Bank capital buffer and risk adjustment decisions

By T. Jokipii, Alistair Milne. 2011

315 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d2c12151431efa6c1a2b21fbb6eb715538d03ff4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Isabelle Distinguin
2. Amine Tarazi
3. Faisal Abbas
4. Shahid Iqbal
5. Bilal Aziz
6. Caroline Roulet

In Finance

1. Isabelle Distinguin
2. Amine Tarazi
3. Faisal Abbas
4. Shahid Iqbal
5. Bilal Aziz
6. Caroline Roulet
7. Barbara Casu
8. L. Chiaramonte

Citations in the corpus

• Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks (2013, background): “Jokipii and Milne (2011) also focus on the relationship between risk and bank capital buffer, but they examine the relationship between capital buffer and portfolio risk adjustments.”
• The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period:‎ A comparative study of US and Asia (2019, methodology): “GMM was used in many studies to obtain consistent estimators in banking Ozili (2017); Luo, Tanna, and De Vita (2016); and Jokipii and Milne (2011).”