Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk

We investigate the impact of changes in capital of European banks on their risk-taking behavior from 1992 to 2006, a time period covering the Basel I capital requirements. We specifically focus on the initial level and type of regulatory capital banks hold. First, we assume that risk changes depend on banks' ex ante regulatory capital position. Second, we consider the impact of an increase in each component of regulatory capital on banks‟ risk changes.

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Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk
  • Publié le 22/06/2013
  • FR
  • PDF (858.65 Ko)
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Mis à jour le : 19/03/2019 15:48