Relevant bibliographies by topics / Bank capital

Academic literature on the topic 'Bank capital'

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Published: 4 June 2021
Last updated: 30 July 2024

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Journal articles on the topic "Bank capital"

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Sang Tang My and Anh Nguyen Quoc. "BANK CAPITAL AND BANK PROFITABILITY OF VIETNAM COMMERCIAL BANKS." International Journal of Business and Society 24, no. 1 (April 7, 2023): 56–65. http://dx.doi.org/10.33736/ijbs.5601.2023.

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The commercial banking system plays an important role in providing capital to businesses and other organizations, so bank capital receives great attention from many different subjects in the economy. This position is even more crucial for Vietnam, a developing country because the corporate bond market is relatively small in comparison to the size of the economy. As a result, commercial bank business efficiency is a problem that requires attention since it has a direct impact on the efficiency with which capital is provided to firms, as well as the market's stability. The research study concerning the effect of bank capital on bank profitability was conducted using data gathered from 22 Vietnam commercial banks from 2011 to 2020, using Pooled OLS, FEM, REM, and GMM methodologies. The results show that bank capital has a negative relationship with profitability. Bank profitability is also positively affected by bank size, credit risk, credit growth, and capital adequacy ratio. This study offers a new understanding of the relationship between bank capital, and bank profitability in Vietnam and proposed implications for Vietnam commercial banks' governance solutions, a country whose financial system depends mainly on banks, has transformed its capital management direction according to Basel 2 guidelines and is preparing for Basel 3 standards.
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Febrianto, Hendra Galuh, and Amalia Indah Fitriana. "MENILAI TINGKAT KESEHATAN BANK DENGAN ANALISIS METODE RISK PROFILE, GOOD CORPORATE GOVERNANCE, EARNINGS, CAPITAL PADA BANK SYARIAH DI INDONESIA." Islamic Banking : Jurnal Pemikiran dan Pengembangan Perbankan Syariah 6, no. 1 (August 27, 2020): 139–60. http://dx.doi.org/10.36908/isbank.v6i1.135.

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ABSTRACT In the banking world of soundness, banks are very important for the formation of trust. Trust and loyalty to banks is a very helpful factor and makes it easier for bank management to develop good business strategies. Bank Soundness Levels are results issued by banks which are carried out on bank risk and performance (Bank Indonesia Regulation Number: 13/1 / PBI / 2011). If more than conventional banking with Islamic banking, conventional banking finance is better than Islamic banking. This is blessed with poor sharia banking (corporate governance) management. In order to be able to carry out its functions properly, banks must have sufficient capital, ensure the quality of their assets properly, be well managed and managed based on the principle of prudence, generate sufficient profits to maintain an increase, and support liquidity so that it can be adjusted to their needs. Therefore banks are required to be able to achieve and maintain a good and optimal level of performance, because the level of bank performance can increase the level of trust and loyalty needed by the wider community to use the products, services and financial activities of the bank. The purpose of this study is for advanced financial research with analysis of Risk Profiles (Risk Profiles), Good Corporate Governance (GCG), Profitability (Income), and Capital (Capital) which is hereinafter abbreviated as RGEC with the final aim of research for the needs of Sharia banking management in accordance with the latest Bank Indonesia and OJK regulations. This type of research uses descriptive research proposed in the RGEC analysis (Risk Profile, Good Corporate Governance, Income, and Capital) at Islamic Banks in Indonesia. from 2013 to 2017. Keywords: Risk Profile, Good Corporate Governance, Income, Capital, Bank Soundness ABSTRAK Dalam dunia perbankan tingkat kesehatan bank sangat penting bagi pembentukan kepercayaan. Kepercayaan dan loyalitas nasabah terhadap bank merupakan faktor yang sangat membantu dan mempermudah pihak manajemen bank untuk menyusun strategi bisnis yang baik. Tingkat Kesehatan Bank adalah hasil penilaian kondisi bank yang dilakukan terhadap risiko dan kinerja bank (Peraturan Bank Indonesia Nomor: 13/1/PBI/2011). Jika dibanding antara perbankan konvensional dengan perbankan syariah, kinerja keuangan perbankan konvensional lebih baik daripada perbankan syariah. Hal ini dikarena tatakelola (good corporate governance) perbankan syariah yang masih buruk. Agar dapat menjalankan fungsinya dengan baik, bank harus mempunyai modal yang cukup, menjaga kualitas asetnya dengan baik, dikelola dengan baik dan dioperasikan berdasarkan prinsip kehati-hatian, menghasilkan keuntungan yang cukup untuk mempertahankan kelangsungan usahanya, serta memelihara likuiditasnya sehingga dapat memenuhi kewajibannya. Oleh karena itu bank dituntut untuk bisa mencapai dan mempertahankan tingkat kinerja yang baik dan optimal, karena tingkat kinerja bank yang baik dapat meningkatkan kepercayaan dan loyalitas nasabah maupun masyarakat luas untuk menggunakan produk, jasa dan aktivitas keuangan dari bank tersebut. Tujuan penelitian ini adalah untuk menilai tingkat kesehatan keuangan dengan analisis Profil Risiko (Risk Profile), Good Corporate Governance (GCG), Rentabilitas (Earnings), dan Permodalan (Capital) yang selanjutnya disingkat RGEC dengan tujuan akhir merekomendasikan kebijakan untuk memperbaiki manajemen perbankan Syariah yang sesuai peraturan Bank Indonesia dan OJK yang terbaru. Jenis penelitian ini menggunakan penelitian deskriptif yang berfokus pada analisis RGEC (Risk Profile, Good Corporate Governance, Earnings, and Capital) pada Bank Syariah di Indonesia. dari tahun 2013 sampai 2017. Kata kunci: Risk Profile, Good Corporate Governance, Earnings, Capital, Tingkat Kesehatan Bank
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Salami, Abdulai Agbaje, and Ahmad Bukola Uthman. "Bank Capital, Operating Efficiency, and Corporate Performance in Nigeria." Acta Universitatis Sapientiae, Economics and Business 6, no. 1 (December 1, 2018): 61–87. http://dx.doi.org/10.1515/eb-2018-0004.

