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Why [`]Basel II' may need a leverage ratio restriction

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Author Info
Blum, Jürg M.
Abstract

We analyze regulatory capital requirements where the amount of required capital depends on the level of risk reported by the banks. It is shown that if the supervisors have a limited ability to identify or to sanction dishonest banks, an additional, risk-independent leverage ratio restriction may be necessary to induce truthful risk reporting. The leverage ratio helps to offset the banks' potential capital savings of understating their risks by (i) reducing banks' put option value of limited liability ex ante, and by (ii) increasing the banks' net worth, which in turn enhances the supervisors' ability to sanction banks ex post.

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Publisher Info
Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 32 (2008)
Issue (Month): 8 (August)
Pages: 1699-1707
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Handle: RePEc:eee:jbfina:v:32:y:2008:i:8:p:1699-1707

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  1. Martin Hellwig, 2008. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2008_43, Max Planck Institute for Research on Collective Goods. [Downloadable!]
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  2. Martin Cihák & Tigran Poghosyan, 2009. "Distress in European Banks: An Analysis Based on a New Dataset," IMF Working Papers 09/9, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-12-3.


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