Bank regulation: the leverage ratio requirement from the perspective of stabilizing the financial system
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Bamberg
2014
|
| Subjects: | |
| Online Access: | https://nbn-resolving.org/urn:nbn:de:bvb:473-opus4-103069 http://d-nb.info/106102251X/34 Volltext Inhaltsverzeichnis |
| Physical Description: | 164 S. graph. Darst. |
Staff View
MARC
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| 245 | 1 | 0 | |a Bank regulation |b the leverage ratio requirement from the perspective of stabilizing the financial system |c Yvonne Zahr |
| 264 | 1 | |a Bamberg |c 2014 | |
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| 502 | |a Bamberg, Univ., Diss., 2014 | ||
| 650 | 0 | 7 | |a Bank |0 (DE-588)4004436-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzintermediäre |0 (DE-588)4113564-7 |2 gnd |9 rswk-swf |
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Record in the Search Index
| _version_ | 1804152435710623744 |
|---|---|
| adam_text | Contents
1
Introduction
1
2
Background Theory and Literature Review
5
2.1
Financial Intermediation
....................... 6
2.1.1
Tho Functions of Financial Intermediaries
......... 7
2.1.2
Explanations for the Emergence of Financial Intermediaries
11
2.1.3
The Stiglitz and Weiss
(1981)
Model
............ 20
2.2
Bank Regulation and Financial Stability
.............. 23
2.3
Literature Review
.......................... 36
3
Financial Risk Analysis
43
3.1
Theoretical Underpinnings
...................... 44
3.1.1
Leverage Ratio Requirement
................ 44
3.1.2
Financial Soundness Measures
............... 52
3.2
Empirical Application
........................ 64
3.2.1
Dataset
............................ 65
3.2.2
Application of the Leverage Ratio to Banks
........ 68
3.2.3
Application of the Financial Soundness Measures to Banks
69
3.3
Results
................................. 74
3.3.1
Leverage Ratio Series
.................... 74
3.3.2
Distance to Default and Probability of Default Series
... 82
3.4
Conclusion
.............................. 91
4
Panel Data Analysis
93
4.1
Empirical Methodology and
Hypotheses
.............. 94
4.2
Empirical Model and Descriptive Statistics
............ 103
4.3 Regression
Diagnostics
........................
Ill
4.4
Empirical Results and Discussion
.................. 121
4.4.1
Model
1............................ 121
4.4.2
Model
2............................ 125
4.5
Robustness Check
.......................... 130
5
Conclusion and Outlook
136
6
List of Symbols
140
6.1
Symbols Chapter
2..........................140
6.2
Symbols Chapter
3..........................141
6.3
Symbols Chapter
4..........................142
A Appendix Section
4.2 144
В
Appendix Section
4.4 145
B.I
Stata
Regression Output Model
1..................145
B.2
Stata
Regression Output Model
2..................147
С
Appendix Section
4.5 149
C.I Robustness Check Specification
(1).................149
C.2 Robustness Check Specification
(2).................151
C.3 Robustness Check Specification
(3).................152
Bibliography
153
|
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| discipline | Wirtschaftswissenschaften |
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| spelling | Zahr, Yvonne Verfasser (DE-588)1054925550 aut Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system Yvonne Zahr Bamberg 2014 164 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bamberg, Univ., Diss., 2014 Bank (DE-588)4004436-1 gnd rswk-swf Finanzintermediäre (DE-588)4113564-7 gnd rswk-swf Leverage-Effekt (DE-588)4233251-5 gnd rswk-swf Regulierung (DE-588)4201190-5 gnd rswk-swf Kreditwesen (DE-588)4032950-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Bank (DE-588)4004436-1 s Kreditwesen (DE-588)4032950-1 s Regulierung (DE-588)4201190-5 s Leverage-Effekt (DE-588)4233251-5 s Finanzintermediäre (DE-588)4113564-7 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:473-opus4-103069 https://nbn-resolving.org/urn:nbn:de:bvb:473-opus4-103069 Resolving-System http://d-nb.info/106102251X/34 Langzeitarchivierung Nationalbibliothek 1403 KB https://fis.uni-bamberg.de/handle/uniba/6291 kostenfrei Volltext Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027460750&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Zahr, Yvonne Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system Bank (DE-588)4004436-1 gnd Finanzintermediäre (DE-588)4113564-7 gnd Leverage-Effekt (DE-588)4233251-5 gnd Regulierung (DE-588)4201190-5 gnd Kreditwesen (DE-588)4032950-1 gnd |
| subject_GND | (DE-588)4004436-1 (DE-588)4113564-7 (DE-588)4233251-5 (DE-588)4201190-5 (DE-588)4032950-1 (DE-588)4113937-9 |
| title | Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system |
| title_auth | Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system |
| title_exact_search | Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system |
| title_full | Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system Yvonne Zahr |
| title_fullStr | Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system Yvonne Zahr |
| title_full_unstemmed | Bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system Yvonne Zahr |
| title_short | Bank regulation |
| title_sort | bank regulation the leverage ratio requirement from the perspective of stabilizing the financial system |
| title_sub | the leverage ratio requirement from the perspective of stabilizing the financial system |
| topic | Bank (DE-588)4004436-1 gnd Finanzintermediäre (DE-588)4113564-7 gnd Leverage-Effekt (DE-588)4233251-5 gnd Regulierung (DE-588)4201190-5 gnd Kreditwesen (DE-588)4032950-1 gnd |
| topic_facet | Bank Finanzintermediäre Leverage-Effekt Regulierung Kreditwesen Hochschulschrift |
| url | https://nbn-resolving.org/urn:nbn:de:bvb:473-opus4-103069 http://d-nb.info/106102251X/34 https://fis.uni-bamberg.de/handle/uniba/6291 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027460750&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT zahryvonne bankregulationtheleverageratiorequirementfromtheperspectiveofstabilizingthefinancialsystem |