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Abstract This study examines the impact of bank capital and operating efficiency on the Nigerian deposit money bank financial performance with a view to resolving risk-based and non-risk-based capitals’ dichotomy existing in the bank literature. Using bank-specific data obtained from the annual reports and accounts of 15 banks listed on the Nigerian Stock Exchange between 2012 and 2015, the panel data regression analyses revealed the superiority of standard capital ratio of equity-to-total-assets, a non-risk-based capital, over other measures. While all measures, both risk-based and non-risk-based capitals, showed significantly positive effects on bank performance as measured by return-on-asset, mixed results were obtained from other indicators: return-on-equity and net-interest-margin. Overall, only equity-to-total-assets influenced all adopted performance indicators positively. It was also found that operating efficiency measured by cost-to-income ratio had negative impact on bank performance, but on the average it appeared too high. Thus, incorporating the standard capital ratio of equity-to-total assets into regulatory regime by the banks’ regulator is recommended to ensure its relevance is not overshadowed.
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Salami, Abdulai Agbaje, and Ahmad Bukola Uthman. "Bank Capital, Operating Efficiency, and Corporate Performance in Nigeria." Acta Universitatis Sapientiae, Economics and Business 6, no. 1 (December 1, 2018): 61–87. http://dx.doi.org/10.1515/auseb-2018-0004.

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AbstractThis study examines the impact of bank capital and operating efficiency on the Nigerian deposit money bank financial performance with a view to resolving risk-based and non-risk-based capitals’ dichotomy existing in the bank literature. Using bank-specific data obtained from the annual reports and accounts of 15 banks listed on the Nigerian Stock Exchange between 2012 and 2015, the panel data regression analyses revealed the superiority of standard capital ratio of equity-to-total-assets, a non-risk-based capital, over other measures. While all measures, both risk-based and non-risk-based capitals, showed significantly positive effects on bank performance as measured by return-on-asset, mixed results were obtained from other indicators: return-on-equity and net-interest-margin. Overall, only equity-to-total-assets influenced all adopted performance indicators positively. It was also found that operating efficiency measured by cost-to-income ratio had negative impact on bank performance, but on the average it appeared too high. Thus, incorporating the standard capital ratio of equity-to-total assets into regulatory regime by the banks’ regulator is recommended to ensure its relevance is not overshadowed.
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Teja, Adrian. "Effect of Corporate and Dividend Income Tax Rates on Bank Capital." International Research Journal of Business Studies 15, no. 2 (November 11, 2022): 167–76. http://dx.doi.org/10.21632/irjbs.15.2.167-176.

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The study uses quantitative method to estimate the effect of Corporate- and Dividend-Income-Tax rates on Total-Bank-Capital, Tier-1-Bank-Capital, and Tier-2-Bank-Capital ratios. The samples are banks from ASEAN-4 countries, i.e. Indonesia, Malaysia, The Philippines, and Thailand, taken in 2020. The effects of Corporate- and Dividend-Income-Tax on Total-Bank-Capital, Tier- 1-Bank-Capital, and Tier-2-Bank-Capital ratios were analyzed using cross-section regression. We placed Total-Bank-Capital, Tier-1-Bank-Capital, and Tier-2-Bank-Capital ratios as the dependent variable. Corporate- and DividendIncome-Tax rates were placed as the independent variable. Both Corporate and Dividend-Income-Tax rates are statistically significant and positively affect the Total-Bank-Capital and Tier-1-Bank-Capital. The findings suggest that high Corporate- and Dividend-Income-Tax rates reduce banks’ significant risks. Corporate-Income-Tax rates and negatively affect Tier-2-Bank-Capital. The finding suggests that lower tax rates will induce banks to increase their Tier-2- Bank-Capital ratio. However, the effect of Dividend-Income-Tax rates on Tier-2- Bank-Capital is not statistically significant.
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Sari, Nurshadrina Kartika, Isti Fadah, and Hari Sukarno. "DETERMINAN STRUKTUR MODAL BANK." EKUITAS (Jurnal Ekonomi dan Keuangan) 17, no. 1 (February 6, 2017): 71. http://dx.doi.org/10.24034/j25485024.y2013.v17.i1.2227.

