Without a constraint on equity, maximum leverage restrictions and R-B capital plans are mutually exclusive alternatives. As we deviate from the optimal risk weights, a combination of a leverage restriction and a R-B equity ratio seems to be the more appropriate approach to controlling bank ...
bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and market-based indicators of risk. Although the capital and RBC ratios are statistically significant predictors of BHCs’ levels of risk, we find the capital ratio is a ...
bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and market-based indicators of risk. Although the capital and RBC ratios are statistically significant predictors of BHCs' levels of risk, we find the capital ratio is a ...
The purpose of this article is to examine the impact of the Basel capital standards on bank behaviour. Using a simultaneous equations framework, this study is the first to provide a comparative analysis between emerging and developed countries' banks. The aim is to test whether there are differen...
tier l risk-based capital ratio计算公式 以下提供了三个可能与此相关的金融专业概念的计算公式: 1.单位风险报酬率计算公式:单位风险报酬率=资产净值增长率÷资产净值标准差。 2.夏普指数计算公式:夏普指数=(平均报酬率-无风险利率)/标准差。 3.资本充足率计算公式:资本充足率=(资本-资本扣除项)/(风险加权资产...
CapitalRisk-based capitalRegulationVolatilityInsolvencyRecent changes in U.S. banking regulation have emphasized risk-based capital (RBC) as an indicator of bank soundness. This paper compares the RBC ratio to the standard capital ratio of equity over assets. We regress the capital and RBC ratios ...
Risk-based capital requirements are regulatory rules that establishe minimum regulatory capital for financial institutions such as banks. The goal is to keep banks stable, even during financial crises and prevent bank runs. In the U.S. many banks are subject to Regulation H and international banks...
网络风险基础资本比率;风险资本适足率 网络释义
Under the Dodd-Frank rules, each bank is required to have a total risk-based capital ratio of 8% and a tier 1 risk-based capital ratio of 4.5%. A bank is considered "well-capitalized" if it has a tier 1 ratio of 8% or greater and a total risk-based capital ratio of at least ...
We also include equity to total asset ratio (B_EQTA), since a high capital ratio might suggest a highly risky loan portfolio (Casu and Girardone, 2006). Salas and Saurina (2003) found that banks with lower capital tended to operate with higher levels of credit risk in line with the mo...