Last edited by Mokinos
Friday, May 8, 2020 | History

9 edition of Bank Capital and Risk-Taking found in the catalog.

Bank Capital and Risk-Taking

The Impact of Capital Regulation, Charter Value, and the Business Cycle (Kieler Studien - Kiel Studies)

by StГ©phanie M. Stolz

  • 29 Want to read
  • 33 Currently reading

Published by Springer .
Written in English

    Subjects:
  • Banking,
  • Business & Economics,
  • Business / Economics / Finance,
  • Business/Economics,
  • Economics - Microeconomics,
  • Finance,
  • Bank Capital Regulation,
  • Bank Risk-Taking,
  • Business & Economics / Finance,
  • Charter Value,
  • International - Economics,
  • Bank capital,
  • Risk

  • The Physical Object
    FormatHardcover
    Number of Pages150
    ID Numbers
    Open LibraryOL12775505M
    ISBN 103540485449
    ISBN 109783540485445

      In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory change, the strategic importance of capital management became apparent during the crisis and has moved the subject to the top of corporate agendas. Bank and Insurance Capital Management is an Author: Frans de Weert. Corrections. All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:vyipSee general information about how to correct material in RePEc.. For technical questions regarding this item, or to correct its authors, title.

    This chapter summarizes the book’s empirical findings and looks in particular at the effects risk has on bank performance and competition has on the risk-taking behaviour of Chinese banks. In addition to empirical results, relevant explanations are given. economic and regulatory capital in the context of a dynamic model of a bank with a loan-portfolio return described by the single-risk-factor model that underlies the IRB capital requirements of Basel II. Economic capital is the level of capital chosen by shareholders at the beginning of each period in order to maximize the value ofFile Size: KB.

    Importantly, capital is a source of funds that the bank uses to acquire assets. This means that, if a bank were to issue an extra dollar worth of equity or retain an additional dollar of earnings, it can use this to increase its holding of cash, securities, loans, or any other asset. 3 SEPTEMBER IMPLEMENTING INTEREST RATE RISK IN THE BANKING BOOK: A PRACTICAL APPROACH MOODY’S ANALYTICS 1. Introduction Interest rate risk in the banking book or IRRBB—as defined by the Basel Committee—is the “current or prospective risk to a bank’s capital and earnings, arising from adverse movements in interest rates that affectFile Size: KB.


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Bank Capital and Risk-Taking by StГ©phanie M. Stolz Download PDF EPUB FB2

Bank Capital and Risk-Taking: The Impact of Capital Regulation, Charter Value, and the Business Cycle (Kieler Studien - Kiel Studies ())Cited by: Bank Capital and Risk-Taking: The Impact of Capital Regulation, Charter Value, and the Business Cycle (Kieler Studien - Kiel Studies Book ) - Kindle edition by Stolz, Stéphanie M.

Download it once and read it on your Kindle device, PC, phones or cturer: Springer. Bank Capital and Risk-Taking The Impact of Capital Regulation, Charter Value, and the Business Cycle Authors: Stolz, Stéphanie M. Bank Capital Regulation and Risk Taking by Michael Wedow (Author) ISBN Cited by: 1.

Bank Capital and Risk-Taking The Impact of Capital Regulation, Charter Value, and the Business Cycle. Risk-taking is a discontinuous function of the level of capital. We solve in steady-state for the liquidation rate and investigate the determinants of charter value. Minimum capital standards have little long-term impact on behaviour.

Audit frequency is the principal tool for restraining moral hazard. Bank Capital. The banking book is a term for assets on a bank’s balance sheet that are expected to be held to maturity, usually consisting of customer loans to and deposits from retail and corporate customers.

The banking book can also include those derivatives that are used to hedge exposures arising from the banking book activity, including interest rate risk. of Banking and Finance 13 () North-Holland CAPITAL REGULATION AND RANK RISK-TAKING: A NOTE* Frederick T.

FURLONG anti Michael C. KEELEY Federal Reserve Bank of San Francisco, San Francisco, CAPISA Received Marchfinal version received February rhis paper examines they=-ytically the effects of more stringent capital regulation on bank asset Cited by: regulators to implement progressively tighter restrictions on bank activities as capital declines.

These regulatory initiatives were aimed at discouraging bank risk-taking, preventing bank failures, and ensuring continued solvency of the deposit insurance fund.

In large part, this expansion of capital-based regulation was an effort to address a. If bank capital truly helps curbing bank risk- taking incentives and absorbing losses, we would expect that, when a large, unexpected negative shock to bank value materializes – as was the case with the financial crisis that.

From the bank regulator’s perspective, the capital regulation needs to take into account the bank’s accounting rules and measurement problems, and if necessary, decouple the regulatory capital calculation from the full fair value basis in order to prudentially regulate the bank’s excessive risk-taking which eventually leads to by: 4.

We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank increases, risk shifting by borrowers increases, even if their leverage is unchanged (zombie lending).Cited by: 1.

(ebook) Bank Capital and Risk-Taking () from Dymocks online store. The year-long consultations on Basel II mirror the. Efficient capital management is fundamental to the optimisation of shareholder value for any financial institution.

In this significantly expanded and updated new edition of the successful Managing Bank Capital Chris Matten addresses the issue of capital allocation both from an Cited by: Buy Bank Capital and Risk-Taking Books online at best prices in India by St Phanie M.

Stolz from Buy Bank Capital and Risk-Taking online of India’s Largest Online Book Store, Only Genuine Products. Lowest price and Replacement Guarantee. Cash On Delivery Available. Economic capital is also discussed in depth, as are the practicalities of bank and insurance M&A, and the book also shows how financial innovations can be used to optimise the capital position and how diversification effects are reflected in the capital position.

This book will arm readers with the knowledge and skills needed to understand how. This book presents an integrated framework for risk measurement, capital management and value creation in banks.

Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value.

Downloadable. Bank capital regulation seems to be today's most accepted regulatory instrument. The reasoning is that limited liability and deposit insurance appear to give banks incentives for excessive risk-taking.

Capital requirements can alleviate this problem as banks are obliged to hold more capital which forces them to have more of their own funds at by: Financial Crisis, Corporate Governance, and Bank Capital - Kindle edition by Bhagat, Sanjai.

Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Financial Crisis, Corporate Governance, and Bank Capital.5/5(1). Bank Governance, Regulation, and Risk Taking Luc Laeven, Ross Levine.

NBER Working Paper No. Issued in June NBER Program(s):Corporate Finance, International Finance and Macroeconomics This paper conducts the first empirical assessment of theories concerning relationships among risk taking by banks, their ownership structures, and national bank by:.

Get this from a library! Bank capital and risk-taking: the impact of capital regulation, charter value, and the business cycle. [Stephanie Marie Stolz] -- "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.Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation.

The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component.Publisher Summary. The chapter analyzes the regulatory capital constraints and discusses the alternative notions of bank capital, focusing first on the book value of capital and the main impact of new International Accounting Standards, and then on market capitalization and why it should have a greater role as a unit of measure of available and required economic capital.