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Banks are financial institutions how have an important part for the economy of a country. The bank’s main purposes are to collected funds from the public and distributed it back to them in credit loans. The biggest of public trusted to the bank, will make the bigger bank’s liabilities to their funds. This research examines determinants of bank capital structure, including profitability, liquidity, business risk, dividend, management ownership, institutional ownership and bank’s age. The samples in this research are 70 banks in Indonesian period 2006 until 2011, where analyzed with multiple linier regression test with dummy variable to know which of the seven variables are the determinans of the bank capital structures that use DER (Debt to Equity Ratio) to measure it. The result of this research find that determinants of bank capital structures is liquidity, institutional ownership and bank’s age, but profitability, business risk, dividend and management ownership are not the determinants of bank capital structures period 2006 until 2011.
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Ahmed, Muntazar Bashir. "KASB Bank Limited: Capital Shortage." Asian Journal of Management Cases 15, no. 1 (March 2018): 1–22. http://dx.doi.org/10.1177/0972820117744685.

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KASB Bank Limited was a small sized bank in Pakistan. Its operations did not generate sufficient profits and over the years it was unable to meet the regulatory capital as specified by the State Bank of Pakistan. The bank’s loan portfolio was infected with poor quality borrowers and this resulted in very high non performing loans which required loan loss provisions. The bank sponsor had other group companies which the KASB Bank acquired in order to meet the capital needs. The State Bank as part of compliance with BASEL rules required higher amounts of capital to protect the banking sector and had allowed KASB Bank extra time to meet the capital needs. However, the State Bank ultimately used its regulatory authority to put the bank under its supervision. The State Bank placed KASB Bank under a moratoriam so that the KASB Bank customer deposits were frozen and only withdrawls up to PKR300,000 were allowed from each account. The State Bank wanted another bank to take over the KASB Bank operations and allowed other interested banks to conduct due diligence so as to review the financial status of the bank with a view to take over the troubled bank. There were very few banks interested in taking over because KASB Bank had negative equity estimated at PKR12 to PKR14 billion. The State Bank in order to protect the interests of the 150,000 depositors and the stability of the banking system gave a concessionary loan of PKR20 billion as part of the scheme of amalgamation of KASB Bank with Bank Islami.
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Stepanenko, Sergii, and Alina Rychyk. "THEORETICAL FUNDAMENTALS OF BANKING CAPITAL FORMATION." Ukrainian Journal of Applied Economics 5, no. 3 (September 7, 2020): 92–99. http://dx.doi.org/10.36887/2415-8453-2020-3-9.

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Introduction. Banks are an important component of the country's economy. Thanks to banks there is an accumulation, storage, redistribution of funds between participants of market relations. The efficiency of banks depends on the formation and use of bank capital. Bank capital is of local, regional and national importance – it ensures the profitability of an individual bank, affects the development of the region and the investment attractiveness of the country. The purpose of the research is to develop a theoretical and methodological basis for assessing the bank's capital, taking into account the impact of trends in an unstable economy. Results. The expediency of taking into account the issue of bank capital valuation in the bank's activity is substantiated. The essence of bank capital is determined. The authorized, regulatory and prescribed types of bank capital are described. The structure and functions (protective, ensuring the operational activities of the bank, regulatory) of bank capital are defined. The influence of factors on the amount of bank capital is substantiated. The standards by which the capital adequacy of banks is checked are described. The main approaches to the implementation of the mechanism of banks' equity formation are outlined. Theoretical and methodological approaches to the assessment of bank capital are generalized, the method of calculation is outlined, their conditions of use, shortcomings and information source are highlighted. The connection between the assessment of bank capital and the implementation of the process of its formation is substantiated. The scientific and methodological basis for such an assessment is described. The need to improve the methodological tools for assessing the bank's capital has been proved. Conclusions. The existing organizational and methodological support for the assessment of bank capital does not fully meet current trends and needs some improvement. Objectivity in the assessment of bank capital is an important element in the process of bank capital formation. Adaptation of international experience in the assessment of the bank's capital will contribute to the development of the domestic financial market as a whole. Key words: bank, bank capital, estimation, formation of bank capital, bank equity, principles, methods.
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Ahmad, Rubi, and Mohamed Albaity. "The Determinants of Bank Capital for East Asian Countries." Global Business Review 20, no. 6 (July 24, 2019): 1311–23. http://dx.doi.org/10.1177/0972150919848915.

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This study identifies the determinants of bank capital ratios in eight East Asian countries using unbalanced panel data of 278 banks from 2004 to 2014. The results indicate that bank capital decisions are significantly driven by management quality, liquidity, leverage and bank size, as well as bank regulations, indicating that the determinants of bank capital are consistent with past findings for US and European banks. The capital adequacy ratios in East Asia are not linked with banks’ risk appetite. Given that our results show that bank managers generally react negatively to capital requirements, capital regulations should be followed with more rigorous supervisory oversight, to reduce the adverse effects of high capital requirements on bank safety.
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Abbas, Faisal, Shahid Iqbal, and Bilal Aziz. "The Role of Bank Liquidity and Bank Risk in Determining Bank Capital: Empirical Analysis of Asian Banking Industry." Review of Pacific Basin Financial Markets and Policies 23, no. 03 (August 3, 2020): 2050020. http://dx.doi.org/10.1142/s0219091520500204.

