All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

EU Banks' Profitability and Risk Adjustment Decisions under Basel III

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F14%3A10281431" target="_blank" >RIV/00216208:11230/14:10281431 - isvavai.cz</a>

  • Alternative codes found

    RIV/61384399:31110/14:00044602

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    EU Banks' Profitability and Risk Adjustment Decisions under Basel III

  • Original language description

    This paper uses quantitative modeling methods to assess the potential impact of the new capital requirements defined in Basel III and Capital Requirements Directive IV on European banks. In our analysis we explore the impact of the higher capital requirements on the level of profitability of European banks. More specifically, we try to pinpoint which of the variables, whether increased interest rates resulting from the higher cost of capital, or the decreased risk of undertaken operations, will have themost significance. Based on the results of our analysis which employs a simultaneous equations model on 594 banks operating in the European Union in the period 2006-2011, we conclude that higher capital requirements under the Basel III proposal would cause a decrease in banks' profitability accompanied by a drop in their risk taking. Additionally, we show that a higher level of capital held by banks would cause them to decrease their risky assets held relative to total assets.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA14-02108S" target="_blank" >GA14-02108S: The nexus between sovereign and bank crises</a><br>

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Ekonomický časopis

  • ISSN

    0013-3035

  • e-ISSN

  • Volume of the periodical

    62

  • Issue of the periodical within the volume

    7

  • Country of publishing house

    SK - SLOVAKIA

  • Number of pages

    25

  • Pages from-to

    667-691

  • UT code for WoS article

    000342725500001

  • EID of the result in the Scopus database