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Autor:innen: 
Erscheinungsjahr: 
2017
Schriftenreihe/Nr.: 
IES Working Paper No. 28/2017
Verlag: 
Charles University in Prague, Institute of Economic Studies (IES), Prague
Zusammenfassung: 
Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator. This paper discusses the main reasons for this capital surplus and analyses the impact of additional capital requirements stemming from capital buffers and Pillar 2 add-ons on the capital ratios of banks holding such extra capital. The results provide evidence that banks shrink their capital surplus in response to higher capital requirements. A substantial portion of this adjustment seems to be delivered through changes in average risk weights. For this and other reasons, it is desirable to regularly assess whether the evolution and current level of risk weights give rise to any risk of underestimating the necessary level of capital.
Schlagwörter: 
Banks
capital requirements
capital surplus
panel data
partialadjustment model
JEL: 
G21
G28
G32
Dokumentart: 
Working Paper

Datei(en):
Datei
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