Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification

Author:

Shim Jeungbo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

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2. The impact of FDICIA and prompt corrective action on bank capital and risk: estimates using a simultaneous equations model;Aggarwal;Journal of Banking and Finance,2001

3. Allen, L., Saunders, A., 2003. A Survey of Cyclical Effects in Credit Risk Measurement Models. Bank for International Settlements Working Paper No. 126 (January).

4. Are capital buffers pro-cyclical? Evidence from Spanish panel data;Ayuso;Journal of Financial Intermediation,2004

5. Ownership structure and risk in publicly held and privately owned banks;Barry;Journal of Banking & Finance,2011

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