H Andersen, RE Juelsrud - Latin American Journal of Central Banking, 2024 - Elsevier
In this paper, we analyse the appropriate capital adequacy ratio for banks from a socio- economic perspective. More equity capital in banks can contribute to financial stability by …
We extract cost of capital measures for banks using analyst earnings forecasts, which we show are unbiased. We find that the cost of equity and the cost of debt decrease in the Tier 1 …
In this paper we estimate the optimal level of capital for banks in the euro area. This optimum is the result of a trade-off between the costs and benefits of more bank capital: although …
R Cardot-Martin, F Labondance… - International …, 2022 - Elsevier
We assess if capital ratios reduced the occurrence of banking crises in the European Union from 1998 to 2017. We use a Probit model and estimate the effect of two measures: the bank …
This paper aims to determine the 'new normal'for banking stability in terms of capital adequacy, reviewing the incidence of banking stress episodes by lagged solvency ratios …
T Conefrey, N McInerney, G O'Reilly, G Walsh - The Economic and Social …, 2021 - esr.ie
The COVID-19 pandemic and the measures put in place to control its spread resulted in a collapse in global economic activity. Both governments and central banks responded to the …
M Lubberink - International Review of Financial Analysis, 2022 - Elsevier
This paper examines the association between discretionary capital buffers, capital requirements, and risk for the 99 largest European banks from 2013 to 2020. Discretionary …
We analyse the costs and benefits of increasing capital requirements for Danish banks. Costs can be close to 0 if banks suspend dividend payments for a period of time as banks …