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The Cyclical Behaviour of European Bank Capital Buffers

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Cited by:

  1. Christoffer Kok & Glenn Schepens, 2013. "Bank reactions after capital shortfalls," Working Paper Research 250, National Bank of Belgium.
  2. Klein, Philipp & Maidl, Christoph & Woyand, Corinna, 2021. "Bank ownership and capital buffers: How internal control is affected by external governance," Journal of Financial Stability, Elsevier, vol. 54(C).
  3. Faisal Abbas & Zahid Irshad Younas, 2021. "How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 109-131.
  4. Isabelle Distinguin & Clovis Rugemintwari, 2011. "The Role of Market Discipline on Bank Capital Buffer: Evidence from a Sample of European Banks," Working Papers hal-00916739, HAL.
  5. Selim Mankai & Aymen Belgacem, 2013. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," Working Papers hal-04141190, HAL.
  6. Oikarinen, Elias, 2009. "Interaction between housing prices and household borrowing: The Finnish case," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 747-756, April.
  7. Jiang, Hai & Yuan, Chao, 2022. "Monetary policy, capital regulation and bank risk-taking：Evidence from China," Journal of Asian Economics, Elsevier, vol. 82(C).
  8. Mr. Jaromir Benes & Mr. Michael Kumhof & Mr. Douglas Laxton, 2014. "Financial Crises in DSGE Models: A Prototype Model," IMF Working Papers 2014/057, International Monetary Fund.
  9. Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Money Affairs, CEMLA, vol. 0(2), pages 143-162, July-Dece.
  10. Soedarmono, Wahyoe & Machrouh, Fouad & Tarazi, Amine, 2013. "Bank competition, crisis and risk taking: Evidence from emerging markets in Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 196-221.
  11. Wilson, John O.S. & Casu, Barbara & Girardone, Claudia & Molyneux, Philip, 2010. "Emerging themes in banking: Recent literature and directions for future research," The British Accounting Review, Elsevier, vol. 42(3), pages 153-169.
  12. Ms. Silvia Sgherri & Bertrand Gruss, 2009. "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a Dsge Model," IMF Working Papers 2009/035, International Monetary Fund.
  13. repec:zbw:bofrdp:2007_013 is not listed on IDEAS
  14. Lepetit, Laetitia & Saghi-Zedek, Nadia & Tarazi, Amine, 2015. "Excess control rights, bank capital structure adjustments, and lending," Journal of Financial Economics, Elsevier, vol. 115(3), pages 574-591.
  15. Konstantinos Drakos, 2012. "US banks' capitalization speed‐of‐adjustment: a microeconometric approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 270-286, July.
  16. Louhichi, Awatef & Boujelbene, Younes, 2017. "Bank capital, lending and financing behaviour of dual banking systems," Journal of Multinational Financial Management, Elsevier, vol. 41(C), pages 61-79.
  17. Košak, Marko & Li, Shaofang & Lončarski, Igor & Marinč, Matej, 2015. "Quality of bank capital and bank lending behavior during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 168-183.
  18. PJ Elliott, 2021. "Banking Trends: How and Why Bank Capital Ratios Change Over the Business Cycle," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 6(1), pages 17-22, March.
  19. Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023. "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  20. Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
  21. Roman Horváth & Jakub Seidler & Laurent Weill, 2014. "Bank Capital and Liquidity Creation: Granger-Causality Evidence," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(3), pages 341-361, June.
  22. Abu Hanifa Md Noman & Chan Sok Gee & Che Ruhana Isa, 2017. "Does competition improve financial stability of the banking sector in ASEAN countries? An empirical analysis," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-27, May.
  23. Mr. Jaromir Benes & Mr. Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 2011/130, International Monetary Fund.
  24. Angeloni, Ignazio & Faia, Ester & Lo Duca, Marco, 2015. "Monetary policy and risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 285-307.
  25. Hasan, Iftekhar & Siddique, Akhtar & Sun, Xian, 2015. "Monitoring the “invisible” hand of market discipline: Capital adequacy revisited," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 475-492.
  26. Ben Naceur, S. & Marton, Katherin & Roulet, Caroline, 2018. "Basel III and bank-lending: Evidence from the United States and Europe," Journal of Financial Stability, Elsevier, vol. 39(C), pages 1-27.
  27. Soedarmono, Wahyoe & Machrouh, Fouad & Tarazi, Amine, 2011. "Bank market power, economic growth and financial stability: Evidence from Asian banks," Journal of Asian Economics, Elsevier, vol. 22(6), pages 460-470.
