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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19740| Title: | Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks |
| Keywords: | G21 G28 ddc:330 Capital Regulation Bank Capital Business Cycle Fluctuations Eigenkapitalvorschriften Bankenliquidität Konjunktur Sparkasse Kreditgenossenschaft Makroökonomischer Einfluß Schätzung Deutschland |
| Issue Date: | 16-Oct-2013 |
| Description: | This paper analyzes the effect of the business cycle on the regulatory capital buffer of German savings and cooperative banks in the period 1993-2003. The capital buffer is found to fluctuate anticyclically over the business cycle. The fluctuation is stronger for savings banks than for cooperative banks, as, for savings banks, risk-weighted assets fluctuate more strongly with the business cycle. Further, low-capitalized banks do not catch up with their wellcapitalized peers. The gap between low-capitalized and well capitalized banks even widened over the observation period. Finally, low-capitalized banks do not decrease risk-weighted assets in a business cycle downturn by more than well-capitalized banks. This finding seems to imply that their low capitalization does not force them to retreat from lending. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19740 |
| Other Identifiers: | http://hdl.handle.net/10419/19740 ppn:49845763X RePEc:zbw:bubdp2:4262 |
| Appears in Collections: | EconStor |
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