Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19740
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dc.creatorStolz, Stéphanie-
dc.creatorWedow, Michael-
dc.date2005-
dc.date.accessioned2013-10-16T07:06:34Z-
dc.date.available2013-10-16T07:06:34Z-
dc.date.issued2013-10-16-
dc.identifierhttp://hdl.handle.net/10419/19740-
dc.identifierppn:49845763X-
dc.identifierRePEc:zbw:bubdp2:4262-
dc.identifier.urihttp://koha.mediu.edu.my:8181/xmlui/handle/10419/19740-
dc.descriptionThis 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.-
dc.languageeng-
dc.relationDiscussion Paper, Series 2: Banking and Financial Supervision 2005,07-
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.subjectG21-
dc.subjectG28-
dc.subjectddc:330-
dc.subjectCapital Regulation-
dc.subjectBank Capital-
dc.subjectBusiness Cycle Fluctuations-
dc.subjectEigenkapitalvorschriften-
dc.subjectBankenliquidität-
dc.subjectKonjunktur-
dc.subjectSparkasse-
dc.subjectKreditgenossenschaft-
dc.subjectMakroökonomischer Einfluß-
dc.subjectSchätzung-
dc.subjectDeutschland-
dc.titleBanks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks-
dc.typedoc-type:workingPaper-
Appears in Collections:EconStor

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