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This study provides new insights about how bank liquidity and bank risk have influenced the capital ratio of commercial banks operating in Asia’s emerging economies after the financial crisis 2007–2008. The data were collected for 377 banks from the Bankscope database covering the period of eight years between 2010 and 2017. The linear regression panel-corrected standard errors approach is used to find consistent estimators. The results of the overall sample and medium-sized banks regression revealed a positive relationship between bank liquidity and bank capital ratio, whereas the liquidity and bank capital ratio of large commercial banks have a negative association. The impact of liquidity on bank capital ratio is positive but insignificant in the case of smaller banks. The impact of bank risk on bank capital ratio is negative in the case of smaller and medium-sized banks, whereas the association is found positive in the case of larger and overall banks data results in short run, other things remain unchanged. The findings have valued information for researchers, analysts, managers, and policymakers.
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Dissertations / Theses on the topic "Bank capital"

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Jokipii, Terhi Katariina. "Bank capital management." Thesis, City University London, 2009. http://openaccess.city.ac.uk/11926/.

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The work undertaken in this study empirically explores the determinants of regulatory bank capital buffers, and how they influence bank decisions. Focusing on bank capital management under the Basel I framework, this thesis serves to address some of the concerns that have been voiced regarding the implementation of the new regulation (Basel II) and the broader economic effects that could result. In particular, the research chapters of this thesis examine the cyclical behavior of European bank capital buffers, the long run relationship between bank capital buffers and charter values, and the simultaneous adjustments of capital and risk. In each of the research chapters, we acknowledge the endogenous nature of the capital decision of a bank, and assume that banks will define an internally optimal probability of default (a function of risk and capital) to be managed over the long term. Adjustment costs, illiquid markets, together with the costs associated with a regulatory breach contribute as factors in a banks internal decision when setting a target capital ratio. Treating capital in this way, we note that it is the amount of capital held above the requirement that determines a banks attitude towards risk. Importantly, this work has shown that excessive risk taking is rarely a consequence of insufficient capital.
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Sorokina, Nonna Y. "BANK CAPITAL AND THEORY OF CAPITAL STRUCTURE." Kent State University / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=kent1402795531.

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Toscano, Vanessa Miguel. "Determinants of bank capital ratios in European Union banks." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19516.

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Mestrado em Finanças
Neste trabalho, analisamos os determinantes do rácio Common Equity Tier 1 (CET1) dos bancos da União Europeia após a Crise das Dívidas Soberanas. Utilizámos informação da base de dados do Bankscope. Exportámos informação de 137 bancos dos 27 paises da UE no período de 2011 a 2018. Baseámos o nosso estudo numa análise de regressão, sendo que analisámos vários modelos de forma a analisar od determinantes e qual o seu impacto no rácio CET1. Para atestar a robustez dos resultados, replicámos a análise aplicando um processo winsor à variável dependente e à variável que representa o Return on Equity. Verificámos que o tamanho, a exposição ao risco, a alavancagem e a liquidez são fatores que afetam o rácio CET1 e consequentemente a solvabilidade do banco. Adicionalmente, observámos que o programa de compra de ativos por parte do Banco Central Europeu (BCE) aparenta aumentar a capacidade dos bancos para absorver as suas potencias perdas, pelo o que se justifica este tipo de ações por parte do regulador.
We analysed European Union banks' Common Equity Tier 1 (CET1) ratio determinants after Sovereign Debt Crisis. We resorted to information from the Bankscope database. We exported information of 137 banks from the 27 countries belonging to the EU, from 2011 to 2018. We performed a regression analysis, running several models to identify the significant variables and their impact on the CET1 ratio. To attest the results' robustness, we replicate the analysis winsorizing the dependent variable and the variable that represents Return on Equity. We verified that size, risk exposure, leverage and liquidity are factors that affect CET1 ratio and banks solvency. Additionally, we observed that the European Central Banks' (ECB) asset purchase program seems to increase banks' capacity to absorb potential losses, which justifies this kind of measures by the regulator.
info:eu-repo/semantics/publishedVersion
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Ahmad, Rubi 1962. "Bank capital, risk and performance : Malaysia evidence." Monash University, Dept. of Accounting and Finance, 2005. http://arrow.monash.edu.au/hdl/1959.1/5121.

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Wang, Senyu. "Essays in bank capital structure." Thesis, University of Glasgow, 2019. http://theses.gla.ac.uk/40939/.

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This thesis provides an in-depth discussion on banks' capital structure which has drawn very little attention from the literature. It consists of three major empirical essays. The first essay (Chapter III) reviews the major conclusions drawn from the traditional corporate finance literature that has at length examined the capital structures of non-financial firms, while compares their findings with the limited work on the leverage decisions of banking firms. It aims to provide an insight into the factors that actually govern banks' capital choices, cast doubt on whether capital requirements are binding and primarily decide the bank leverage, and introduce the core assumption of this thesis - information asymmetry as an important determinant of capital structure decisions. The second essay (Chapter IV) empirically investigates the effects of information asymmetry on capital structure adjustments of US bank holding companies (BHCs) during 1986 to 2015. By identifying BHCs with bankrupt subsidiaries and arguing that their managers possess better knowledge than market investors concerning the failure of their subsidiaries, this chapter disentangles the real effect of private information on the capital structures of holding banks. The results show that subsidiary failure significantly affects financial policies of the parent companies. Specifically, BHCs increase leverage as early as one year prior to the failure of their subsidiaries, and substantially lower leverage after subsidiary failure. Further tests document that the parent BHCs increase not only debt borrowing but also liquidity assets, and curtail lending in advance to avoid further liquidity and financial constraint problems after their subsidiary failure. Examinations on the dynamic patterns of these BHCs' performance around the subsidiary failure time confirm a smoother performance transition. The third essay (Chapter V) adds to the evidence in Chapter IV and discusses the information asymmetry effect by identifying a different treatment group - BHCs with subsidiaries engaging in M&A activities. The findings lend further support to the core assumption in this thesis. The chapter also finds the indication that financial constraints of BHCs are on average mitigated following their subsidiaries receiving capital infusion following the M&A deals. Overall, this thesis has important implications for the public to understand various incentives that banks may have in making their capital structure decisions.
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Eggenberger, Knut. "Bank competition and capital allocation." Thesis, London School of Economics and Political Science (University of London), 2006. http://etheses.lse.ac.uk/2363/.

