The Determinants of Capital Buffers in CEECs
Author
Abstract
Suggested Citation
Note: View the original document on HAL open archive server: https://sciencespo.hal.science/hal-03459637
Download full text from publisher
Other versions of this item:
- Francesco d'Arack & Sandrine Levasseur, 2007. "The Determinants of Capital Buffers in CEECs," SciencePo Working papers Main hal-03459637, HAL.
- Francesco D'Arack & Sandrine Levasseur, 2007. "The Determinants of Capital Buffers in CEECs," Sciences Po publications N°2007-28, Sciences Po.
- Francesco d’Avack & Sandrine Levasseur, 2007. "The Determinants of Capital Buffers in CEECs," Documents de Travail de l'OFCE 2007-28, Observatoire Francais des Conjonctures Economiques (OFCE).
References listed on IDEAS
- Berger, Allen N, 1995.
"The Relationship between Capital and Earnings in Banking,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 432-456, May.
- Allen Berger, 1994. "The Relationship Between Capital and Earnings in Banking," Center for Financial Institutions Working Papers 94-17, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Allen N. Berger, 1994. "The relationship between capital and earnings in banking," Finance and Economics Discussion Series 94-2, Board of Governors of the Federal Reserve System (U.S.).
- Ayuso, Juan & Perez, Daniel & Saurina, Jesus, 2004.
"Are capital buffers pro-cyclical?: Evidence from Spanish panel data,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 249-264, April.
- Juan Ayuso & Daniel Pérez & Jesús Saurina, 2002. "Are capital buffers pro-cyclical? Evidence from Spanish panel data," Working Papers 0224, Banco de España.
- Jacob A. Bikker & Paul A. J. Metzemakers, 2007.
"Is Bank Capital Procyclical? A Cross-Country Analysis,"
Credit and Capital Markets, Credit and Capital Markets, vol. 40(2), pages 225-264.
- Jaap Bikker & Paul Metzemakers, 2004. "Is bank capital procyclical? A cross-country analysis," DNB Working Papers 009, Netherlands Central Bank, Research Department.
- World Bank, 2002. "Transition, The First Ten Years : Analysis and Lessons for Eastern Europe and the Former Soviet Union," World Bank Publications - Books, The World Bank Group, number 14042, December.
- Wall, Larry D. & Peterson, David R., 1995.
"Bank holding company capital targets in the early 1990s: The regulators versus the markets,"
Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 563-574, June.
- David R. Peterson & Larry D. Wall, 1994. "Bank holding company capital targets in the early 1990s: the regulators versus the markets," FRB Atlanta Working Paper 94-11, Federal Reserve Bank of Atlanta.
- C. H. Furfine, 2000. "Evidence on the response of US banks to changes in capital requirements," BIS Working Papers 88, Bank for International Settlements.
- Isaac Alfon & Isabel Argimón & Patricia Bascuñana-Ambrós, 2005. "How individual capital requirements affect capital ratios in UK banks and building societies," Working Papers 0515, Banco de España.
- Lindquist, Kjersti-Gro, 2004. "Banks' buffer capital: how important is risk," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 493-513, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Rodrigo Alfaro & Andrés Sagner, 2011.
"Stress Tests for Banking Sector: A Technical Note,"
Money Affairs, CEMLA, vol. 0(2), pages 143-162, July-Dece.
- Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile 610, Central Bank of Chile.
- Sherene A. Bailey-Tapper, 2011. "Investigating the Link between Bank Capital & Economic Activity: Evidence on Jamaican Panel," Money Affairs, CEMLA, vol. 0(2), pages 163-188, July-Dece.
- Pavla Klepková Vodová, 2019. "Determinants of Solvency in Selected CEE Banking Sectors: Does Affiliation with the Financial Conglomerate Matter?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 67(2), pages 493-501.
- José Eduardo Gómez-González & Nidia Ruth Reyes, 2011. "Firm Failure and Relation Lending: New Evidence from Small Businesses," Money Affairs, CEMLA, vol. 0(2), pages 123-141, July-Dece.
- Festic, Mejra & Kavkler, Alenka, 2012. "The Roots of the Banking Crisis in the New EU Member States: A Panel Regression Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 20-40, March.
- Balázs Égert & Douglas Sutherland, 2014.
"The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 98-117, February.
