Bank Capital and Risk-Taking
The Impact of Capital Regulation, Charter Value, and the Business Cycle
E-Book
Bank Capital and Risk-Taking
The Impact of Capital Regulation, Charter Value, and the Business Cycle
The year-long consultations on Basel II mirror the international popularity of capital requirements as a regulatory instrument. Yet, the impact of capital requirements on banks' behavior is not fully understood. The aim of this study is to contribute to this understanding.
1;Preface;62;Contents;83;List of Tables;114;List of Figures;135;1 Introduction;146;2 Theoretical Literature;206.1;2.1 Moral Hazard in Banking;206.2;2.2 Capital Regulation in Models of Moral Hazard;236.3;2.3 The Disciplining Effect of Charter Value;266.4;2.4 A Model with Charter Value and Endogenous Capital;296.5;2.5 Further Considerations;346.6;2.6 Hypotheses on ...;387;3 Capital and Risk Adjustments after an Increase in Capital Requirements;437.1;3.1 Introduction;437.2;3.2 The Empirical Model;457.3;3.3 Data Description;557.4;3.4 Regression Analysis;607.5;3.5 Conclusion;767.6;3.6 Appendix 1: Descriptive Statistics;777.7;3.7 Appendix 2: Robustness Checks;818;4 Capital and Risk Adjustments over the Business Cycle;918.1;4.1 Introduction;918.2;4.2 The Empirical Model;938.3;4.3 Data Description;1018.4;4.4 Regression Analysis;1038.5;4.5 Conclusion;1168.6;4.6 Appendix 1: Descriptive Statistics;1178.7;4.7 Appendix 2: Robustness Checks;1209;5 The Disciplining Effect of Charter Value on Risk- Taking;1249.1;5.1 Introduction;1249.2;5.2 The Empirical Model;1269.3;5.3 Data Description;1349.4;5.4 Regression Analysis;1359.5;5.5 Conclusion;1459.6;5.6 Appendix 1: Descriptive Statistics;1479.7;5.7 Appendix 2: Robustness Checks;15210;6 Final Remarks;15311;References;157
Stolz, Stéphanie M.
| ISBN | 9783540485452 |
|---|---|
| Artikelnummer | 9783540485452 |
| Medientyp | E-Book - PDF |
| Auflage | 2. Aufl. |
| Copyrightjahr | 2007 |
| Verlag | Springer-Verlag |
| Umfang | 151 Seiten |
| Sprache | Englisch |
| Kopierschutz | Digitales Wasserzeichen |
