Journal articles: 'Capital adequacy'

1

Białas, Małgorzata, and Adrian Solek. "EVOLUTION OF CAPITAL ADEQUACY RATIO." Economics & Sociology 3, no. 2 (November 20, 2010): 48–57. http://dx.doi.org/10.14254/2071-789x.2010/3-2/5.

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Allen, D. E., M. McAleer, R. J. Powell, and A. K. Singh. "A capital adequacy buffer model." Applied Economics Letters 23, no. 3 (August 3, 2015): 175–79. http://dx.doi.org/10.1080/13504851.2015.1061639.

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Sheridan, Niamh, and B. Jang. "Bank Capital Adequacy in Australia." IMF Working Papers 12, no. 25 (2012): 1. http://dx.doi.org/10.5089/9781463932527.001.

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Tarbert, Heath Price. "Are International Capital Adequacy Rules Adequate? The Basle Accord and beyond." University of Pennsylvania Law Review 148, no. 5 (May 2000): 1771. http://dx.doi.org/10.2307/3312754.

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Carosio, Giovanni. "The New Basel Capital Adequacy Framework." Economic Notes 30, no. 3 (November 2001): 327–35. http://dx.doi.org/10.1111/1468-0300.00061.

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Mälkönen, Ville. "Capital adequacy regulation and financial conglomerates." Journal of Banking Regulation 6, no. 1 (October 2004): 33–52. http://dx.doi.org/10.1057/palgrave.jbr.2340180.

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HOGAN, WARREN. "CAPITAL ADEQUACY RULES: IMPACT AND OPPORTUNITY." Economic Papers: A journal of applied economics and policy 8, no. 2 (June 1989): 57–72. http://dx.doi.org/10.1111/j.1759-3441.1989.tb01067.x.

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AVRAM, KATHERINE. "CAPITAL ADEQUACY REQUIREMENTS FOR AUSTRALIAN BANKS." Economic Papers: A journal of applied economics and policy 18, no. 3 (September 1999): 19–33. http://dx.doi.org/10.1111/j.1759-3441.1999.tb00939.x.

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Klepczarek, Emilia. "Determinants Of European Banks' Capital Adequacy." Comparative Economic Research. Central and Eastern Europe 18, no. 4 (December 17, 2015): 81–98. http://dx.doi.org/10.1515/cer-2015-0030.

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This paper examines the factors affecting the Common Equity Tier 1 Ratio (CET1), which is a measure of the relationship between core capital and the risk-weighted assets of banks. The research is based on a randomly selected sample from the group of banks examined by the European Central Bank authorities. The ECB conducted stress tests assessing the CET1 Ratio with respect to the Basel III regulations. The findings confirm the hypothesis about the impact of bank size and the risk indicators (risk-weight assets to total assets ratio and the share of loans in total assets) on banks’ capital adequacy. They also confirm strong effect of competitive pressure and the negative correlation between the CET1 Ratio and the share of deposits in non-equity liabilities, which may be explained by the existence of the deposit insurance system. Finally the paper presents the limitations of the study and conclusions regarding possible further research in this subject area.

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SHAH, ATUL K. "WHY CAPITAL ADEQUACY REGULATION FOR BANKS?" Journal of Financial Regulation and Compliance 4, no. 3 (March 1996): 278–91. http://dx.doi.org/10.1108/eb024889.

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Gabbi, Giampaolo, and Pietro Vozzella. "Asset correlations and bank capital adequacy." European Journal of Finance 19, no. 1 (January 2013): 55–74. http://dx.doi.org/10.1080/1351847x.2012.659266.

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12

Li, Yang, Yi-Kai Chen, Feng Sheng Chien, Wen Chih Lee, and Yi Ching Hsu. "Study of optimal capital adequacy ratios." Journal of Productivity Analysis 45, no. 3 (March 24, 2016): 261–74. http://dx.doi.org/10.1007/s11123-016-0469-z.

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13

Rösch, Daniel, and Harald Scheule. "Capital incentives and adequacy for securitizations." Journal of Banking & Finance 36, no. 3 (March 2012): 733–48. http://dx.doi.org/10.1016/j.jbankfin.2011.02.026.