- Balázs Égert & Douglas Sutherland, 2012. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," OECD Economics Department Working Papers 938, OECD Publishing.
- Balázs Égert & Douglas Sutherland, 2014. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," Post-Print hal-01385929, HAL.
- Balázs Egert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," Working Papers hal-04141084, HAL.
- Balazs Egert & Douglas Sutherland, 2012. "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," CESifo Working Paper Series 3824, CESifo.
- Balázs Égert & Douglas Sutherland, 2012. "The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality," EconomiX Working Papers 2012-15, University of Paris Nanterre, EconomiX.
- Mejra Festić & Sebastijan Repina & Alenka Kavkler, 2009. "The overheating of five EU new member states and cyclicality of systemic risk in the banking sector," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 10(3), pages 219-232, May.
- Mejra Festić, 2015. "The Stability of the Credit Supply in the Globalized Banking Sector Environment: The Case of the EU New Member States-10," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(4), pages 386-398.
- Khurram Iftikhar & Syed Faizan Iftikhar, 2018. "The impact of business cycle on capital buffer during the period of Basel-II and Basel-III: Evidence from the Pakistani banks," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-20, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:hal:spmain:info:hdl:2441/3962 is not listed on IDEAS
- repec:spo:wpecon:info:hdl:2441/3962 is not listed on IDEAS
- repec:zbw:bofrdp:2006_017 is not listed on IDEAS
- Jokipii, Terhi & Milne, Alistair, 2008.
"The cyclical behaviour of European bank capital buffers,"
Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1440-1451, August.
- Jokipii, Terhi & Milne, Alistair, 2006. "The cyclical behaviour of European bank capital buffers," Bank of Finland Research Discussion Papers 17/2006, Bank of Finland.
- Jokipii, Terhi & Milne, Alistair, 2007. "The Cyclical Behaviour of European Bank Capital Buffers," SIFR Research Report Series 56, Institute for Financial Research.
- Jokipii, Terhi & Milne, Alistair, 2008.
"The cyclical behaviour of European bank capital buffers,"
Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1440-1451, August.
- Jokipii, Terhi & Milne, Alistair, 2006. "The cyclical behaviour of European bank capital buffers," Research Discussion Papers 17/2006, Bank of Finland.
- Jokipii, Terhi & Milne, Alistair, 2007. "The Cyclical Behaviour of European Bank Capital Buffers," SIFR Research Report Series 56, Institute for Financial Research.
- repec:hal:wpspec:info:hdl:2441/3962 is not listed on IDEAS
- Khurram Iftikhar & Syed Faizan Iftikhar, 2018. "The impact of business cycle on capital buffer during the period of Basel-II and Basel-III: Evidence from the Pakistani banks," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-20, December.
- Syed Moudud-Ul-Huq, 2021. "The Impact of Business Cycle on Banks’ Capital Buffer, Risk and Efficiency: A Dynamic GMM Approach from a Developing Economy," Global Business Review, International Management Institute, vol. 22(4), pages 921-940, August.
- Óscar Alfonso Carvallo-Valencia & Leslie A. Jiménez, 2018. "Bank Capital Buffers and Procyclicality in Latin America," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 5, pages 133-158, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Rafael Repullo & Javier Suarez, 2013.
"The Procyclical Effects of Bank Capital Regulation,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 452-490.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Other publications TiSEM 0b64ec97-95cc-45bf-b271-4, Tilburg University, School of Economics and Management.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Other publications TiSEM c763eb06-7096-4075-a652-2, Tilburg University, School of Economics and Management.
- Repullo, Rafael & Suarez, Javier, 2012. "The Procyclical Effects of Bank Capital Regulation," CEPR Discussion Papers 8897, C.E.P.R. Discussion Papers.
- Rafael Repullo & Javier Suarez, 2012. "The Procyclical Effects of Bank Capital Regulation," Working Papers wp2012_1202, CEMFI.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Discussion Paper 2010-29S, Tilburg University, Center for Economic Research.
- Heid, Frank, 2007. "The cyclical effects of the Basel II capital requirements," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3885-3900, December.
- Repullo, Rafael & Suarez, Javier, 2008.
"The Procyclical Effects of Basel II,"
CEPR Discussion Papers
6862, C.E.P.R. Discussion Papers.
- Rafael Repullo & Javier Suarez, 2008. "The Procyclical Effects of Basel II," Working Papers wp2008_0809, CEMFI.