  28. Benjamin E. Hermalin & Michael S. Weisbach, 2012. "Information Disclosure and Corporate Governance," Journal of Finance, American Finance Association, vol. 67(1), pages 195-234, February.
  29. William B. Francis & Matthew Osborne, 2010. "On the Behavior and Determinants of Risk‐Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions," International Review of Finance, International Review of Finance Ltd., vol. 10(4), pages 485-518, December.
  30. Neryvia Pillay & Konstantin Makrelov, 2024. "The lending implications of banks holding excess capital," Working Papers 11056, South African Reserve Bank.
  31. de-Ramon, Sebastian J.A. & Francis, William B. & Harris, Qun, 2022. "Bank-specific capital requirements and capital management from 1989-2013: Further evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 138(C).
  32. Tian, Suhua & Yang, Yunhong & Zhang, Gaiyan, 2013. "Bank capital, interbank contagion, and bailout policy," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2765-2778.
  33. Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019. "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
  34. Michael Brei & Leonardo Gambacorta, 2014. "The leverage ratio over the cycle," BIS Working Papers 471, Bank for International Settlements.
  35. Jokivuolle, Esa & Peura, Samu, 2006. "Rating targeting and the confidence levels implicit in bank capital," Bank of Finland Research Discussion Papers 27/2006, Bank of Finland.
  36. Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan, 2020. "Bank profitability, leverage constraints, and risk-taking," Journal of Financial Intermediation, Elsevier, vol. 44(C).
  37. Soedarmono, Wahyoe & Yusgiantoro, Inka, 2023. "Islamic bank procyclicality in an emerging market economy: Do bank size and financing contracts matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 132-141.
  38. PJ Elliott, 2021. "Banking Trends: How and Why Bank Capital Ratios Change Over the Business Cycle," Banking Trends, Federal Reserve Bank of Philadelphia, March.
  39. Wahyoe Soedarmono & Amine Tarazi & Agusman Agusman & Gary S. Monroe & Dominic Gasbarro, 2016. "Loan Loss Provisions and Lending Behavior of Banks: Do Information Sharing and Borrower Legal Rights Matter?," Working Papers hal-01316717, HAL.
  40. Montagnoli, Alberto & Mouratidis, Konstantinos & Whyte, Kemar, 2021. "Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
  41. Faisal Abbas & Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2021. "Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector," JRFM, MDPI, vol. 14(4), pages 1-13, March.
  42. Shu Ling Chiang & Ming Shann Tsai, 2019. "The Valuation of Deposit Insurance Premiums Based on a Specific Bank's Official Default Probability," Multinational Finance Journal, Multinational Finance Journal, vol. 23(3-4), pages 141-167, September.
  43. Horvath, B.L., 2013. "The impact of Taxation on Bank Leverage and Asset Risk," Other publications TiSEM 3e591f31-4fbc-460b-a5ed-e, Tilburg University, School of Economics and Management.
  44. Liu, Xiaochun, 2017. "An integrated macro-financial risk-based approach to the stressed capital requirement," Review of Financial Economics, Elsevier, vol. 34(C), pages 86-98.
  45. García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
  46. Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair, 2017. "In good times and in bad: Bank capital ratios and lending rates," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 102-112.
  47. Coffinet, Jérôme & Coudert, Virginie & Pop, Adrian & Pouvelle, Cyril, 2012. "Two-way interplays between capital buffers and credit growth: Evidence from French banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1110-1125.
  48. Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex ante capital position, changes in the different components of regulatory capital and bank risk," Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4831-4856, December.
  49. Song, Joonhyuk & Ryu, Doojin, 2016. "Credit cycle and balancing the capital gap: Evidence from Korea," Economic Systems, Elsevier, vol. 40(4), pages 595-611.
  50. Chen Zhu & Liping Chen, 2018. "The Impact of Macroprudential Supervision on the Capital Operation of Commercial Banks," Journal of Accounting, Business and Finance Research, Scientific Publishing Institute, vol. 3(2), pages 56-63.
  51. Athanasoglou, Panayiotis P. & Daniilidis, Ioannis & Delis, Manthos D., 2014. "Bank procyclicality and output: Issues and policies," Journal of Economics and Business, Elsevier, vol. 72(C), pages 58-83.