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Lützenkirchen, Kristina, Daniel Rösch, and Harald Scheule. "Ratings based capital adequacy for securitizations." Journal of Banking & Finance 37, no. 12 (December 2013): 5236–47. http://dx.doi.org/10.1016/j.jbankfin.2013.04.021.

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Minh Sang, Nguyen. "Capital adequacy ratio and a bank’s financial stability in Vietnam." Banks and Bank Systems 16, no. 4 (November 18, 2021): 61–71. http://dx.doi.org/10.21511/bbs.16(4).2021.06.

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The objective of this study is to provide more empirical evidence on the impact of the capital adequacy ratio, as well as control and micro variables, on the financial stability of commercial banks in emerging markets such as Vietnam. The study analyzes the impact of the capital adequacy ratio on the financial stability of 18 Vietnamese commercial banks in the period 2010–2020 using the Generalized method of moments (GMM) model. Empirical research results show that the capital adequacy ratio has a positive correlation with the financial stability of Vietnamese commercial banks during the study period. Besides, the study also uses control variables such as Profitability through ROA and ROE, Bank Size (SIZE), Loans to Assets Ratio (LTA), Deposits to Assets Ratio (DTA), and Loan Loss Ratio (LLR), to analyze their impact on the financial stability of Vietnamese commercial banks. Based on the above results, the study proposes some policy implications to enhance the financial stability of Vietnamese commercial banks using the capital adequacy ratio and the control variables from the GMM model that are statistically significant. The paper also pointed out four limitations of the study in terms of data, research samples, methods and research models, so that further research can be more complete. AcknowledgmentThe author wishes to acknowledge support from the Banking University of Ho Chi Minh City. This research was made possible thanks to all valuable support from relevant stakeholders.

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Soualhi, Younes. "Adequacy of Islamic Banks and Financial Stability." مجلة إسرا الدولية للمالية الإسلامية 11, no. 1 (June 28, 2020): 5–29. http://dx.doi.org/10.55188/ijifarabic.v11i1.252.

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Since their inception, Islamic banks adhered to capital adequacy requirements promulgated by the Basel accord. Despite the profit and loss sharing and shariah compliance feature of Islamic banks, their technical operations in managing capital adequacy are not very much different from conventional banks in terms of provisioning for Tier 1 and Tier 2 capital. This study aims at highlighting the capital requirements for Islamic banks as delineated by the Basel accord and Islamic financial services Board (IFSB), adopting a comparative approach. It also aims at highlighting the impact of capital adequacy ratios on the financial stability, allowing Islamic banks to undertake their intermediary function at normal or stress situations. The study analyzed IFSB’s outlook on 20 Muslim countries and their capital adequacy ratios as per 2018 Financial stability Report. The research observed that IFSB’s statistics on Capital adequacy are clear indications on the positive impact on a number of variables. This would include liquidity, rise of Islamic banking assets, increased profitability, decline of non-performing financing portfolios, and an effective risk management especially those related to mudarabah and musharakah and displaced commercial risk (DCR). The analysis of IFSB’s statistics have led this research to conclude that capital adequacy ratios of Islamic banks contribute towards the overall financial stability. Besides, IFSB standard on capital adequacy may improve the performance of Islamic banks if the risk-weighted ratios for Islamic financial products are implemented as proposed in the standard. It was finally concluded that the Gulf states focused more on equity based sukuk compared to Malaysia that focused on debt based sukuk to meet Tier 2 capital.

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17

Satyanarayana, K. "Credit Risk and Capital Adequacy of Banks." Vision: The Journal of Business Perspective 4, no. 2 (July 2000): 42–49. http://dx.doi.org/10.1177/097226290000400206.

