أعرض تسجيلة المادة بشكل مبسط

dc.creator Memmel, Christoph
dc.creator Raupach, Peter
dc.date 2007
dc.date.accessioned 2013-10-16T07:06:43Z
dc.date.available 2013-10-16T07:06:43Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/19765
dc.identifier ppn:529603195
dc.identifier RePEc:zbw:bubdp2:5577
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/19765
dc.description We analyze the dynamics of banks' regulatory capital ratios. Using monthly data of regulatory capital ratios for a subset of large German banks, we estimate the target level and the adjustment speed of the capital ratio for each bank separately. We find evidence that, first, there exists a target level for a substantial percentage of banks; second, that private banks and banks with liquid assets are more likely to adjust their capital ratio tightly; and third, that banks compensate for low target capital ratios with low asset volatilities and high adjustment speeds. Fourth, banks with a target capital ratio seem to use an internal lower limit for their current ratios that is just above the regulatory minimum of 8%.
dc.language eng
dc.relation Discussion Paper, Series 2: Banking and Financial Supervision 2007,06
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject G32
dc.subject G21
dc.subject ddc:330
dc.subject Regulatory bank capital
dc.subject target capital ratio
dc.subject partial adjustment
dc.subject Ornstein-Uhlenbeck process
dc.subject Bank
dc.subject Kapitalstruktur
dc.subject Eigenkapital
dc.subject Bilanzstrukturmanagement
dc.subject Schätzung
dc.subject Deutschland
dc.title How do banks adjust their capital ratios? Evidence from Germany
dc.type doc-type:workingPaper
dc.coverage 1998-2006


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أعرض تسجيلة المادة بشكل مبسط