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Capital requirements and shifts in commercial bank portfolios Author info | Abstract | Publisher info | Download info | Related research | Statistics Joseph G. Haubrich
Paul Wachtel
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Since 1989, U.S. commercial banks have shifted their portfolios away from commercial loans toward government securities. Using data for individual banks, the authors document this shift and test for whether it can be attributed to the imposition of risk-based capital requirements. Their results indicate that these requirements may indeed account for part of the portfolio shift.
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Article provided by Federal Reserve Bank of Cleveland in its journal Economic Review .
Volume (Year): (1993)
Issue (Month): Q III ()
Pages: 2-15
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Handle: RePEc:fip:fedcer:y:1993:i:qiii:p:2-15:n:v.29no.3Contact details of provider: Postal: 1455 East 6th St., Cleveland OH 44114 Phone: 216.579.2000 Web page: http://www.clevelandfed.org/ More information through EDIRC
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Keywords: Bank capital Bank investments Other versions of this item:
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