Risk and risk-based capital of US bank holding companies

被引：9
|
作者：
Hogan, Thomas L. [1 ]
Meredith, Neil R. [2 ]
机构：
[1] Troy Univ, Johnson Ctr Polit Econ, Troy, AL 36082 USA
[2] West Texas A&M Univ, 2501 4th Ave, Canyon, TX 79106 USA
来源：
JOURNAL OF REGULATORY ECONOMICS | 2016年 / 49卷 / 01期
关键词：
Bank; Capital; Risk-based capital; Risk; Regulation; Federal Reserve; DEPOSIT INSURANCE; TESTS;
D O I：
10.1007/s11149-015-9289-8
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper analyzes banks' capital and risk-based capital (RBC) ratios as predictors of risk. Using quarterly data on U.S. bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and market-based indicators of risk. Although the capital and RBC ratios are statistically significant predictors of BHCs' levels of risk, we find the capital ratio is a statistically significantly better predictor of risk than the RBC ratio. This difference is strongest since the recent financial crisis beginning in 2007.
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页码：86 / 112
页数：27
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