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Prudential regulation of banks and financial institutions, especially the stipulation of risk weighted capital adequacy ratio, has brought into sharp focus their inherent weaknesses. The real licence to expand banking is no more a nod from the regulator than the adequacy of capital backup. The situation is getting complex with deregulation and globalisation wherein the inherent risks especially the credit risk and market risk, need to be covered by proper capital adequacy ratio. Asset managers have to be always alert about the inherent risk and return embedded in any proposed asset accretion. Even before stabilising with an adequate CAR, banks are required to gear up with the proposed and more rigorous new capital adequacy framework of Basle Committee. Instead of confining to centralised approach, the banks can plan and monitor continuously asset expansion at zonal/regional and branch levels with a notional concept of capital adequacy. While pricing the assets, especially in a decentralised process of decision making in the form of both fund based and non-fund based exposures, cost of capital for any additional exposure needs to be taken care in the relevant computations. Ultimately the scope for healthy and sustainable growth of any bank depends upon its competitiveness to attract capital which in turn depends upon the economic value added, i.e., return on capital net of opportunity cost of such capital. Now that the government has almost stopped further infusion of capital into (public sector) banks, are the banks capital market fit?

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18

Dash, Mihir. "Capital Adequacy and Systemic Risk of Banks in India." Asian Journal of Finance & Accounting 12, no. 1 (April 10, 2020): 1. http://dx.doi.org/10.5296/ajfa.v12i1.16698.

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This study examines the role of capital adequacy in systemic risk for banks in India. The moderator variables considered for the study include bank size, non-performing assets, leverage, deposits, loans & advances, and investments. A fixed-effects panel regression model was applied, with bank fixed effects and year fixed effects.The study contributes to the literature by proposing the concept of minimum level of capital adequacy for neutral systemic risk, which is the level of capital adequacy for which the systemic risk is non-positive. The results of the study indicate that bank size, non-performing assets, leverage, and loans & advances have a significant impact on the minimum capital adequacy for neutral systemic risk. Further, the results of the study suggest that the role of capital adequacy in systemic impact was different for public sector and private sector banks.The study suggests that, instead of setting a fixed capital adequacy level for all banks, the model can be used to set capital adequacy targets for individual banks with estimates or projections of the bank’s characteristics. This can be used in conjunction with the Basel III framework in order to rationalise capital adequacy targets.

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Simshauser, Paul. "Resource Adequacy, Capital Adequacy and Investment Uncertainty in the Australian Power Market." Electricity Journal 23, no. 1 (January 2010): 67–84. http://dx.doi.org/10.1016/j.tej.2009.12.006.

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20

Das, Ramesh, Arun Kumar Patra, and Utpal Das. "Management of NPA via Capital Adequacy Norms." International Journal of Finance & Banking Studies (2147-4486) 3, no. 1 (July 21, 2014): 62–74. http://dx.doi.org/10.20525/ijfbs.v3i1.169.

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The reform agenda in the financial as well as banking sector in the Indian economy was not only in the target of achieving profitable banking business but also to reduce the magnitude of banking funds locked in the bad debt account so that, among others, the real delivery of credit (the credit-deposit ratio) rises in overall fronts. The Narasimham Committee Report in respect of reducing magnitude of non- performing assets has been framed in line with the Basel Norm regarding the asset quality of the banks where capital adequacy ratio has been fixed for different banks to achieve within different time periods. The present study, under such a back ground, has been structured to examine the profile of all Scheduled Commercial Banks in all ranges of CRAR over time in aggregate and bank group specific and to measure degree of correlation of NPA-Deposit ratio with CRAR trends and Credit-Deposit Ratio in all ranges of CRAR and their significance levels for the time period 1995-96 to 2009-2010. It has been observed that there has been variation across banks in following the guidelines of the reform committee. SBI group and foreign banks have been performing well in this respect. There has been rising trend of the proportions of banks in the above 10 per cent range of CRAR. The NPA/D ratio and C-D ratio have been observed to be positively and negatively correlated respectively for the first three ranges of CRAR and reverse in the above 10 per cent range. The correlation between the NPA/D ratio and C-D ratio is negative and significant.

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21

Adela, Socol. "Capital Adequacy In The Romanian Banking System." Annales Universitatis Apulensis Series Oeconomica 1, no. 10 (June 30, 2008): 388–95. http://dx.doi.org/10.29302/oeconomica.2008.10.1.42.

