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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19765Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Memmel, Christoph | - |
| dc.creator | Raupach, Peter | - |
| dc.date | 2007 | - |
| dc.date.accessioned | 2013-10-16T07:06:43Z | - |
| dc.date.available | 2013-10-16T07:06:43Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/19765 | - |
| dc.identifier | ppn:529603195 | - |
| dc.identifier | RePEc:zbw:bubdp2:5577 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19765 | - |
| dc.description | We analyze the dynamics of banks' regulatory capital ratios. Using monthly data of regulatory capital ratios for a subset of large German banks, we estimate the target level and the adjustment speed of the capital ratio for each bank separately. We find evidence that, first, there exists a target level for a substantial percentage of banks; second, that private banks and banks with liquid assets are more likely to adjust their capital ratio tightly; and third, that banks compensate for low target capital ratios with low asset volatilities and high adjustment speeds. Fourth, banks with a target capital ratio seem to use an internal lower limit for their current ratios that is just above the regulatory minimum of 8%. | - |
| dc.language | eng | - |
| dc.relation | Discussion Paper, Series 2: Banking and Financial Supervision 2007,06 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | G32 | - |
| dc.subject | G21 | - |
| dc.subject | ddc:330 | - |
| dc.subject | Regulatory bank capital | - |
| dc.subject | target capital ratio | - |
| dc.subject | partial adjustment | - |
| dc.subject | Ornstein-Uhlenbeck process | - |
| dc.subject | Bank | - |
| dc.subject | Kapitalstruktur | - |
| dc.subject | Eigenkapital | - |
| dc.subject | Bilanzstrukturmanagement | - |
| dc.subject | Schätzung | - |
| dc.subject | Deutschland | - |
| dc.title | How do banks adjust their capital ratios? Evidence from Germany | - |
| dc.type | doc-type:workingPaper | - |
| dc.coverage | 1998-2006 | - |
| Appears in Collections: | EconStor | |
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