Nexus between bank capital and risk-taking behaviour : empirical evidence from US commercial banks
The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capit...
Ausführliche Beschreibung
Autor*in: |
Abbas, Faisal - 1977- [verfasserIn] Ali, Shoaib [verfasserIn] Moudud-Ul-Huq, Syed [verfasserIn] Naveed, Muhammad [verfasserIn] |
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Format: |
E-Artikel |
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Sprache: |
Englisch |
Erschienen: |
2021 |
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Rechteinformationen: |
Open Access Namensnennung 4.0 International ; CC BY 4.0 |
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Schlagwörter: |
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Übergeordnetes Werk: |
Enthalten in: Cogent business & management - London : Taylor & Francis, 2014, 8(2021), 1, Artikel-ID 1947557, Seite 1-17 |
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Übergeordnetes Werk: |
volume:8 ; year:2021 ; number:1 ; elocationid:1947557 ; pages:1-17 |
Links: |
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DOI / URN: |
10.1080/23311975.2021.1947557 |
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Katalog-ID: |
177532527X |
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10.1080/23311975.2021.1947557 doi 10419/245085 hdl (DE-627)177532527X (DE-599)KXP177532527X DE-627 ger DE-627 rda eng G21 G28 G32 jelc Abbas, Faisal 1977- verfasserin (DE-588)14326933X (DE-627)644359277 (DE-576)336004281 aut Nexus between bank capital and risk-taking behaviour empirical evidence from US commercial banks Faisal Abbas, Shoaib Ali, Syed Moudud-Ul-Huq and Muhammad Naveed 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ Traditional Capital Ratio (dpeaa)DE-206 Risk-based Capital Ratio (dpeaa)DE-206 Capital Buffer Ratio (dpeaa)DE-206 Ali, Shoaib verfasserin (DE-588)1241199345 (DE-627)1770716653 aut Moudud-Ul-Huq, Syed verfasserin (DE-588)1224889622 (DE-627)1744373035 aut Naveed, Muhammad verfasserin (DE-588)1309968098 (DE-627)1870356225 aut Enthalten in Cogent business & management London : Taylor & Francis, 2014 8(2021), 1, Artikel-ID 1947557, Seite 1-17 Online-Ressource (DE-627)837953715 (DE-600)2837523-3 (DE-576)446658456 2331-1975 nnns volume:8 year:2021 number:1 elocationid:1947557 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 Verlag kostenfrei http://doi.org/10.1080/23311975.2021.1947557 Resolving-System kostenfrei http://hdl.handle.net/10419/245085 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 8 2021 1 1947557 1-17 26 01 0206 3996287569 x1z 26-10-21 2403 01 DE-LFER 4001359774 00 --%%-- --%%-- n --%%-- l01 10-11-21 2403 01 DE-LFER http://doi.org/10.1080/23311975.2021.1947557 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 |
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10.1080/23311975.2021.1947557 doi 10419/245085 hdl (DE-627)177532527X (DE-599)KXP177532527X DE-627 ger DE-627 rda eng G21 G28 G32 jelc Abbas, Faisal 1977- verfasserin (DE-588)14326933X (DE-627)644359277 (DE-576)336004281 aut Nexus between bank capital and risk-taking behaviour empirical evidence from US commercial banks Faisal Abbas, Shoaib Ali, Syed Moudud-Ul-Huq and Muhammad Naveed 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ Traditional Capital Ratio (dpeaa)DE-206 Risk-based Capital Ratio (dpeaa)DE-206 Capital Buffer Ratio (dpeaa)DE-206 Ali, Shoaib verfasserin (DE-588)1241199345 (DE-627)1770716653 aut Moudud-Ul-Huq, Syed verfasserin (DE-588)1224889622 (DE-627)1744373035 aut Naveed, Muhammad verfasserin (DE-588)1309968098 (DE-627)1870356225 aut Enthalten in Cogent business & management London : Taylor & Francis, 2014 8(2021), 1, Artikel-ID 1947557, Seite 1-17 Online-Ressource (DE-627)837953715 (DE-600)2837523-3 (DE-576)446658456 2331-1975 nnns volume:8 year:2021 number:1 elocationid:1947557 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 Verlag kostenfrei http://doi.org/10.1080/23311975.2021.1947557 Resolving-System kostenfrei http://hdl.handle.net/10419/245085 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 8 2021 1 1947557 1-17 26 01 0206 3996287569 x1z 26-10-21 2403 01 DE-LFER 4001359774 00 --%%-- --%%-- n --%%-- l01 10-11-21 2403 01 DE-LFER http://doi.org/10.1080/23311975.2021.1947557 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 |
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10.1080/23311975.2021.1947557 doi 10419/245085 hdl (DE-627)177532527X (DE-599)KXP177532527X DE-627 ger DE-627 rda eng G21 G28 G32 jelc Abbas, Faisal 1977- verfasserin (DE-588)14326933X (DE-627)644359277 (DE-576)336004281 aut Nexus between bank capital and risk-taking behaviour empirical evidence from US commercial banks Faisal Abbas, Shoaib Ali, Syed Moudud-Ul-Huq and Muhammad Naveed 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ Traditional Capital Ratio (dpeaa)DE-206 Risk-based Capital Ratio (dpeaa)DE-206 Capital Buffer Ratio (dpeaa)DE-206 Ali, Shoaib verfasserin (DE-588)1241199345 (DE-627)1770716653 aut Moudud-Ul-Huq, Syed verfasserin (DE-588)1224889622 (DE-627)1744373035 aut Naveed, Muhammad verfasserin (DE-588)1309968098 (DE-627)1870356225 aut Enthalten in Cogent business & management London : Taylor & Francis, 2014 8(2021), 1, Artikel-ID 1947557, Seite 1-17 Online-Ressource (DE-627)837953715 (DE-600)2837523-3 (DE-576)446658456 2331-1975 nnns volume:8 year:2021 number:1 elocationid:1947557 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 Verlag kostenfrei http://doi.org/10.1080/23311975.2021.1947557 Resolving-System kostenfrei http://hdl.handle.net/10419/245085 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 8 2021 1 1947557 1-17 26 01 0206 3996287569 x1z 26-10-21 2403 01 DE-LFER 4001359774 00 --%%-- --%%-- n --%%-- l01 10-11-21 2403 01 DE-LFER http://doi.org/10.1080/23311975.2021.1947557 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 |
