The Risk-sensitivity of Bank Capital Requirements: The Moderating Effects of Capital Regulation and Supervisory Power

This study examines the moderating effects of capital regulation and supervisory power on the risk-sensitivity of bank capital requirements. Using two-step system GMM estimator, we work on the international sample of 222 banks charted in 30 countries. The finding suggests that asset volatility is a...

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Bibliographic Details
Main Authors: Mohamed Albaity, Mohammadmahdi Toobaee
Format: Article
Language:English
Published: EconJournals 2017-06-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354448?publisher=http-www-cag-edu-tr-ilhan-ozturk