How do banks adjust their capital ratios

By Christoph Memmel, Peter Raupach. 2010

155 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c40cc6ab4ff3487dd1a44e62bdb069e7a0622573

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Citations in the corpus

Caught between Scylla and Charybdis? Regulating Bank Leverage When There is Rent-Seeking and Risk-Shifting (2015, unknown): “Moreover, how banks adjust their ratios also depends on their asset portfolio activities (see Memmel and Raupach (2010)).”
Determinants of the Profitability of the US Banking Industry (2011, background): “This persistence can be the result of the market competition barriers, banks’ regulatory capital ratios, informational opacity and/or sensitivity to external shocks, to the extent that there is a serial correlation between them (Goddard et al., 2004, Memmel and Raupach, 2010).”
Intra- and extra-bank determinants of Latin American Banks' profitability (2016, background): “This persistence can be the result of the market competition barriers, banks' regulatory capital-ratios enforcement, informational opacity and/or sensitivity to external shocks, to the extent that there is a serial correlation between them (Buser, Chen, & Kane, 1981; Memmel & Raupach, 2010).”
Mapping capital and liquidity requirements to bank lending spreads (2010, unknown): “10 Berger and Bonaccorsi di Patti (2006), Gropp and Heider (forthcoming), Froot and Stein (1998), Koziol and Lawrenz (2009), Marcus (1983), Mehran and Thakor (forthcoming), and Memmel and Raupach (2010) look at bank capital structure choices.”
Bank capital management: International evidence (2015, background): “…a single country and examine whether undercapitalized banks exhibit faster adjustment (e.g., Berger, DeYoung, Flannery, Lee, and Oztekin (2008) and Memmel and Raupach (2010)). between its actual and target capital ratio.5 The cross-country standard deviation in the speed of adjustment is 0.15,…”
Taxes and Bank Capital Structure (2016, unknown): “…focuses on the bank-specific determinants of (optimal) bank capital structure (Gropp and Heider (2010), Flannery and Rangan (2008), Berger et al. (2008)) or on how banks make capital structure adjustments (De Jonghe and Öztekin (2013), Memmel and Raupach (2010), Francis and Osborne (2012)).”
Contingent Capital: The Case of COERCs (2014, unknown): “Merrouche and Mariathasan (2012) document evidence that capital ratios become subject to manipulation in the vicinity of financial distress, and banks that are more likely to receive public aid manipulate risk weights more severely.”