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22

Jang, B., and Masahiko Kataoka. "New Zealand Banks’ Vulnerabilities and Capital Adequacy." IMF Working Papers 13, no. 7 (2013): 1. http://dx.doi.org/10.5089/9781475561371.001.

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23

Ali Barghouthi, Orobah. "Overview of the Basel Capital Adequacy Framework." International Journal of Finance and Banking Research 2, no. 3 (2016): 102. http://dx.doi.org/10.11648/j.ijfbr.20160203.15.

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24

de Castries, Henri. "Capital Adequacy and Risk Management in Insurance." Geneva Papers on Risk and Insurance - Issues and Practice 30, no. 1 (January 2005): 47–51. http://dx.doi.org/10.1057/palgrave.gpp.2510017.

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25

THOMPSON, GRAEME. "SOME INTERNATIONAL IMPLICATIONS OF CAPITAL ADEQUACY REQUIREMENTS." Economic Papers: A journal of applied economics and policy 9, no. 1 (March 1990): 18–27. http://dx.doi.org/10.1111/j.1759-3441.1990.tb00589.x.

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26

Davis, Kevin. "Bank Capital Adequacy Requirements and Monetary Policy." Australian Economic Review 23, no. 2 (December 1990): 69–77. http://dx.doi.org/10.1111/j.1467-8462.1990.tb00496.x.

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27

Hogan, Warren P., and Ian G. Sharpe. "Risk-Based Capital Adequacy of Australian Banks." Australian Journal of Management 15, no. 1 (June 1990): 177–201. http://dx.doi.org/10.1177/031289629001500108.

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28

Levis, M., and V. Suchar. "Capital adequacy guidelines and interest rate swaps." Omega 22, no. 5 (September 1994): 415–26. http://dx.doi.org/10.1016/0305-0483(94)90024-8.

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29

Jarrow, Robert. "A leverage ratio rule for capital adequacy." Journal of Banking & Finance 37, no. 3 (March 2013): 973–76. http://dx.doi.org/10.1016/j.jbankfin.2012.10.009.

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30

Zubair, Abdul, and Solomon Adah. "DETERMINANTS OF CAPITAL ADEQUACY OF DEPOSIT MONEY BANKS IN NIGERIA." International Journal of Innovative Research in Social Sciences and Strategic Management Techniques 9, no. 1 (January 9, 2022): 46–61. http://dx.doi.org/10.48028/iiprds/ijirsssmt.v9.i1.06.

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Capital adequacy is critical to the safety and soundness of banks as it serves as a buffer or cushion for absorbing losses. This study examined the determinants of capital adequacy of deposit money banks in Nigeria. The study adopted correlation research design in a sample of 9 banks for a period of five years (2014-2019). Random effect regression technique of data analysis was employed, and the study found a signicant association between capital adequacy ratio and the determinants of capital adequacy of banks in Nigeria. The study found that firm performance (ROA) of the sample deposit money banks has significant positive impact on the capital adequacy ratio (CAR). The results show that bank size (BSZE) of the sample deposit money banks has significant positive effect on the capital adequacy ratio (CAR). And, also loan to deposit ratio (LDR) of the sample deposit money banks has significant positive impact on the capital adequacy ratio (CAR). The study concludes that ROA, BSZE and LDR are significant determinants of capital adequacy of banks in Nigeria during the period under review. The study recommends that regulators (CBN) should encourage banks to improve on their size, financial performance and enhanced risk assets (loans and advances). Management of deposit money banks in Nigeria should deploy more strategies that could improve the capital adequacy of their banks, so as to ensure sound banking industry in Nigeria.

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Andhika, Yeano Dwi, and Noven Suprayogi. "Faktor-Faktor Yang Mempengaruhi Capital Adequacy Ratio (CAR) Bank Umum Syariah di Indonesia." Jurnal Ekonomi Syariah Teori dan Terapan 4, no. 4 (December 15, 2017): 312. http://dx.doi.org/10.20473/vol4iss20174pp312-323.