  52. Jean-Michel Sahut & Faten Ben Bouheni, 2019. "Profitability and Risk-Taking Among Cooperative Banks in the Eurozone," Economics Bulletin, AccessEcon, vol. 39(2), pages 1103-1117.
  53. Frache, Serafín & García-Cicco, Javier & Ponce, Jorge, 2023. "Countercyclical prudential tools in an estimated DSGE model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
  54. Raja, Akash, 2023. "The impact of changes in bank capital requirements," Bank of England working papers 1004, Bank of England.
  55. Faisal Abbas & Omar Masood & Shoaib Ali & Sohail Rizwan, 2021. "How Do Capital Ratios Affect Bank Risk-Taking: New Evidence From the United States," SAGE Open, , vol. 11(1), pages 21582440209, January.
  56. Étienne Bordeleau & Allan Crawford & Christopher Graham, 2009. "Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience," Discussion Papers 09-15, Bank of Canada.
  57. Laetitia Lepetit & Amine Tarazi & Nadia Zedek, 2012. "Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks," Working Papers hal-00918579, HAL.
  58. Markus Behn & Rainer Haselmann & Paul Wachtel, 2016. "Procyclical Capital Regulation and Lending," Journal of Finance, American Finance Association, vol. 71(2), pages 919-956, April.
  59. Carvallo Valencia, Oscar & Ortiz Bolaños, Alberto, 2018. "Bank capital buffers around the world: Cyclical patterns and the effect of market power," Journal of Financial Stability, Elsevier, vol. 38(C), pages 119-131.
  60. Huang, Xian & Xiong, Qiyue, 2015. "Bank capital buffer decisions under macroeconomic fluctuations: Evidence for the banking industry of China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 30-39.
  61. Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020. "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
  62. Mohamed Trabelsi & Ibrahim Elbadawi & Dhuha Fadhel, 2015. "Bank's Capital Buffers and Business Cycle: Evidence from GCC Countries. 2004-2011," Working Papers 925, Economic Research Forum, revised Jul 2015.
  63. Lin, Karen Lai Kai, 2020. "The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 53(1), pages 49-68, February.
  64. Balázs Égert & Douglas Sutherland, 2014. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 98-117, February.
  65. Cao, Yifei & Whyte, Kemar, 2022. "Corporate Tax Shields and Capital Structure: Levelling the Playing Field in Debt vs Equity Finance," National Institute of Economic and Social Research (NIESR) Discussion Papers 542, National Institute of Economic and Social Research.
  66. Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2022. "The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 911-942, January.
  67. Jiang, Hai & Zhang, Jinyi & Sun, Chen, 2020. "How does capital buffer affect bank risk-taking? New evidence from China using quantile regression," China Economic Review, Elsevier, vol. 60(C).
  68. Marques Pereira, João André C. & Saito, Richard, 2015. "How banks respond to Central Bank supervision: Evidence from Brazil," Journal of Financial Stability, Elsevier, vol. 19(C), pages 22-30.
  69. Changjun Zheng & Tinghua Xu & Wanxia Liang, 2012. "The empirical research of banks' capital buffer and risk adjustment decision making," China Finance Review International, Emerald Group Publishing Limited, vol. 2(2), pages 163-179, April.
  70. Jiang, Chunxia & Liu, Hong & Molyneux, Philip, 2019. "Do different forms of government ownership matter for bank capital behavior? Evidence from China," Journal of Financial Stability, Elsevier, vol. 40(C), pages 38-49.
  71. Konstantin Makrelov & Neryvia Pillay & Bojosi Morule, 2023. "Fiscal risks and their impact on banks' capital buffers in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 91(1), pages 116-134, March.
  72. David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 809-832, August.
  73. Johnston, Mark, 2009. "Extending the Basel II approach to estimate capital requirements for equity investments," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1177-1185, June.
  74. Jean-Loup, Soula, 2017. "Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
  75. Ferrer, Alex & Casals, José & Sotoca, Sonia, 2015. "Capital cyclicality, conditional coverage and long-term capital assessment," Finance Research Letters, Elsevier, vol. 15(C), pages 246-256.
  76. Karmakar, Sudipto & Mok, Junghwan, 2015. "Bank capital and lending: An analysis of commercial banks in the United States," Economics Letters, Elsevier, vol. 128(C), pages 21-24.
  77. Sclip, Alex & Girardone, Claudia & Miani, Stefano, 2019. "Large EU banks’ capital and liquidity: Relationship and impact on credit default swap spreads," The British Accounting Review, Elsevier, vol. 51(4), pages 438-461.
