Capital requirements and bank behaviour: empirical evidence for Switzerland

Arbeitspapier

In recent years, regulators have increased their focus on the capital adequacy of banking institutions to enhance the stability of the financial system. The purpose of the present paper is to shed some light on whether and how Swiss Banks react to constraints placed by the regulator on their capital. Building on previous work by Shrieves and Dahl (1992), we use a simultaneous equations model to analyse adjustments in capital and risk at Swiss banks, when those approach the minimum regulatory capital level. Our results indicate that regulatory pressure induce banks to increase their capital, but does not affect the level of risk.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Working Paper ; No. 00.05

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Banks; Depository Institutions; Micro Finance Institutions; Mortgages ; Financial Institutions and Services: Government Policy and Regulation
• Thema: Risk-based capital ; Capital ratios ; Portfolio risk ; Bank ; Basler Akkord ; Schweiz

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Rime, Bertrand
• Ereignis: Veröffentlichung
• (wer): Swiss National Bank, Study Center Gerzensee
• (wo): Gerzensee
• (wann): 2000

Weitere Informationen

• Handle: http://hdl.handle.net/10419/127992
• Letzte Aktualisierung: 10.03.2025, 11:44 MEZ