The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry

Thumbnail image of item number 1 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Thumbnail image of item number 2 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Thumbnail image of item number 3 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Thumbnail image of item number 4 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Showing 1-4 of 149 pages in this dissertation.

PDF Version Also Available for Download.

Description

The purpose of this study is to examine the wealth effect of the Risk-Based Capital (RBC) regulation on the U.S. commercial banking industry. The RBC plan was first proposed in January 1986, and its final form was announced on July 11, 1988. This plan resulted from dissatisfaction with the old capital regulation, which did not account for asset risk and off-balance sheet activities. The present study hypothesizes that the new regulation restricted bank optimal behavior and, therefore, adversely affected stock prices. The second and third hypotheses suggest that investors used company specific information, Net Tier 1 and Total risk-based capital … continued below

Physical Description

vii, 140 leaves

Creation Information

Zoubi, Marwan M. Sharif (Marwan Mohd Sharif) August 1994.

Context

This dissertation is part of the collection entitled: UNT Theses and Dissertations and was provided by the UNT Libraries to the UNT Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 93 times. More information about this dissertation can be viewed below.

Who

People and organizations associated with either the creation of this dissertation or its content.

Author

Chair

Committee Members

Publisher

Rights Holder

For guidance see Citations, Rights, Re-Use.

  • Zoubi, Marwan M. Sharif (Marwan Mohd Sharif)

Provided By

UNT Libraries

The UNT Libraries serve the university and community by providing access to physical and online collections, fostering information literacy, supporting academic research, and much, much more.

About | Browse this Partner

Contact Us

Corrections Questions

What

Descriptive information to help identify this dissertation. Follow the links below to find similar items on the Digital Library.

Degree Information

Description

The purpose of this study is to examine the wealth effect of the Risk-Based Capital (RBC) regulation on the U.S. commercial banking industry. The RBC plan was first proposed in January 1986, and its final form was announced on July 11, 1988. This plan resulted from dissatisfaction with the old capital regulation, which did not account for asset risk and off-balance sheet activities. The present study hypothesizes that the new regulation restricted bank optimal behavior and, therefore, adversely affected stock prices. The second and third hypotheses suggest that investors used company specific information, Net Tier 1 and Total risk-based capital ratios respectively, in valuing stocks of the affected bank holding companies. Hypotheses four and five suggest that abnormal returns are proportionally related to the levels of Net Tier 1 or Total RBC ratio. Both the traditional event study and the portfolio time-series regression, with RBC ratios (Net Tier 1 or Total) as the weight factors, are used in this study.

Physical Description

vii, 140 leaves

Language

Item Type

Identifier

Unique identifying numbers for this dissertation in the Digital Library or other systems.

Collections

This dissertation is part of the following collection of related materials.

UNT Theses and Dissertations

Theses and dissertations represent a wealth of scholarly and artistic content created by masters and doctoral students in the degree-seeking process. Some ETDs in this collection are restricted to use by the UNT community.

About | Browse this Collection

What responsibilities do I have when using this dissertation?

Digital Files

When

Dates and time periods associated with this dissertation.

Creation Date

  • August 1994

Added to The UNT Digital Library

  • March 24, 2014, 8:07 p.m.

Description Last Updated

  • March 27, 2020, 9:11 a.m.

Usage Statistics

When was this dissertation last used?

Yesterday: 0
Past 30 days: 0
Total Uses: 93
More Statistics

Where

Geographical information about where this dissertation originated or about its content.

Place Name

Publication Place

Map Information

  • map marker Place Name coordinates. (May be approximate.)
  • Repositioning map may be required for optimal printing.

Mapped Locations

Interact With This Dissertation

Here are some suggestions for what to do next.

Start Reading

Thumbnail image of item number 1 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Thumbnail image of item number 2 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Thumbnail image of item number 3 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.
Thumbnail image of item number 4 in: 'The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry'.

PDF Version Also Available for Download.

Citations, Rights, Re-Use

International Image Interoperability Framework

IIF Logo

We support the IIIF Presentation API

Links for Robots

Helpful links in machine-readable formats.

Archival Resource Key (ARK)

International Image Interoperability Framework (IIIF)

Metadata Formats

Images

URLs

Stats

Zoubi, Marwan M. Sharif (Marwan Mohd Sharif). The Wealth Effect of the Risk-Based Capital Regulation on the Commercial Banking Industry, dissertation, August 1994; Denton, Texas. (https://digital.library.unt.edu/ark:/67531/metadc278264/: accessed April 23, 2024), University of North Texas Libraries, UNT Digital Library, https://digital.library.unt.edu; .

Back to Top of Screen