Do Capital Requirements Make Banks Safer? Evidence From a Quasinatural Experiment

We use the EBA capital exercise of 2011 as a quasinatural experiment to investigate how capital requirements affect various measures of bank solvency risk. We show that, while regulatory measures of solvency improve, nonregulatory measures indicate a deterioration in bank solvency in response to hig...

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Veröffentlicht in:	Journal of financial and quantitative analysis 2022-08, Vol.57 (5), p.1805-1833
Hauptverfasser:	Bostandzic, Denefa, Irresberger, Felix, Juelsrud, Ragnar E., Weiß, Gregor
Format:	Artikel
Sprache:	eng
Schlagworte:	Bankenregulierung Banking industry Bankrisiko Basler Akkord Capital requirements Deterioration Equity EU-Recht Experiment Market value Profitability Solvency
Online-Zugang:	Volltext
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