المستودع الأكاديمي جامعة المدينة

Does capital regulation matter for bank behavior? : Evidence for German savings banks

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dc.creator Heid, Frank
dc.creator Porath, Daniel
dc.creator Stolz, Stéphanie
dc.date 2003
dc.date.accessioned 2013-10-16T06:56:32Z
dc.date.available 2013-10-16T06:56:32Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/17731
dc.identifier ppn:378091670
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/17731
dc.description The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We estimate a modified version of the model developed by Shrieves and Dahl (1992). In comparison to former research, we impose fewer restrictions with regard to the impact of regulation on capital and risk adjustments. Besides, we complement our analysis with dynamic panel data techniques and a rolling window approach. We find evidence that the coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum (the so-called capital buffer). Banks with low capital buffers try to rebuild an appropriate capital buffer by raising capital and simultaneously lowering risk. In contrast, banks with high capital buffers try to maintain their capital buffer by increasing risk when capital increases.
dc.language eng
dc.publisher Kiel Institute for the World Economy (IfW) Kiel
dc.relation Kieler Arbeitspapiere 1192
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject G28
dc.subject G21
dc.subject ddc:330
dc.subject bank regulation
dc.subject risk taking
dc.subject bank capital
dc.subject Sparkasse
dc.subject Bankrisiko
dc.subject Eigenkapitalvorschriften
dc.subject Bilanzstrukturmanagement
dc.subject Schätzung
dc.subject Deutschland
dc.title Does capital regulation matter for bank behavior? : Evidence for German savings banks
dc.type doc-type:workingPaper


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