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This thesis consists of eight chapters investigating the relationship between bank competition and capital allocation. Following the introduction (chapter 1), the second chapter provides a review of the literature. The third chapter extends a seminal contribution in the bank competition literature, the model developed by Broecker (1990). In chapter 4 I show that an auction framework may be an inappropriate way of modeling bank competition and I explore the implications of modeling bank competition in a more robust fashion for the allocation of capital. The fifth chapter aims to resolve a long-standing discrepancy between the empirical and theoretical literatures on bank competition and capital allocation. While theoretical work tends to see few benefits from more intense competition, the evidence suggests that the allocation of capital improves as bank competition becomes more intense. The theoretical model developed in chapter 5 reconciles these results by modeling banks' objective function in a way consistent with empirical evidence on X-inefficiency in banks. Chapters 6 and 7 investigate the transmission mechanism through which a greater intensity of competition is transmitted within banks and study lending-related incentive structures through interview-based fieldwork. Chapter 6 provides motivation and outlines the scope of the study whereas the actual findings are presented in chapter 7. That chapter also analyzes the implications for the lending and monitoring decisions that co-determine the allocation of capital. Chapter 8 concludes.
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Baldassin, Riccardo <1988&gt. "Bank capital adequacy e prociclicità." Master's Degree Thesis, Università Ca' Foscari Venezia, 2013. http://hdl.handle.net/10579/3363.

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La tesi affronta il tema del potenziale carattere prociclico della bank capital adequacy, sulla base delle disposizioni di Basilea. In presenza di una normativa che preveda in maniera inderogabile l’obbligo di un patrimonio minimo di vigilanza, qualunque sistema di adeguatezza tenderebbe a essere strutturalmente prociclico e quindi in grado di accentuare le fluttuazioni del ciclo economico. In fase di recessione, il profilo di rischio degli impieghi bancari aumenta, richiedendo maggiori requisiti patrimoniali. Tale situazione potrebbe condurre una banca a rivedere la propria offerta di credito al fine di rispettare il rapporto minimo fra capitale e attivo ponderato, o evitare condizioni di rigidità. Una diffusa riduzione dell’offerta di finanziamenti bancari aggraverebbe così la congiuntura in corso: la stabilità del sistema finanziario verrebbe minacciata e la ripresa dell’economia subirebbe rallentamenti. Il primo Capitolo descrive le problematiche generali della prociclicità, facendo un confronto fra il Primo Accordo sul Capitale (Basilea 1), in cui il fenomeno era limitato ai soli crediti in sofferenza, e il Nuovo Accordo (Basilea 2), dove si passa a una regolamentazione risk-sensitive attraverso il meccanismo dei rating. Nel secondo Capitolo si entra maggiormente nel dettaglio, fornendo una valutazione accurata dei possibili effetti prociclici dei fattori di ponderazione del rischio di credito nell’ambito sia del metodo standard, sia del metodo dei rating interni. Una parte importante è dedicata alla ciclicità delle politiche di provisioning e allo standard contabile internazionale IAS 39, che non riconosce la registrazione prudenziale in bilancio delle perdite attese collegate a eventi futuri, indipendentemente dalla loro probabilità di accadimento. Infine, nel terzo Capitolo si riepilogano le misure anticicliche più rilevanti adottate dal Comitato di Basilea e dall’International Accounting Standards Board, in risposta alla crisi finanziaria iniziata nel 2007.
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Rugemintwari, Clovis. "Essays on bank capital regulation." Limoges, 2011. https://aurore.unilim.fr/theses/nxfile/default/81c71f24-dfd6-4725-b7a2-bbde0eb0c012/blobholder:0/2011LIMO1007.pdf.

