Bank Regulatory Capital Buffer and Liquidity : Evidence from U . S . and European publicly traded banks

@inproceedings{Distinguin2013BankRC,
  title={Bank Regulatory Capital Buffer and Liquidity : Evidence from U . S . and European publicly traded banks},
  author={Isabelle Distinguin and C Roulet and Amine Tarazi},
  year={2013}
}
The theory of financial intermediation highlights v arious channels through which capital and liquidity are interrelated. Using a sim ultaneous equations framework, we investigate the relationship between bank regulator y capital buffer and liquidity for European and U.S. publicly traded commercial banks. Previous research studying the determinants of bank capital buffer has neglected the role of liqui dity. On the whole, we find that banks do not strengthen their regulatory capital buffer when… CONTINUE READING

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