that is sensitive to dynamic economic circumst...
Banking regulation maintains the stability of the overall banking system. The countercyclical capita...
Capital adequacy is the key microprudential and macroprudential tool of banking regulation. Financia...
Credit risk modeling is an important part of the nancial protection used by banks during times of tu...
The purpose of the “counter-cyclical capital buffer” (buffer) is to dampen procyclicality in the fin...
This paper investigates the effect of broad-based versus sectoral capital requirements using a dynam...
We estimate a dynamic structural banking model to examine the interaction between risk- weighted cap...
This study examines the relationship between bank capital (common equity) buffers and business cycle...
This paper reveals the underlying dynamics between the capital buffer and bank performance in EU-27 ...
We study capital requirements when the bank's econometric model only approximately describes the dyn...
In the wake of the current financial crisis, there is a renewed focus on capital adequacy in the ban...
This study attempts to estimate the impact of business cycle on Pakistani banks capital buffer and p...
One of the main goals of financial institutions is to minimize risk because it is directly related t...
The paper provides evidence about Basel II, as international banking regulations failure in recent g...