Capital levels, regulatory capital and banks' reaction: an analysis of the relationship by an error correction model - HAL-SHS - Sciences de l'Homme et de la Société Accéder directement au contenu
Article Dans Une Revue International Journal of Critical Accounting Année : 2015

Capital levels, regulatory capital and banks' reaction: an analysis of the relationship by an error correction model

S. V. Gandja

Résumé

The heterogeneous reactions of the banks and the asymmetric impact of the 2007-2009 financial crises on the real activity highlighted a necessity to analyse the relationship between the bank balance-sheets and the economic activities in Europe. In this paper, the banks behaviour is evaluated across the capital levels and the components of the regulatory capital. The data is collected by a combination of the bank balance sheets. The data processing is conducted through the principal component analysis and the error correction model. The results indicate that the banks reaction is mainly dictated by the variables related to the performance and the macroeconomic indicators.
Fichier non déposé

Dates et versions

hal-03415102 , version 1 (04-11-2021)

Identifiants

Citer

S. V. Gandja. Capital levels, regulatory capital and banks' reaction: an analysis of the relationship by an error correction model: .. International Journal of Critical Accounting , 2015, ⟨10.1504/IJCA.2015.070461⟩. ⟨hal-03415102⟩

Collections

KEDGE-BS
43 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More