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Capital adequacy regulation imposed on banks, including Islamic banks, is part of the regulators’ efforts to ensure that banks have adequate capital in order to get them prepared facing the risks that might arise in their operations. This research aims to find the effects of Islamic banks’ specific variables on Capital Adequacy Ratio (CAR), the capital adequacy indicator in banks.Using panel data regression, this research investigates the possible effects of four bank spesific variables which are Bank Size (LNSIZE), Non-Performing Financing (NPF), Return on Equity (ROE), and Financing to Deposit Ratio (FDR) on Capital Adequacy Ratio (CAR). There are 11 Indonesia’s Islamic commercial banks during 2011 to 2015 used as sample. As Fixed Effect Model (FEM) chosen to be the estimation model, this research indicates that LNSIZE, NPF, ROE and FDR have significant effects on CAR with different level of significance.

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Alajmi, Moeidh, and Khalid Alqasem. "Determinants of capital adequacy ratio in Kuwaiti banks." Journal of Governance and Regulation 4, no. 4 (2015): 315–22. http://dx.doi.org/10.22495/jgr_v4_i4_c2_p3.

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The aim of this study is to identify the effects of seven internal factors of five conventional Kuwaiti banks on capital adequacy ratio (CAR). The five factors are: Loans to Assets, Loans to Deposits, Non-Performing Loans to Total Loans, Return on Assets, Return on Equity, Dividend Payout and Total Liability to Total Assets. The study covers the period from 2005 to 2013. The study shows that under fixed effect model, variables DIVIEDEND, LAR, LDR, NPLLR, and ROE do not have any impact on capital adequacy ratio. However, SIZE has a significant and negative relationship with capital adequacy ratio. Also, ROA shows a significant and negative relationship with capital adequacy ratio. Under random effect model, results indicate that CAR is adversely affected by bank’s SIZE (total liability to assets), and ROA has a significant and negative relationship with capital adequacy ratio, However, Loan to Deposit Ratio (LDR) showed a significant and positive relationship with capital adequacy ratio. On the other hand, dividend payout, loans to assets, Non-Performing Loans to Total Loans and Return on equity do not have significant effect on CAR under random effect model.

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Andersson, Håkan, and Andreas Lindell. "Risk capital stress-testing framework and the new capital adequacy rules." Journal of Risk Model Validation 1, no. 3 (October 2007): 3–28. http://dx.doi.org/10.21314/jrmv.2007.010.

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ARCHER, SIMON, and RIFAAT AHMED ABDEL KARIM. "ON CAPITAL STRUCTURE, RISK SHARING AND CAPITAL ADEQUACY IN ISLAMIC BANKS." International Journal of Theoretical and Applied Finance 09, no. 03 (May 2006): 269–80. http://dx.doi.org/10.1142/s0219024906003627.

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Islamic banks do not pay interest on customers' deposit accounts. Instead, customers' funds are placed in profit-sharing investment accounts (PSIA). Under this arrangement, the returns to the bank's customers are their pro-rata shares of the returns on the assets in which their funds are invested, and if these returns are negative so are the returns to the customers. The bank is entitled to a contractually agreed share of positive returns (profits) as remuneration for its work as asset manager; however, if the returns are zero or negative, the bank receives no remuneration but does not share in any loss. In the case of Unrestricted PSIA, the investment account holders' funds are invested (i.e., commingled) in the bank's asset pool together with the bank's shareholders' own funds and the funds of current account holders. In that case, the bank's own funds that are invested in the asset pool are treated the same as those of Unrestricted PSIA holders for profit and loss sharing purposes; however, the shareholders also receive as part of their profit the remuneration earned by the bank as asset manager (less certain expenses not chargeable to the PSIA holders). This remuneration (management fees) represents an important source of revenue and profits for Islamic banks. From a capital market perspective, this arrangement presents an apparent anomaly, as follows: shareholders and Unrestricted PSIA holders share the same asset risk on the commingled funds, but shareholders enjoy higher returns because of the management fees. On the other hand, competitive pressure may induce the bank to forgo some of its management fees in order to pay a competitive return to its PSIA holders. In this way, some of the PSIA holders' asset risk is absorbed by the shareholders. This phenomenon has been termed "displaced commercial risk" [2]. This paper analyzes this phenomenon. We argue that, in principle, displaced commercial risk is potentially an efficient and value-creating means of sharing risks between two classes of investor with different risk diversification capabilities and preferences: wealthy shareholders who are potentially well diversified, and less wealthy PSIA holders who are not. In practice, however, Islamic banks set up reserves with the intention of minimizing any need to forgo management fees.

