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dc.contributor.authorKlingstedt, Oscar
dc.contributor.authorLager, Oscar
dc.date.accessioned2016-10-03T13:07:25Z
dc.date.available2016-10-03T13:07:25Z
dc.date.issued2016-10-03
dc.identifier.urihttp://hdl.handle.net/2077/47915
dc.descriptionMSc in Economicssv
dc.description.abstractThis paper examines which determinants of bank capital structure are reliably decisive for 15 publicly traded European and American banks from 2006 to 2015. Common factors of leverage such as Pro t, Size, Growth, Risk, Asset Structure and Interest Rate are used and additionally, a systematic risk proxy Financial Shock as well as a regulation dummy variable Basel III are included. We nd a positive statistically signi cant relationship between leverage and Size, Inter- est Rate and Financial Shock, whereas leverage exhibits a negative statistically signi cant relationship with Risk, Assets Structure and Basel III. Notably, using di erent leverage measures yield considerably diverse estimates for most deter- minants. We nd no speci c regional patterns but the estimates vary depending on the region. Therefore, regional variation may in uence the reliability of de- terminants.sv
dc.language.isoengsv
dc.relation.ispartofseriesMaster Degree Projectsv
dc.relation.ispartofseries2016:95sv
dc.subjectBank capital structuresv
dc.subjectFinancial crisissv
dc.subjectBasel III regulationsv
dc.titleDeterminants of Bank Capital Structure. The Impact of Basel III.sv
dc.typeText
dc.setspec.uppsokSocialBehaviourLaw
dc.type.uppsokH2
dc.contributor.departmentUniversity of Gothenburg/Graduate Schooleng
dc.contributor.departmentGöteborgs universitet/Graduate Schoolswe
dc.type.degreeMaster 2-years


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