How do large commercial banks adjust capital ratios: empirical evidence from the US?

This research explores the balanced panel data to examine the level of capital adjustment for major insured commercial banks over the 2002-2018 period using a two-step GMM estimator. The findings show that the speed of adjustment of the large insured commercial banks is faster than that of non-finan...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Faisal Abbas [verfasserIn] Omar Masood [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2020

Schlagwörter:	total capital ratio total risk-based capital ratio capital buffer ratio

Übergeordnetes Werk:	In: Ekonomska Istraživanja - Taylor & Francis Group, 2019, 33(2020), 1, Seite 1849-1866
Übergeordnetes Werk:	volume:33 ; year:2020 ; number:1 ; pages:1849-1866

Links:	Link aufrufen Link aufrufen Link aufrufen Journal toc Journal toc

DOI / URN:	10.1080/1331677X.2020.1763823

Katalog-ID:	DOAJ064664902

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author	Faisal Abbas
spellingShingle	Faisal Abbas misc HD72-88 misc total capital ratio misc total risk-based capital ratio misc capital buffer ratio misc Economic growth, development, planning misc Regional economics. Space in economics misc HT388 How do large commercial banks adjust capital ratios: empirical evidence from the US?
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topic_title	HD72-88 How do large commercial banks adjust capital ratios: empirical evidence from the US? total capital ratio total risk-based capital ratio capital buffer ratio
topic	misc HD72-88 misc total capital ratio misc total risk-based capital ratio misc capital buffer ratio misc Economic growth, development, planning misc Regional economics. Space in economics misc HT388
topic_unstemmed	misc HD72-88 misc total capital ratio misc total risk-based capital ratio misc capital buffer ratio misc Economic growth, development, planning misc Regional economics. Space in economics misc HT388
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title	How do large commercial banks adjust capital ratios: empirical evidence from the US?
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title_full	How do large commercial banks adjust capital ratios: empirical evidence from the US?
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title_sort	how do large commercial banks adjust capital ratios: empirical evidence from the us?
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title_auth	How do large commercial banks adjust capital ratios: empirical evidence from the US?
abstract	This research explores the balanced panel data to examine the level of capital adjustment for major insured commercial banks over the 2002-2018 period using a two-step GMM estimator. The findings show that the speed of adjustment of the large insured commercial banks is faster than that of non-financial companies. The results contribute to a slower average adjustment pace of a total capital ratio than the total risk-based capital and capital buffer ratios. The adjustment of capital is faster in the post-crisis period than during and before-crises era. The adequately capitalized banks adjust capital ratio faster than well-capitalized banks. In contrast, the under-capitalized banks adjust the total risk-based capital ratio and capital buffer ratio more quickly than that of others. The low liquid banks needed a higher time to restore equilibrium than high liquid banks. The results of this study have economic significance for policy implications and future regulations.
abstractGer	This research explores the balanced panel data to examine the level of capital adjustment for major insured commercial banks over the 2002-2018 period using a two-step GMM estimator. The findings show that the speed of adjustment of the large insured commercial banks is faster than that of non-financial companies. The results contribute to a slower average adjustment pace of a total capital ratio than the total risk-based capital and capital buffer ratios. The adjustment of capital is faster in the post-crisis period than during and before-crises era. The adequately capitalized banks adjust capital ratio faster than well-capitalized banks. In contrast, the under-capitalized banks adjust the total risk-based capital ratio and capital buffer ratio more quickly than that of others. The low liquid banks needed a higher time to restore equilibrium than high liquid banks. The results of this study have economic significance for policy implications and future regulations.
abstract_unstemmed	This research explores the balanced panel data to examine the level of capital adjustment for major insured commercial banks over the 2002-2018 period using a two-step GMM estimator. The findings show that the speed of adjustment of the large insured commercial banks is faster than that of non-financial companies. The results contribute to a slower average adjustment pace of a total capital ratio than the total risk-based capital and capital buffer ratios. The adjustment of capital is faster in the post-crisis period than during and before-crises era. The adequately capitalized banks adjust capital ratio faster than well-capitalized banks. In contrast, the under-capitalized banks adjust the total risk-based capital ratio and capital buffer ratio more quickly than that of others. The low liquid banks needed a higher time to restore equilibrium than high liquid banks. The results of this study have economic significance for policy implications and future regulations.
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title_short	How do large commercial banks adjust capital ratios: empirical evidence from the US?
url	https://doi.org/10.1080/1331677X.2020.1763823 https://doaj.org/article/a82499415f144e66b5975175134e4f66 http://dx.doi.org/10.1080/1331677X.2020.1763823 https://doaj.org/toc/1331-677X https://doaj.org/toc/1848-9664
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