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10.1080/23311975.2021.1947557 doi 10419/245085 hdl (DE-627)177532527X (DE-599)KXP177532527X DE-627 ger DE-627 rda eng G21 G28 G32 jelc Abbas, Faisal 1977- verfasserin (DE-588)14326933X (DE-627)644359277 (DE-576)336004281 aut Nexus between bank capital and risk-taking behaviour empirical evidence from US commercial banks Faisal Abbas, Shoaib Ali, Syed Moudud-Ul-Huq and Muhammad Naveed 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ Traditional Capital Ratio (dpeaa)DE-206 Risk-based Capital Ratio (dpeaa)DE-206 Capital Buffer Ratio (dpeaa)DE-206 Ali, Shoaib verfasserin (DE-588)1241199345 (DE-627)1770716653 aut Moudud-Ul-Huq, Syed verfasserin (DE-588)1224889622 (DE-627)1744373035 aut Naveed, Muhammad verfasserin (DE-588)1309968098 (DE-627)1870356225 aut Enthalten in Cogent business & management London : Taylor & Francis, 2014 8(2021), 1, Artikel-ID 1947557, Seite 1-17 Online-Ressource (DE-627)837953715 (DE-600)2837523-3 (DE-576)446658456 2331-1975 nnns volume:8 year:2021 number:1 elocationid:1947557 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 Verlag kostenfrei http://doi.org/10.1080/23311975.2021.1947557 Resolving-System kostenfrei http://hdl.handle.net/10419/245085 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 8 2021 1 1947557 1-17 26 01 0206 3996287569 x1z 26-10-21 2403 01 DE-LFER 4001359774 00 --%%-- --%%-- n --%%-- l01 10-11-21 2403 01 DE-LFER http://doi.org/10.1080/23311975.2021.1947557 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 |
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10.1080/23311975.2021.1947557 doi 10419/245085 hdl (DE-627)177532527X (DE-599)KXP177532527X DE-627 ger DE-627 rda eng G21 G28 G32 jelc Abbas, Faisal 1977- verfasserin (DE-588)14326933X (DE-627)644359277 (DE-576)336004281 aut Nexus between bank capital and risk-taking behaviour empirical evidence from US commercial banks Faisal Abbas, Shoaib Ali, Syed Moudud-Ul-Huq and Muhammad Naveed 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ Traditional Capital Ratio (dpeaa)DE-206 Risk-based Capital Ratio (dpeaa)DE-206 Capital Buffer Ratio (dpeaa)DE-206 Ali, Shoaib verfasserin (DE-588)1241199345 (DE-627)1770716653 aut Moudud-Ul-Huq, Syed verfasserin (DE-588)1224889622 (DE-627)1744373035 aut Naveed, Muhammad verfasserin (DE-588)1309968098 (DE-627)1870356225 aut Enthalten in Cogent business & management London : Taylor & Francis, 2014 8(2021), 1, Artikel-ID 1947557, Seite 1-17 Online-Ressource (DE-627)837953715 (DE-600)2837523-3 (DE-576)446658456 2331-1975 nnns volume:8 year:2021 number:1 elocationid:1947557 pages:1-17 https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 Verlag kostenfrei http://doi.org/10.1080/23311975.2021.1947557 Resolving-System kostenfrei http://hdl.handle.net/10419/245085 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 8 2021 1 1947557 1-17 26 01 0206 3996287569 x1z 26-10-21 2403 01 DE-LFER 4001359774 00 --%%-- --%%-- n --%%-- l01 10-11-21 2403 01 DE-LFER http://doi.org/10.1080/23311975.2021.1947557 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23311975.2021.1947557 |
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Nexus between bank capital and risk-taking behaviour empirical evidence from US commercial banks |
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The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. |
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The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. |
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The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that there is a positive relationship between traditional capital ratio and risk-taking for the full sample results, which is supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results are in line with the moral hazard hypothesis. The outcomes are consistent for all subcategories other than for well-capitalized and low liquid banks. The full sample findings are consistent when risk is proxied through loan loss provision. The impact of capital ratios on risk-taking in the pre-, pro- and post-crisis eras is heterogeneous and significant. The findings have significant insights for regulators to observe the differences among pre-, pro- and post-crisis periods for the well, adequately, under, significantly under-capitalized, high and low liquid insured commercial banks of the USA. |
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