Bank Capital and Uncertainty /
An important role for bank capital is that of a buffer against unexpected losses. As uncertainty about these losses increases, the theory predicts an increase in the optimal level of bank capital. This paper investigates this implication empirically with U.S. Commercial Banks data and finds statisti...
| 第一著者: | |
|---|---|
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2010.
|
| シリーズ: | IMF Working Papers; Working Paper ;
No. 2010/208 |
| オンライン･アクセス: | Full text available on IMF |