Bank Capital and Systemic Stability

This paper distinguishes among various types of capital and examines their effect on system-wide fragility. The analysis finds that higher quality forms of capital reduce the systemic risk contribution of banks, whereas lower quality forms can have...

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Bibliographic Details
Main Authors:	Anginer, Deniz, Demirguc-Kunt, Asli
Format:	Policy Research Working Paper
Language:	English en_US
Published:	World Bank, Washington, DC 2014
Subjects:	ACCOUNTING ARBITRAGE ASSET PRICES ASSET QUALITY ASSET RATIO ASSET VALUE ASSET VALUES ASYMMETRIC INFORMATION BAILOUT BALANCE SHEET BALANCE SHEETS BANK ACCOUNT BANK CAPITAL BANK CAPITAL REGULATION BANK COMPETITION BANK CREDITORS BANK FAILURE BANK FAILURES BANK LIQUIDITY BANK POLICY BANK REGULATION BANK RESTRUCTURING BANK RISK BANK RISK TAKING BANK RUNS BANK SAFETY BANK SIZE BANKING ASSETS BANKING CRISIS BANKING LAW BANKING SECTOR BANKING SECTORS BANKING SYSTEM BANKRUPTCY BANKS BASIS POINTS BENEFICIARIES BOOK VALUE BORROWER CALL OPTION CAPITAL ADEQUACY CAPITAL ADEQUACY RULES CAPITAL ASSET CAPITAL REGULATION CAPITAL REQUIREMENTS CAPITAL SHORTAGE CAPITAL STANDARDS CAPITALIZATION COMMERCIAL BANKS CONSOLIDATED FINANCIAL STATEMENTS CONTAGION CORPORATE DEBT CREDIT BUREAU CREDIT FLOWS CREDIT INFORMATION CREDIT MARKET CREDIT REGISTRY CREDITORS CROSS-BORDER BANKING DEBT DEFAULT PROBABILITIES DEFAULT RISK DEFAULTS DEPOSIT DEPOSIT INSURANCE DEPOSITORS DEPOSITS DUMMY VARIABLE DUMMY VARIABLES EARNINGS ECONOMIC DEVELOPMENT ECONOMIC POLICY ECONOMIC SYSTEM ECONOMICS EMERGING MARKETS EQUITY CAPITAL EQUITY INVESTOR EQUITY MARKETS EQUITY RATIO EQUITY RATIOS EQUITY RETURN EQUITY RETURNS EQUITY VALUE EQUITY VALUES EXTERNAL AUDITORS FACE VALUE FEDERAL RESERVE FEDERAL RESERVE BANK FEDERAL RESERVE BANK OF NEW YORK FINANCIAL CRISIS FINANCIAL ENGINEERING FINANCIAL INFORMATION FINANCIAL INSTITUTION FINANCIAL INSTITUTIONS FINANCIAL INTERMEDIARIES FINANCIAL INTERMEDIATION FINANCIAL RATIOS FINANCIAL REGULATION FINANCIAL SAFETY FINANCIAL SAFETY NETS FINANCIAL STABILITY FINANCIAL STUDIES FINANCIAL SYSTEM FRAUD GLOBAL BANKING GLOBAL MARKET GLOBALIZATION IMPLICIT GUARANTEE INFLATION INFORMATION ASYMMETRY INFORMATION SHARING INTEREST RATES INTERNATIONAL BANK INTERNATIONAL BANKS INTERNATIONAL FINANCIAL SYSTEM INTERNATIONAL RATING AGENCIES INTERPOLATION LAWS LEVEL OF RISK LIABILITY LIMITED LIABILITY LIQUID ASSETS LIQUIDITY CREATION LOAN LOAN GUARANTEES LOAN LOSS PROVISIONS LOAN PROVISIONING LOANABLE FUNDS LOCAL GOVERNMENTS MACROECONOMIC VARIABLES MARKET COMPETITION MARKET EQUITY MARKET INDEX MARKET INFORMATION MARKET INTEGRATION MARKET PARTICIPANTS MARKET PRICES MARKET RETURNS MARKET SHARES MARKET VALUE MORAL HAZARD NONPERFORMING LOANS OFF BALANCE SHEET OFF BALANCE SHEET EXPOSURES PORTFOLIO PORTFOLIO RISK PORTFOLIOS PRIVATE BANKS PRIVATE CREDIT PRIVATE CREDIT BUREAU PUBLIC CREDIT PUBLIC REGISTRY RATING AGENCIES REAL SECTOR REGULATORY STANDARDS REORGANIZATION RESERVES RISK ADJUSTED ASSETS RISK EXPOSURE RISK FACTORS RISK MANAGEMENT RISK MEASUREMENT RISK TAKING RISK WEIGHTED ASSETS SAFETY NET SAFETY NETS SECURITIZATION SHAREHOLDER SHAREHOLDERS STATE GUARANTEES STOCK MARKET STOCK MARKET CAPITALIZATION STOCK MARKETS STOCK RETURNS SUBORDINATED DEBT SUPERVISORY AGENCY SUPERVISORY AUTHORITIES SUPERVISORY AUTHORITY SUPERVISORY POWER SYNCHRONOUS STOCK PRICE MOVEMENTS SYSTEMIC BANKING CRISES SYSTEMIC RISK T-BILL T-BILL RATE TANGIBLE ASSETS TIER 1 CAPITAL TIER 2 CAPITAL TRANSPARENCY TREASURY TREASURY YIELD VALUATION VALUE OF ASSETS
Online Access:	http://documents.worldbank.org/curated/en/2014/06/19731166/bank-capital-systemic-stability http://hdl.handle.net/10986/19377

Internet

http://documents.worldbank.org/curated/en/2014/06/19731166/bank-capital-systemic-stability
http://hdl.handle.net/10986/19377

Bank Capital and Systemic Stability

Internet

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