Capital requirements and bank behaviour: Empirical evidence for Switzerland

By B. Rime. 2001

645 citations recorded by the source corpus.

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Citations in the corpus

Bank risk and performance in the MENA region: The importance of capital requirements (2016, background): “…small banks, the supervisory authorities must be active and efficient. the capital adequacy ratio is to force banks to internalize their losses and decrease the moral hazard (Rime, 2001), namely by forcing the bank shareholders to absorb a large part of the losses (Anginer and Demirgüç-Kunt, 2014).”
Do financial technology firms influence bank performance? (2020, background): “Some studies document a positive effect of capital on bank performance (Berger, 1995; Holmstrom and Tirole, 1997; Jacques and Nigro, 1997; Rime, 2001; Iannotta, Nocera and Sironi, 2007; Mehran and Thakor, 2011; Naceur and Omran, 2011; Berger and Bouwman, 2013), while others find the opposite…”
Bank capital buffer and risk adjustment decisions (2011, methodology): “The number of instruments chosen in each model was 22see among others Schrieves and Dahl, 1992; Jacques and Nigro, 1997; Aggarwal and Jacques, 2001; Rime, 2001; and Heid et al., 2004.”
Banking supervision and nonperforming loans: a cross-country analysis (2009, positive): “Rime (2001) corroborates this argument.”
Determinants of Non-Performing Loans: The Case of Eurozone (2014, result): “Generally, regarding capital adequacy ratios, although they are widely used in similar studies, the results are not clear whether they affect positively or negatively the NPL index (Sinkey and Greenawlat 1991; Bertrand Rime 2001).”
Risk, capital and efficiency in Chinese Banking (2013, neutral): “A limitation to measure risk calculating from the accounting data, as suggested by Rime (2001) and”
Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy (2010, neutral): “…items (Hall, 1993; Berger and Udell, 1994; Kim and Moreno, 1994; Hancock, Laing and Wilcox, 1995; Shrieves and Dahl, 1992; Thakor, 1996; Jacques and Nigro, 1997; Aggarwal and Jacques, 1998; Jackson et al., 1999; Rime, 2001; Aggarwal and Jacques, 2001; Dionne and Harchaoui, 2003; VanHoose, 2007).”
The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013, background): “We follow Ronn and Verma (1986), Flannery and Sorescu (1996) and Flannery and Rangan (2008) and derive a bank’s asset volatility by using the market value of equity to solve the asset value and its volatility.”
Examining the Relationships between Capital, Risk and Efficiency in European Banking (2007, neutral): “In general, the measurement of banks’ risk is quite problematic especially for those institutions that do not have frequently traded securities (Shrieves and Dahl, 1992; Rime, 2001a).”
The Impact of Capital Requirements on Bank Lending (2014, background): “Similarly, Rime (2001), in a study of Swiss banks during the period 1989-95, finds that banks with a lower capital buffer tend to try to increase their capital ratio, but that they adjust through the level of capital rather than through riskweighted assets.”