26,99 €
inkl. MwSt.
Versandkostenfrei*
Versandfertig in 6-10 Tagen
payback
13 °P sammeln
  • Broschiertes Buch

This book investigates the impact of the new capital requirement introduced under the Basel III framework on bank lending rates and loan growth, with a specific attention to the capital conservation buffer. Using a two stages least square model for bank behaviour adapted from Suturova and Teply (2013) and Chami and Cosimano (2010), this book identifies the optimal capital choice for the bank under investigation, predicting the average expected change in loan rates and assessing the subsequent impact of this change on the volume of loan provided.

Produktbeschreibung
This book investigates the impact of the new capital requirement introduced under the Basel III framework on bank lending rates and loan growth, with a specific attention to the capital conservation buffer. Using a two stages least square model for bank behaviour adapted from Suturova and Teply (2013) and Chami and Cosimano (2010), this book identifies the optimal capital choice for the bank under investigation, predicting the average expected change in loan rates and assessing the subsequent impact of this change on the volume of loan provided.
Autorenporträt
Nicola Torrisi - Risk Manager - STX Group, area di Amsterdam, Paesi Bassi.