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Examining the Interdependencies Between Leverage and Capital Ratios in the Banking Sector of the Czech Republic

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F17%3A10365698" target="_blank" >RIV/00216208:11230/17:10365698 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1007/978-3-319-49559-0_15" target="_blank" >http://dx.doi.org/10.1007/978-3-319-49559-0_15</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/978-3-319-49559-0_15" target="_blank" >10.1007/978-3-319-49559-0_15</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Examining the Interdependencies Between Leverage and Capital Ratios in the Banking Sector of the Czech Republic

  • Original language description

    In this paper, we discuss the implications of the Basel III requirements on the leverage ratio for the banking sector in the Czech Republic. We identify the potential binding constraints from regulatory limits and analyze the interactions among leverage and capital ratios over the country&apos;s economic cycle (2007-2014). By analyzing the components of ratios, we conclude that the banks are focusing more on the optimization of risk-weighted assets. Strong co-movement patterns between leverage and assets point to the active management of leverage as a means of expanding and contracting the size of balance sheets and maximizing the utility of the capital. The analysis of correlation patterns among the variables indicates that the total assets (and exposure) in contrast to Tier 1 capital are the main contributors to the cyclical movements in the leverage. The leverage and the total assets also demonstrate a weak correlation with GDP, but a strong co-movement with loans to the private sector.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    50201 - Economic Theory

Result continuities

  • Project

  • Continuities

    R - Projekt Ramcoveho programu EK

Others

  • Publication year

    2017

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    New Trends in Finance and Accounting

  • ISBN

    978-3-319-49559-0

  • ISSN

    2198-7246

  • e-ISSN

    neuvedeno

  • Number of pages

    12

  • Pages from-to

    161-172

  • Publisher name

    Springer International Publishing AG

  • Place of publication

    Cham

  • Event location

    Prague

  • Event date

    May 27, 2016

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article

    000416113500015