Titlebook: Bank Capital and Risk-Taking; The Impact of Capita Stéphanie M. Stolz Book 2007 Springer-Verlag Berlin Heidelberg 2007 Bank Capital.Bank Ca

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Capital and Risk Adjustments after an Increase in Capital Requirements,le of minimum capital requirements is particularly reflected in the Basel Capital Accord of 1988 and the current process of its revision (Basel II). However, the importance attached to capital requirements in the supervision of banks raises several questions: How do banks react to capital requiremen

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Capital and Risk Adjustments over the Business Cycle, in the literature (e.g., Kishan and Opiela 2000; Van den Heuvel 2003). In contrast, their role in transmitting GDP shocks has received only minor attention, although poorly capitalized banks have the potential to amplify business cycles. Poorly capitalized banks facing materializing credit risk in

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The Disciplining Effect of Charter Value on Risk-Taking, the existence of deposit insurance, banks have an incentive to decrease capital-to-asset ratios and to increase asset risk, thereby increasing their probability of default and extracting wealth from the deposit insurance system.

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Book 2007ts staff for providing a very fertile academic ground for my research and for providing excellent research facilities. In fact, conduct- ing this study would not have been possible without the support of my colleagues at the Kiel Institute and elsewhere. In particular, I am grateful to Horst Siebert

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集聚成團(tuán)