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Notre thèse est constituée de trois articles autoréférents présentés dans trois chapitres. Dans le premier chapitre nous analysons empiriquement l'impact de l'imposition formelle de minima de capital sur la structure du capital des banques. Pour cela , nous effectuons une comparaison systématique de la persistance et de la convergence du ratio de levier non réglementé et des ratios pondérés de capital qui sont eux réglementés. Nous montrons que la discipline de marché influence plus fortement les ratios pondérés de capital que le ratio de levier et que, la rapidité de convergence des ratios pondérés vers les ratios cibles est au moins deux fois plus importante que celle du ratio de levier. Nous en déduisons que l'imposition de minima réglementaires à respecter renforce la discipline de marché et influence ainsi le comportement des ratios pondérés du capital. Dans le chapitre deux nous étudions empiriquement le rôle que joue la discipline de marché dans la constitution d'un coussin de capital et son rôle complémentaire à la contrainte minimale du capital. Nous montrons que la discipline de marché a une influence significative et positive sur le coussin de capital des banques. En distinguant les détenteurs de dette junior de ceux de la dette sénior, nous montrons que tous requierèrent aux banques de détenir un coussin de capital mais que la pression émanant des détenteurs de la dette junior est plus importante. Nous montrons également que les seules banques fortement impliquées dans des activités non traditionnelles subissent la pression de marché. Dans le chapitre trois nous étudions théoriquement le choix de portefeuille sous le dispositif de Bâle II dans le quel la banque détermine le montant de capital requis en fonction de sa propre mesure du risque. Nous montrons en particulier qu'en présence d'asymétrie d'information entre la banque et le superviseur, celle-ci est incitée à sous-estimer sa prise de risque. Ces incitations sont tempérées par l'adjonction d'une simple contrainte de ration de levier comme récemment adopté dans le dispositif de Bâle III
This dissertation consists of three self-contained papers presented in three chapters. In chapter I, we analyse empirically the impact of formal minum capital requirements on bank capital structure by systematically comparing the persistence and convergence of the unregulated and regulated bank capital ratios. We find that, bank risk-based capital ratios are much more influenced by market discipline compared to the leverage ratio and that, their speeds of adjustment are at least two times higher than that of leverage ratio. By specifying minimum regulatory capital requirements, the Basel accords foster market discipline which acts as a watchdog of the rules and thus ultimately influence the behavior of the risk-adjusted capital ratios. In chapter 2, we investigate empirically the role market discipline plays in banks' capital buffer build-up and its complementary role to the minimum capital requirements constraints. We show that market discipline significantly and positively affects banks'capital buffer. By distinguishing junior from senior debt holders, we find that the both types of investors exert a pressure on banks to hold more capital but that the pressure exerted by junior debt holders is higher. We also find that the market exerts a pressure to hold a capital buffer only on banks heavily involved in non-traditional activities. In chapter 3, we investigate theoretically bank portfolio allocation under Basel II where the amount of required capital is determined by bank' s own risk assessment. We particularly show that in presence of asymmetric information between the bank and the supervisor, it has incentives to understate its risk taking which could be curbed by the addition of the simple leverage ratio constraint as recently adopted in Basel III
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Wedow, Michael. "Bank capital regulation and risk taking /." Berlin : Logos Verlag Berlin, 2006. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015051827&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Al, Raheb Tammuz. "Essays on Bank risk, capital and Lending." Thesis, Limoges, 2017. http://www.theses.fr/2017LIMO0045/document.

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Cette thèse examine trois questions importantes dans le secteur bancaire, à savoir le risque, les fonds propres et le crédit. Elle comprend trois essais empiriques. Le premier chapitre analyse l'impact du «printemps arabe» et de la crise financière mondiale de 2007-2008 sur la stabilité du secteur bancaire dans la région MENA. Les résultats montrent que le «printemps arabe» n'a pas eu d'effet négatif sur la stabilité des banques, alors que la crise financière mondiale a considérablement réduit leur stabilité. Le deuxième chapitre étudie le rôle joué par l'environnement institutionnel dans la mise en place de coussin de fonds propres par les régulateurs ou par les banques en interne. D’après les résultats, pour que les ratios de capital réglementaire soient efficaces, l'environnement institutionnel ne doit pas être négligé lors de la mise en place de ces ratios. Le troisième chapitre étudie les différents effets des droits des consommateurs et des créanciers sur le coût des prêts. Les résultats révèlent que le coût des prêts augmente en présence de lois strictes sur la protection des consommateurs, tandis que l'augmentation des droits des créanciers réduit ce coût
This thesis examines three important issues in the banking sector, namely: Risk, Capital and Lending. It comprises of three empirical essays. The first chapter analyzes the impact of the 'Arab Spring' and the Global Financial Crisis of 2007-2008 on the banking sector stability in the MENA region. The results show that the ‘Arab Spring’ did not have a negative effect on banks’ stability, while the Global Financial Crisis significantly decreased banks’ stability. The second chapter investigates the role played by the institutional environment in determining capital buffers set either by regulators or by banks internally. The findings provide evidence that for the regulatory capital ratios to be effective, the institutional environment should not be neglected when implementing these ratios. The third chapter investigates the different effects of both consumers’ and creditors’ rights on the cost of lending. The results reveal that the cost of lending increases in the presence of strong financial consumer protection laws, while higher creditors’ rights decrease this cost
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Books on the topic "Bank capital"

1

Services, Sheshunoff Information, ed. Bank capital service. Austin, Tex: Sheshunoff Information Services, 1990.

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(Firm), Price Waterhouse, ed. Bank capital adequacy and capital convergence. London: Price Waterhouse, 1991.

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William, Jackson, and Library of Congress. Congressional Research Service, eds. Risk-based bank capital. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1991.

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Kane, Edward J. Capital positions of Japanese banks. Washington, DC (1818 H Street, NW, Washington DC 20433): International Economics Dept., The World Bank, 1991.

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J, Kane Edward. Capital positions of Japanese banks. Cambridge, MA: National Bureau of Economic Research, 1990.

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Diamond, Douglas W. A theory of bank capital. Cambridge, MA: National Bureau of Economic Research, 1999.

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Schaeck, Klaus. Banking competition and capital ratios. [Washington, D.C.]: International Monetary Fund, Monetary and Capital Markets Dept., 2007.

