Capital requirements and optimal bank portfolios: a reexamination

William P. Osterberg and James Thomson

No 8806, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: An examination of the impact of increased capital requirements on bank portfolio behavior, finding that although the variance of earnings and the incentive to increase leverage are reduced with risk- and leverage-related interest rates, the impact of increased capital requirements on portfolio behavior is generally ambiguous.

Keywords: Bank capital; Deposit insurance (search for similar items in EconPapers)
Date: 1988
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Working Paper: Capital requirements and optimal bank portfolios: a reexamination (1988)
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