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Tekijä:Rime, B.
Otsikko:Capital requirements and bank behaviour: Empirical evidence for Switzerland
Lehti:Journal of Banking and Finance
2001 : APR, VOL. 25:4, p. 789-805
Asiasana:RISK
CAPITAL
PORTFOLIO MANAGEMENT
BANKS
BANKING
Kieli:eng
Tiivistelmä:In recent years, regulators have increased their focus on the capital adequacy of banking institutions to enhance the stability of the financial system. The purpose of the present paper is to shed some light on whether and how Swiss Banks react to constraints placed by the regulator on their capital. Building on previous works by Shrieves and Dahl the author uses a simultaneous equations model to analyse adjustments in capital and risk at Swiss banks, when those approach the minimum regulatory capital level. The author's results indicate that regulatory pressure induce banks to increase their capital, but does not affect the level of risk.
SCIMA tietueen numero: 225935
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