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Milne, Alistair. Bank capital and risk-taking. London: Bank of England, 1999.

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de Weert, Frans, ed. Bank and Insurance Capital Management. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119205838.

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Gennotte, Gerard. Capital controls and bank regulation. Rome: Banca d'Italia, 1987.

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Book chapters on the topic "Bank capital"

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Benveniste, Larry, John Boyd, and Stuart I. Greenbaum. "Bank Capital Regulation." In Public and International Economics, 179–200. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-23029-7_16.

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Ehara, Kei. "Theorizing Bank Capital Approach." In Marx, Engels, and Marxisms, 159–83. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-83324-4_7.

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Abor, Joshua Yindenaba, Agyapomaa Gyeke-Dako, Vera Ogeh Fiador, Elikplimi Komla Agbloyor, Mohammed Amidu, and Lord Mensah. "Management of Bank Capital." In Money and Banking in Africa, 241–53. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-319-77458-9_12.

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Giuiusa, Anna. "Regulations and Supervision: The Role of Central Bank." In Venture Capital, 319–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24829-3_12.

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Asai, Kentaro. "Capital Structure of a Bank." In Corporate Finance and Capital Structure, 80–93. Abingdon, Oxon ; New York, NY : Routledge, 2021.: Routledge, 2020. http://dx.doi.org/10.4324/9781003016380-8.

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Sha’ban, Mais, Claudia Girardone, and Anna Sarkisyan. "Bank Capital and Reputational Risk." In Digital Economy, Business Analytics, and Big Data Analytics Applications, 497–507. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-05258-3_39.

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Shimizu, Masashi. "Bank Capital and Credit System." In Marx, Engels, and Marxisms, 135–58. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-83324-4_6.

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Aliber, Robert Z. "Financial Crises and Bank Capital." In The 2008 Global Financial Crisis in Retrospect, 139–55. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-12395-6_8.

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Wang, Jiazhuo G., and Juan Yang. "Getting “Patient Capital” for Firms in “Infancy and Childhood”—Venture Capital Financing." In Financing without Bank Loans, 113–25. Singapore: Springer Singapore, 2016. http://dx.doi.org/10.1007/978-981-10-0901-3_9.

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Dong, Yizhe, Alessandra Guariglia, and Wenxuan Hou. "Impact of Foreign Bank Entry on the Performance of Chinese Banks." In Developing China's Capital Market, 128–45. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137341570_6.

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Conference papers on the topic "Bank capital"

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Elmurzaev, Apti Bagaudinovich. "Bank financing of capital construction." In XII International Research-to-practice conference, Chair Elena Aleksandrovna Silantieva. TSNS Interaktiv Plus, 2017. http://dx.doi.org/10.21661/r-118336.

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Utami, Rachma Bhakti, Nila Firdausi Nuzula, and Cacik Rut Damayanti. "Does Intellectual Capital Improve Bank Performance?" In 2nd Annual International Conference on Business and Public Administration (AICoBPA 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.201116.004.

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BUZOIANU, Ovidiu Andrei Cristian, Oana IACOB PARGARU, Irina Elena PETRESCU, and Radu Alexandru CHIOTAN. "ORGANIZATION AND FUNCTIONING OF COMMERCIAL BANKS IN ROMANIA – TRANSYLVANIA BANK." In INTERNATIONAL MANAGEMENT CONFERENCE. Editura ASE, 2024. http://dx.doi.org/10.24818/imc/2023/04.10.

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With the development of the industry, they have the term of short credit operations of the production cycle. The credit term gradually increased, part of the Bank's resources began to be invested in fixed capital, securities, etc., thus the term "commercial" in the notion of bank has lost its original meaning. Now, this term implies the "business" character of the bank, its orientation towards serving all economic agents regardless of the sphere of activity. In the modern market economy, the activity of commercial banks has a major role with all their connections with the sectors of the economy. The purpose of banks is to ensure the continuous circulation of capital and money, lending to industrial enterprises, the state and the population, creation favorable conditions for economic growth. Modern commercial banks, having the role of financial intermediaries, perform an important macroeconomic function, ensuring the inter-branch and inter-regional redistribution of monetary capital. The objective of this article is based on an effective analysis of the situation of commercial banks in Romania, with Transilvania Bamk as the direct target. Thus, the scope of the work is a financial-banking one, which can lead to a comparative study with the other institutions.
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Ho, Tung Thanh. "BANK CAPITAL LEVERAGE: A SCHOLARLY LITERATURE REVIEW." In DOKBAT 2016. Tomas Bata University in Zlín, Faculty of Management and Economics, 2016. http://dx.doi.org/10.7441/dokbat.2016.16.

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Christa, Usup, and Tresia Kristiana. "Influence of Human Capital, Structural Capital and Relational Capital toward Bank Service Performance and Customer Satisfaction." In 1st International Conference on Science and Technology in Administration and Management Information, ICSTIAMI 2019, 17-18 July 2019, Jakarta, Indonesia. EAI, 2021. http://dx.doi.org/10.4108/eai.17-7-2019.2302907.

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Dzadzua, Malkhaz. "Human Capital Index - Why Should Governments and Employers Take It Seriously?" In Human Capital, Institutions, Economic Growth. Kutaisi University, 2023. http://dx.doi.org/10.52244/c.2023.11.9.