  78. Brown, Christine & Davis, Kevin, 2009. "Capital management in mutual financial institutions," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 443-455, March.
  79. Ly, Kim Cuong & Shimizu, Katsutoshi, 2021. "Did Basel regulation cause a significant procyclicality?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  80. Gabriel Barros Tavares Peixoto & Gabriel Caldas Montes, 2014. "Risk-Taking Channel, Bank Lendingchannel And The “Paradox Of Credibility”: Empirical Evidence For Brazil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 030, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  81. Chau H. A. Le, 2016. "Macro-financial linkages and bank behaviour: evidence from the second-round effects of the global financial crisis on East Asia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 365-387, December.
  82. Natalya Martynova & Mr. Lev Ratnovski & Mr. Razvan Vlahu, 2015. "Bank Profitability and Risk-Taking," IMF Working Papers 2015/249, International Monetary Fund.
  83. Cecilia Dassatti & Alejandro Pena & Jorge Ponce & Magdalena Tubio, 2015. "Countercyclical Capital Buffer: The Case of Uruguay," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 251-285, July-Dece.
  84. Hamada, Miki, 2016. "Excess capital and bank behavior : evidence from Indonesia," IDE Discussion Papers 588, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  85. repec:ipf:finteo:v:39:y:2015:i:3:p:139-169 is not listed on IDEAS
  86. Toh, Moau Yong & Zhang, Yongmin, 2022. "Bank capital and risk adjustment responses to economic uncertainty: Evidence from emerging Southeast Asian economies," Research in International Business and Finance, Elsevier, vol. 60(C).
  87. Jiaming Soh, 2019. "Disentangling the Supply and Demand Factors of Household Credit in Malaysia: Evidence from the Credit Register," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  88. Simona Malovana, 2018. "The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic," Working Papers 2018/12, Czech National Bank.
  89. Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Did Basel regulations cause a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
  90. Laetitia Lepetit & Amine Tarazi & Nadia Zedek, 2012. "Bank Regulatory Capital Adjustment and Ultimate Ownership Structure: Evidence from European Commercial Banks," Working Papers hal-00918577, HAL.
  91. Shim, Jeungbo, 2010. "Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2450-2461, October.
  92. Hamada, Miki, 2017. "Bank capital and bank lending in the Indonesian banking sector," IDE Discussion Papers 662, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  93. Cicchiello, Antonella Francesca & Cotugno, Matteo & Perdichizzi, Salvatore & Torluccio, Giuseppe, 2022. "Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans," International Review of Financial Analysis, Elsevier, vol. 84(C).
  94. Rydqvist, Kristian, 2010. "Tax Arbitrage with Risk and Effort Aversion - Swedish Lottery Bonds 1970-1990," SIFR Research Report Series 70, Institute for Financial Research.
  95. Romila Qamar & Shahid Mansoor Hashmi & Jaleel Ahmed & Ahmed N.K. AlFarra, 2016. "Are Capital Buffers Countercyclical ? An Evidence From Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(61), pages 123-146, September.
  96. Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
  97. Fonseca, Ana Rosa & González, Francisco, 2010. "How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 892-902, April.
  98. Gabriel A. Ogunmola & Fengsheng Chien & Ka Yin Chau & Li Li, 2022. "The Influence of Capital Requirement of Basel III Adoption on Banks’ Operating Efficiency: Evidence from U.S. Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(2), pages 5-26.
  99. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
  100. Ryan Michaels, 2021. "Isolating the Effect of State Business Closure Orders on Employment," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 6(1), pages 8-16, March.
  101. de-Ramon, Sebastián & Iscenko, Zanna & Osborne, Matthew & Straughan, Michael & Andrews, Peter, 2012. "Measuring the impact of prudential policy on the macroeconomy: A practical application to Basel III and other responses to the financial crisis," MPRA Paper 69423, University Library of Munich, Germany.
  102. Koutras, Vasileios M. & Drakos, Konstantinos, 2013. "A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 131-140.
  103. Kazeem O. Salaam, 2015. "Procyclicality Effects on Bank Lending Decisions: A Case Study of the British Banking Sector," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(2), pages 185-194, April.
  104. Suren Pakhchanyan & Jörg Prokop & Gor Sahakyan, 2018. "Drivers of Bank Solvency, Risk Provisioning and Profitability in the Armenian Banking System," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(3), pages 307-332, December.
