The Bank Capital Regulation (BCR) Model

Column (1) of any of the three dependent variables: Leverage capital ratio (I), Tier1 risk-based capital ratio (II) and the Total risk-based capital ratio (III) presents

Our results show that average pair-wise correlations significantly differ among countries and that the probability that a specific shock extends to other banks is better predicted

ceci nous permet de dire que les génotypes qui ont levés en premiers sont les premiers à mûrir avec des C°J différents pour les deux phases de développement dans le

Hypothesis 2 (H2): The impact of changes in capital on bank risk taking is different according to the ex ante regulatory capital position of the bank as well

Table 5 shows the risks for different yield targets, cotton crop management sequences, and decision rules application. The risks are all low

We obtain optimal consumption, optimal hours and the risk premium as functions of financial wealth in the neoclassical production economy, while our closed-form solutions can be used

Using data on the euro area from 1999 to 2018 and the triple interactions among monetary policy, equity capital, and deposits (as a proxy for funding liquidity), we show that

16:05-16:25 The role of the off-balance-sheet leverage in the late 2000s crisis Nikolaos Papanikolaou (University of Luxembourg/LSF). Christian Wolff (University of