Will the Proposed Application of Basel II in the United States Encourage Increased Bank Merger Activity? Evidence from Past Merger ActivityDivision of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2004 - Banks and banking - 54 pages |
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$50 billion A-IRB approach acquire other banking acquired assets Acquired to Total adopt A-IRB adoption of A-IRB analysis arguments Assets Acquired Athanasios Orphanides Average number Bank Mergers Banking Industry Basel Capital Accord became constrained BHC Fixed Effects BHC's BHCs that became binary variable Binomial Brian Sack capital ratios capital standards change in excess change in merger coefficients consistent December difference excess capital excess regulatory capital excregcap(>2 expense ratio February Federal Reserve Board Federal Reserve System hpchange hypothesis large banking organizations large BHCs level of capital Mandatory A-IRB BHCs Market measures of excess merger activity mid-year Monetary Policy negative November number of acquisitions number of mergers Panel Data PCA standards percent primary capital prompt corrective action ratio of acquired Ratio of Assets regression regression regulatory capital requirements regulatory minimum regulatory requirements relative capital advantage relevant reported return on equity risk-weighted assets sample statistically significant t-statistic Table tier 1 capital unconstrained