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INOUE, HITOSHI. "CAPITAL ADEQUACY REQUIREMENTS AND THE FINANCIAL ACCELERATOR CAUSED BY BANK CAPITAL." Japanese Economic Review 61, no. 3 (August 19, 2010): 382–407. http://dx.doi.org/10.1111/j.1468-5876.2009.00488.x.

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Pourjafar Devin, Sorosh, Omid Farman Ara, and Mahbobe Jafari. "The Impact of Loans to Deposit Ratio (LTD) and Return on Assets (ROA) on the Capital Adequacy Ratio of the Tehran Stock Exchange and OTC." Journal of Management and Accounting Studies 8, no. 1 (September 29, 2020): 51–56. http://dx.doi.org/10.24200/jmas.vol8iss1pp51-56.

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Objective: Capital is one of important and essential factors in evaluating healthy and sustainability in banking system and in order that adequate capital basis can address wide range of risking which every bank faces. Methodology: A brief review of banking theory implies empirically that all different aspects of banking organization were influenced by available capital and expected possible return directly or indirectly. Capital operates as a shield against decreasing of asset value or increasing bank debts. The relation between capital adequacy and banking and also economic factors has a considerable importance. A plenty of universities and financial institution have tried to identify the main factor of determining capital adequate ratio.in this term, in recent studies these questions have been issued to determine as is there any positive and meaning relation between fund ratio to depositing on legitimate banking capital adequacy in Tehran commercial paper and Iranian over the counter (OTC)? And also any positive or meaning relation between banking asset return on capital adequacy ratio in commercial paper exchange market? Therefore in terms of finding a solution for issued matter, some assumptions were implied based on determined relations. Results: Considering static population was included all acceptable bank in exchange market in during of 1388 to 1392 and any sampling haven’t been determined. So 15 acceptable bank were selected as a sample in this article.it is better to mention a cross multi – factors model was designed to be examined codified assumption by using synthetic data. And achievable results shows there aren’t any positive or meaning relation between paid fund on depositing and acceptable banking capital adequacy in Tehran exchange commercial paper and OTC. Conclusion: And the observable result also showed that there are positive and direct relation between asset return and acceptable banks capital adequacy in exchange commercial paper market and OTC.

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Astreanto, Rizky, and Selamet Riyadi. "Faktor-faktor yang mempengaruhi capital adequacy ratio pada bank listing di BEI periode 2010-2014." Jurnal Riset Perbankan, Manajemen, dan Akuntansi 1, no. 2 (July 1, 2017): 90. http://dx.doi.org/10.56174/jrpma.v1i2.17.

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The purpose of this study was to analyze the factors affecting the bank's Capital Adequacy Ratio listing on the Stock Exchange in 2010-2014, as well Analyzing Independent variables Return On Asset, loan to deposit ratio, Non Performing Loan, Equity Multiplier and the Size of the most dominant influence on the bank's Capital Adequacy Ratio listing on the Stock Exchange. the data used in this study is the monthly data from January 2010 to December 2014. this study uses panel data regression analysis. the results showed that the Return on Asset has no effect on Capital Adequacy Ratio, Loan to Deposit Ratio negatively affect the number of Capital Adequacy Ratio, Non Performing Loan significant negative effect on the Capital Adequacy Ratio, Equity Multiplier significant negative effect on Capital Adequacy Ratio and Size does not affect the Capital Adequacy Ratio. for further research may use additional independent variables such as external factors affecting the Bank's Capital Adequacy Ratio in Commercial and increase the range of years of research to produce new data every year.

