About: EU Banks' Profitability and Risk Adjustment Decisions under Basel III

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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 the most 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. 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 the most 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. (en)
Title	EU Banks' Profitability and Risk Adjustment Decisions under Basel III EU Banks' Profitability and Risk Adjustment Decisions under Basel III (en)
skos:prefLabel	EU Banks' Profitability and Risk Adjustment Decisions under Basel III EU Banks' Profitability and Risk Adjustment Decisions under Basel III (en)
skos:notation	RIV/00216208:11230/14:10281431!RIV15-MSM-11230___
http://linked.open...avai/riv/aktivita	I P S
http://linked.open...avai/riv/aktivity	I, P(GA14-02108S), S
http://linked.open...iv/cisloPeriodika	7
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Šútorová, Barbora
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	15174
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/14:10281431
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	risk; profitability; European Union; CRD IV; capital; Basel III; bank (en)
http://linked.open.../riv/klicoveSlovo	CRD IV Basel III bank European Union risk profitability capital
http://linked.open...odStatuVydavatele	SK - Slovenská republika
http://linked.open...ontrolniKodProRIV	[3ACF17979EFF]
http://linked.open...i/riv/nazevZdroje	Ekonomický časopis
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	The nexus between sovereign and bank crises
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	62
http://linked.open...iv/tvurceVysledku	Teplý, Petr Šútorová, Barbora
http://linked.open...ain/vavai/riv/wos	000342725500001
issn	0013-3035
number of pages	25 (xsd:int)
http://localhost/t...ganizacniJednotka	11230

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