  105. Jokipii, Terhi & Milne, Alistair, 2011. "Bank capital buffer and risk adjustment decisions," Journal of Financial Stability, Elsevier, vol. 7(3), pages 165-178, August.
  106. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
  107. Varotto, Simone, 2012. "Stress testing credit risk: The Great Depression scenario," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3133-3149.
  108. Shaofang Li, 2021. "Quality of Bank Capital, Competition, and Risk-Taking: Some International Evidence," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3455-3488, September.
  109. Kilponen, Juha & Milne, Alistair, 2007. "The lending channel under optimal choice of monetary policy," Bank of Finland Research Discussion Papers 33/2007, Bank of Finland.
  110. Ben Maatoug, Abderrazek & Ben Ayed, Wassim & Ftiti, Zied, 2019. "Are MENA banks’ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 109-118.
  111. Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2009. "Credit allocation, capital requirements and procyclicality," Research Discussion Papers 23/2009, Bank of Finland.
  112. Fungáčová Z. & Solanko L., 2009. "Risk-taking by Russian banks: do location, ownership and size matter?," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 13(1), pages 101-129.
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  114. Benes, Jaromir & Kumhof, Michael, 2015. "Risky bank lending and countercyclical capital buffers," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 58-80.
  115. Maurin, Laurent & Toivanen, Mervi, 2012. "Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks," Working Paper Series 1499, European Central Bank.
  116. Anachit Bagntasarian & Emmanuel Mamatzakis, 2019. "Testing for the underlying dynamics of bank capital buffer and performance nexus," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 347-380, February.
  117. Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana, Fulbert Tchana, 2013. "Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3373-3387.
  118. Selim Mankaï & Aymen Belgacem, 2016. "Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 1007-1043, December.
  119. Xiaoqing (Maggie) Fu & Yongjia (Rebecca) Lin & Philip Molyneux, 2016. "Bank Capital And Liquidity Creation In Asia Pacific," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 966-993, April.
  120. Foos, Daniel & Norden, Lars & Weber, Martin, 2010. "Loan growth and riskiness of banks," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2929-2940, December.
  121. Sherene A. Bailey-Tapper, 2011. "Investigating the Link between Bank Capital & Economic Activity: Evidence on Jamaican Panel," Money Affairs, CEMLA, vol. 0(2), pages 163-188, July-Dece.
  122. Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
  123. Pavla Klepková Vodová, 2019. "Determinants of Solvency in Selected CEE Banking Sectors: Does Affiliation with the Financial Conglomerate Matter?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 67(2), pages 493-501.
  124. Ben Bouheni, Faten & Hasnaoui, Amir, 2017. "Cyclical behavior of the financial stability of eurozone commercial banks," Economic Modelling, Elsevier, vol. 67(C), pages 392-408.
  125. Jokivuolle, Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Bank of Finland Research Discussion Papers 13/2007, Bank of Finland.
  126. Stolz, Stéphanie & Wedow, Michael, 2011. "Banks' regulatory capital buffer and the business cycle: Evidence for Germany," Journal of Financial Stability, Elsevier, vol. 7(2), pages 98-110, June.
  127. Alhassan, Abdul Latif & Owusu Brobbey, Freeman & Effah Asamoah, Michael, 2013. "Does Asset Quality Persist on Bank Lending Behaviour? Empirical Evidence from Ghana," MPRA Paper 48177, University Library of Munich, Germany.
  128. Lin, Karen Lai Kai & Konishi, Masaru, 2013. "Capital requirements, bank behavior and fair value accounting: Evidence from Japanese commercial banks," Working Paper Series G-1-6, Hitotsubashi University Center for Financial Research.
  129. Athenia Bongani Sibindi, 2018. "The Determinants of South African Banks' Capital Buffers," Journal of Economics and Behavioral Studies, AMH International, vol. 10(1), pages 234-244.
  130. Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022. "International evidence for the substitution effect of FX derivatives usage on bank capital buffer," Research in International Business and Finance, Elsevier, vol. 62(C).
  131. Zheng, Changjun & Moudud-Ul-Huq, Syed & Rahman, Mohammad Morshedur & Ashraf, Badar Nadeem, 2017. "Does the ownership structure matter for banks’ capital regulation and risk-taking behavior? Empirical evidence from a developing country," Research in International Business and Finance, Elsevier, vol. 42(C), pages 404-421.
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