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Ahmed Mareai Senan, Nabil, Fozi Ali Belhaj, Ebrahim Mohammed Al-Matari, Mamdouh Abdulaziz Saleh Al-Faryan, and Eissa A. Al-Homaidi. "Capital adequacy determinants of Indian banks listed on the Bombay Stock Exchange." Investment Management and Financial Innovations 19, no. 2 (May 26, 2022): 167–79. http://dx.doi.org/10.21511/imfi.19(2).2022.14.

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This study examines the influence of corporate-specific factors and external factors on capital adequacy of Indian banks listed on the Bombay Stock Exchange (BSE). This study used a GMM estimation (pooled, fixed, and random) for the period 2009–2018 to study thirty-seven Indian listed commercial banks. Banks’ capital adequacy (CAAD) is used as a dependent variable measured by equity to total assets. While corporate specifics factors include bank size, asset quality, liquidity ratio, deposit ratio, asset management, operating efficiency, return on assets, net interest margin, and non-interest income, external factors are economic activity, exchange rate, and interest rate. The results of this paper found that the deposit ratio, asset management, bank size, and operating efficiency are the main factors influencing banks’ CAAD of Indian listed firms during the period of the study. The outcomes revealed that the deposits ratio, asset management, and bank size have a negative and significant influence on banks’ CAAD, while operating efficiency has a positive and significant impact on CAAD. In terms of external indicators, the results revealed that gross domestic product and interest rate have a negative and significant effect on CAAD of Indian listed banks, except that the exchange rate has a positive and significant influence on CAAD. AcknowledgmentThe authors would like to thank the Arab Open University, Kingdom of Saudi Arabia, for supporting this research paper.

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Perdana, Djaja. "Likuiditas, Profitabilitas dan Kecukupan Modal Bank Di Indonesia." Wahana: Jurnal Ekonomi, Manajemen dan Akuntansi 25, no. 2 (August 24, 2022): 135–49. http://dx.doi.org/10.35591/wahana.v25i2.743.

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The bank liquidity become a serious concern for the government with the issuance of regulations that require banks in Indonesia to meet the liquidity coverage ratio. However, the effort to establish an adequate level of liquidity has resulted in banks having to make adjustments to their capital structure so that they are thought to have an influence on the capital adequacy ratio, on the other hand, banks must also increase profitability for business continuity. This study investigates the effect of the level of liquidity proxied by loan-to-asset ratio and profitability proxied by return-on-equity and net-profit margin on the level of capital adequacy ratio of the sample. 40 banking sector companies listed on the Indonesia Stock Exchange during the 2014-2020 period. The data were analyzed using a multivariate model with an ordinary least squares approach. The results of this study prove that the loan-to-asset ratio and return-on-equity ratio have a negative effect on the capital adequacy ratio. While the net-profit margin has a positive effect on the capital adequacy ratio.

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Shpygotska, N. "Banks’ Capital Adequacy and Credit Crunch in Ukraine." Advanced Science Journal 2015, no. 4 (August 1, 2015): 36–39. http://dx.doi.org/10.15550/asj.2015.04.036.

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Adiningsih, Hutami Endang. "Pengaruh Capital Adequacy Ratio (CAR), Terhadap Harga Saham." Jurnal Ekonomi Dan Statistik Indonesia 2, no. 1 (April 22, 2022): 59–64. http://dx.doi.org/10.11594/jesi.02.01.07.

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Bank adalah badan usaha yang menghimpun dana dari masyarakat dalam bentuk simpanan dan menyalurkannya kepada masyarakat dalam bentuk kredit. Dalam rangka meningkatkan taraf hidup rakyat banyak. Kondisi keuangan bank merupakan kepentingan semua pihak yang terkait.Tujuan penelitian ini adalah untuk mengetahui Capital Adequacy Ratio (CAR) terhadap harga saham perusahaan perbankan yang listing di BEI baik secara parsial maupun simultan. Penelitian ini menggunakan jenis penelitian asosiatif. Populasi dalam penelitian ini sebanyak 44 perusahaan dengan jumlah sampel sebanyak 4 perusahaan dan teknik penentuan sampel yang digunakan dalam penelitian ini yaitu purposive sampling. Teknik analisis data yang digunakan dalam penelitian ini adalah Adapun teknik analisis data yang digunakan untuk mengolah data dalam penelitian ini adalah: uji asumsi klasik, uji koefisien determinasi, uji Hipotesis (Uji T), dan uji simultan (Uji F). Hasil penelitian ini menunjukkan bahwa harga saham dan Capital Adequacy Ratio (CAR) tidak berpengaruh signifikan terhadap Harga Saham.

