The effects of bank regulation on the relationship between capital and risk

被引:20
|
作者
Tanda A. [1 ]
机构
[1] Department of Economics, Management and Quantitative Methods, Università degli Studi di Milano, Via Conservatorio, 7, Milan
关键词
Bank regulation; Basel; Capital; Literature review; Risk;
D O I
10.1057/ces.2014.35
中图分类号
学科分类号
摘要
Capital regulation acts as an external force in the determination of bank capital and risk levels. Changes in the regulatory framework can influence banks' decisions. Starting from the debate of the prudential regulation after the financial crisis, this paper reviews the main empirical contributions on the role of capital regulation in the determination of banks' capital ratios and risk exposure to evaluate bank behavior. Capital and risk decisions seem to be effectively influenced by regulation, although results may vary according to factors such as time period, country, and the type of capital analyzed. © 2015 ACES. All rights reserved.
引用
收藏
页码:31 / 54
页数:23
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