- Coffinet, Jérôme & Coudert, Virginie & Pop, Adrian & Pouvelle, Cyril, 2012.
"Two-way interplays between capital buffers and credit growth: Evidence from French banks,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1110-1125.
- Jérôme Coffinet & Virginie Coudert & Adrian Pop & Cyril Pouvelle, 2012. "Two-way interplays between capital buffers and credit growth: Evidence from French banks," PSE-Ecole d'économie de Paris (Postprint) halshs-01511102, HAL.
- Jérôme Coffinet & Virginie Coudert & Adrian Pop & Cyril Pouvelle, 2012. "Two-way interplays between capital buffers and credit growth: Evidence from French banks," Post-Print halshs-01511102, HAL.
- Elijah Brewer III & George Kaufman & Larry Wall, 2008.
"Bank Capital Ratios Across Countries: Why Do They Vary?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(2), pages 177-201, December.
- Elijah Brewer & George G. Kaufman & Larry D. Wall, 2008. "Bank capital ratios across countries: why do they vary?," FRB Atlanta Working Paper 2008-27, Federal Reserve Bank of Atlanta.
- Pavla Klepková Vodová, 2019. "Determinants of Solvency in Selected CEE Banking Sectors: Does Affiliation with the Financial Conglomerate Matter?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 67(2), pages 493-501.
- Syed Moudud-Ul-Huq, 2019. "Banks’ capital buffers, risk, and efficiency in emerging economies: are they counter-cyclical?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(4), pages 467-492, December.
- Carvallo Valencia, Oscar & Ortiz Bolaños, Alberto, 2018.
"Bank capital buffers around the world: Cyclical patterns and the effect of market power,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 119-131.
- Carvallo Valencia, Oscar Alfonso & Ortiz Bolaños, Alberto, 2018. "Bank capital buffers around the world: Cyclical patterns and the effect of market power," MPRA Paper 84617, University Library of Munich, Germany.
- Rihab Grassa & Nejia Moumen & M. Kabir Hassan & Khaled Hussainey, 2022. "Market discipline and capital buffers in Islamic and conventional banks in the MENA region," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 139-167, March.
- Distinguin, Isabelle & Roulet, Caroline & Tarazi, Amine, 2013.
"Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks,"
Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3295-3317.
- Isabelle Distinguin & Caroline Roulet & Amine Tarazi, 2013. "Bank Regulatory Capital and Liquidity: Evidence from U.S. and European publicly traded banks," Post-Print hal-01087426, HAL.
- Isabelle Distinguin & Caroline Roulet & Amine Tarazi, 2013. "Bank Regulatory Capital and Liquidity : Evidence from US and European publicly traded banks," Post-Print hal-00915716, HAL.
- Ayuso, Juan & Perez, Daniel & Saurina, Jesus, 2004.
"Are capital buffers pro-cyclical?: Evidence from Spanish panel data,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 249-264, April.
- Juan Ayuso & Daniel Pérez & Jesús Saurina, 2002. "Are capital buffers pro-cyclical? Evidence from Spanish panel data," Working Papers 0224, Banco de España.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013.
"Ex ante capital position, changes in the different components of regulatory capital and bank risk,"
Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4831-4856, December.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Post-Print hal-00918521, HAL.
- B. Camara & L. Lepetit & A. Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Débats économiques et financiers 7, Banque de France.
- Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex ante capital position, changes in the different components of regulatory capital and bank risk," Post-Print hal-00915157, HAL.
- Carvallo, Oscar & Kasman, Adnan & Kontbay-Busun, Sine, 2015. "The Latin American bank capital buffers and business cycle: Are they pro-cyclical?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 148-160.
- Marques Pereira, João André C. & Saito, Richard, 2015. "How banks respond to Central Bank supervision: Evidence from Brazil," Journal of Financial Stability, Elsevier, vol. 19(C), pages 22-30.
- Jacob A. Bikker & Paul A. J. Metzemakers, 2007.
"Is Bank Capital Procyclical? A Cross-Country Analysis,"
Credit and Capital Markets, Credit and Capital Markets, vol. 40(2), pages 225-264.
- Jaap Bikker & Paul Metzemakers, 2004. "Is bank capital procyclical? A cross-country analysis," DNB Working Papers 009, Netherlands Central Bank, Research Department.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-03459637. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.