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42

Murtiyanti, Sri, Noer Azam Achsani, and Dedi Budiman Hakim. "Capital adequacy of the banking industry in Indonesia." Economic Journal of Emerging Markets 7, no. 2 (October 2015): 69–77. http://dx.doi.org/10.20885/ejem.vol7.iss2.art1.

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43

Chen, Jin. "Capital adequacy of Chinese banks: Evaluation and enhancement." Journal of Banking Regulation 4, no. 4 (June 2003): 320–27. http://dx.doi.org/10.1057/palgrave.jbr.2340149.

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ELDERFIELD, MATTHEW. "DEVELOPMENTS IN EC AND INTERNATIONAL CAPITAL ADEQUACY REGULATIONS." Journal of Financial Regulation and Compliance 2, no. 4 (April 1994): 314–22. http://dx.doi.org/10.1108/eb024818.

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Kumar Basu, Udayan. "Risk Management and Capital Adequacy Norms for Banks." Foreign Trade Review 40, no. 3 (October 2005): 29–44. http://dx.doi.org/10.1177/0015732515050302.

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The overall banking scenario has undergone a dramatic change in the wake of liberalization of markets and advent of the concept of universal banking. Commercial banks can now operate as veritable financial supermarkets offering all kinds of services under one roof. The various regulatory requirements and the presence of NPAs in banks' balance sheets introduce certain rigidities in their operating parameters. Besides, the investment options expose them to market and project risks, and brings the issue of financial fragility to the foreground. In view of the new kinds of risk affecting banks and increasing global competition faced by them, their capitalization and the efficacy of the regulatory and supervisory norms assume a greater significance. The current article explores the impact of possible changes in CRR and SLR on a bank's cut-off risk, i.e. the maximum permissible risk without any default, as well as its dependence on interest rate and capital adequacy ratio. Basel II norms for taking market risk into account, the use of Value at Risk as its measure and the recent guideline by Reserve Bank of India to relate the overall market exposure to net worth, have been examined. A method towards selection of an appropriate capital adequacy ratio to cover market risks has also been proposed.

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Blum, Jürg. "Do capital adequacy requirements reduce risks in banking?" Journal of Banking & Finance 23, no. 5 (May 1999): 755–71. http://dx.doi.org/10.1016/s0378-4266(98)00113-7.

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Lynn Wirch, Julia, and Mary R. Hardy. "A synthesis of risk measures for capital adequacy." Insurance: Mathematics and Economics 25, no. 3 (December 1999): 337–47. http://dx.doi.org/10.1016/s0167-6687(99)00036-0.

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Mukuddem-Petersen, J., and M. A. Petersen. "Optimizing Asset and Capital Adequacy Management in Banking." Journal of Optimization Theory and Applications 137, no. 1 (November 30, 2007): 205–30. http://dx.doi.org/10.1007/s10957-007-9322-x.

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49

Dimou, Paraskevi, Colin Lawrence, and Alistair Milne. "Skewness of Returns, Capital Adequacy, and Mortgage Lending." Journal of Financial Services Research 28, no. 1-3 (October 2005): 135–61. http://dx.doi.org/10.1007/s10693-005-4359-1.

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Das, Nupur Moni, and Bhabani Sankar Rout. "Banks’ capital adequacy ratio: a panacea or placebo." DECISION 47, no. 3 (September 2020): 303–18. http://dx.doi.org/10.1007/s40622-020-00255-5.

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Journal articles on the topic 'Capital adequacy'

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