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The purpose of this paper is to provide an analysis of the importance of Human Capital Index for the socio-economic condition of a country, and why governments and private institutions should closely monitor and follow these factors using the example of Georgia. According to the World Bank, Human capital consists of the knowledge, skills and health that people invest in and accumulate throughout their lives, enabling them to realize their potential as productive members of society. Besides the fact that investments in financial assets and physical capital traditionally dominates in economic relations, human capital still plays an important role in ensuring economic growth, productivity and innovation. The Human Capital Index (HCI) was launched by the World Bank in 2018 as a measurement of economic success. The index ranks member countries according to outcomes they achieve in health and education, and highlights how this progress can help improve the productivity of the new generation of workforces. According to HCI 2020 report, nearly 60% of children born today would be just half as productive as they would have been with full education and healthcare. This reflects a serious crisis in human capital especially in developing countries, with major implications for economic growth and the global effort to end extreme poverty by 2030. The government must ensure that all children receive a comprehensive package of education and healthcare services during critical periods of childhood to achieve their full potential. Policymakers must ensure that youth are well prepared to enter the labor market as healthy, skilled and productive adults, and are able to acquire necessary knowledge and professional competencies.
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Kulachinskaya, Anastasia, Nikolay Lomakin, Maxim Maramygin, and Tatyana Kuzmina. "Artificial neural network model for managing bank capital." In SPBPU IDE '20: SPBPU IDE-2020. New York, NY, USA: ACM, 2020. http://dx.doi.org/10.1145/3444465.3444473.

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Chu, Shun-ho, Jing Li, and Ruxi Zheng. "Human Capital, Human Resource Slack and Bank Performance: The Role of Bank Age." In Fifth International Conference on Economic and Business Management (FEBM 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.201211.050.

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Chu, Shun-Ho, Xize Gong, Ziyi Fang, Haoming Lan, and Haokai Gou. "Diversification, Relational Capital and Bank Performance: Evidence from Commercial Banks in China." In 2019 International Conference on Management Science and Industrial Economy (MSIE 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/msie-19.2020.60.

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Lis, Sintha. "Bank Bankruptcy Prediction Model with Risk-based Bank Rating (RBBR): BUKU1 and BUKU2 Categories." In The International Conference of Vocational Higher Education (ICVHE) “Empowering Human Capital Towards Sustainable 4.0 Industry”. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0010700700002967.

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Reports on the topic "Bank capital"

1

Bulow, Jeremy, and Paul Klemperer. Misdiagnosing Bank Capital Problems. Cambridge, MA: National Bureau of Economic Research, September 2021. http://dx.doi.org/10.3386/w29223.

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Diamond, Douglas, and Raghuram Rajan. A Theory of Bank Capital. Cambridge, MA: National Bureau of Economic Research, December 1999. http://dx.doi.org/10.3386/w7431.

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Acharya, Viral, Hanh Le, and Hyun Song Shin. Bank Capital and Dividend Externalities. Cambridge, MA: National Bureau of Economic Research, December 2013. http://dx.doi.org/10.3386/w19707.

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Gorton, Gary, and Andrew Winton. Bank Capital Regulation in General Equilibrium. Cambridge, MA: National Bureau of Economic Research, August 1995. http://dx.doi.org/10.3386/w5244.

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Harris, Milton, Christian Opp, and Marcus Opp. The Aggregate Demand for Bank Capital. Cambridge, MA: National Bureau of Economic Research, September 2020. http://dx.doi.org/10.3386/w27858.

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Jordà, Òscar, Björn Richter, Moritz Schularick, and Alan Taylor. Bank Capital Redux: Solvency, Liquidity, and Crisis. Cambridge, MA: National Bureau of Economic Research, March 2017. http://dx.doi.org/10.3386/w23287.

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Park, Sangkyun. The Bank Capital Requirement and Information Asymmetry. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.005.

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Andreasen, Eugenia, and Victoria Nuguer. Capital Flow Management Measures and Dollarization. Inter-American Development Bank, December 2020. http://dx.doi.org/10.18235/0002905.

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This paper studies from an empirical and theoretical perspective the systemic and bank-level effects of imposing reserve requirements (RR) in foreign currency in an economy with a heavily dollarized financial system. The paper empirically characterizes banks responses to the RR carried out by the Peruvian Central Bank since 2008 with the objective of stabilizing the financial market and meeting its policy targets. The results suggest that the RR is effective in reducing the overall level of credit in the economy and that banks response in terms of credit and deposits is very heterogeneous depending on their ex ante preference for foreign funding ratio, i.e., the ratio of deposits in dollars to total loans. Motivated by the empirical insights, the paper builds a DSGE small-open-economy model with financial frictions à la Gertler-Karadi-Kiyotaki, where bank heterogeneity and financial dollarization are introduced to evaluate the effectiveness of the differential RR in reducing financial dollarization and improving financial resilience.
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Rincón-Castro, Hernán, and Jorge Hernán Toro-Córdoba. Are capital controls and Central Bank intervention effective? Bogotá, Colombia: Banco de la República, October 2010. http://dx.doi.org/10.32468/be.625.

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Chi, Chun-Che, Stephanie Schmitt-Grohé, and Martín Uribe. Optimal Bank Reserve Remuneration and Capital Control Policy. Cambridge, MA: National Bureau of Economic Research, November 2021. http://dx.doi.org/10.3386/w29473.

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