Size-conditioned mandatory capital adequacy disclosure and bank intermediation
© 2019 Accounting and Finance Association of Australia and New Zealand We add to the literature on the real effects of macroprudential regulation by investigating the novel link between a mandatory capital adequacy disclosure and bank intermediation. The mandatory disclosure stems from the Federal R...
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Language: | English |
| Published: |
WILEY
2019
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/77007 |
| _version_ | 1848763800334893056 |
|---|---|
| author | Zelenyuk, N. Faff, R. Pathan, Md Shams Tabrize |
| author_facet | Zelenyuk, N. Faff, R. Pathan, Md Shams Tabrize |
| author_sort | Zelenyuk, N. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | © 2019 Accounting and Finance Association of Australia and New Zealand We add to the literature on the real effects of macroprudential regulation by investigating the novel link between a mandatory capital adequacy disclosure and bank intermediation. The mandatory disclosure stems from the Federal Reserve regulation change of 2013 and leads to identification of bank intermediation effects with treatment methods. A combined empirical strategy of difference-in-differences and regression discontinuity design point to economically significant evidence for the reduction of both lending and on-balance sheet liquidity creation, for banks that disclose their capital adequacy as prescribed by the regulation. |
| first_indexed | 2025-11-14T11:09:13Z |
| format | Journal Article |
| id | curtin-20.500.11937-77007 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T11:09:13Z |
| publishDate | 2019 |
| publisher | WILEY |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-770072019-12-02T03:43:10Z Size-conditioned mandatory capital adequacy disclosure and bank intermediation Zelenyuk, N. Faff, R. Pathan, Md Shams Tabrize Social Sciences Business, Finance Business & Economics Asymmetric information Capital adequacy Bank lending Liquidity creation DISCONTINUITY LIQUIDITY INFORMATION INFERENCE VOLUNTARY COST RISK © 2019 Accounting and Finance Association of Australia and New Zealand We add to the literature on the real effects of macroprudential regulation by investigating the novel link between a mandatory capital adequacy disclosure and bank intermediation. The mandatory disclosure stems from the Federal Reserve regulation change of 2013 and leads to identification of bank intermediation effects with treatment methods. A combined empirical strategy of difference-in-differences and regression discontinuity design point to economically significant evidence for the reduction of both lending and on-balance sheet liquidity creation, for banks that disclose their capital adequacy as prescribed by the regulation. 2019 Journal Article http://hdl.handle.net/20.500.11937/77007 10.1111/acfi.12536 English WILEY restricted |
| spellingShingle | Social Sciences Business, Finance Business & Economics Asymmetric information Capital adequacy Bank lending Liquidity creation DISCONTINUITY LIQUIDITY INFORMATION INFERENCE VOLUNTARY COST RISK Zelenyuk, N. Faff, R. Pathan, Md Shams Tabrize Size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| title | Size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| title_full | Size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| title_fullStr | Size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| title_full_unstemmed | Size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| title_short | Size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| title_sort | size-conditioned mandatory capital adequacy disclosure and bank intermediation |
| topic | Social Sciences Business, Finance Business & Economics Asymmetric information Capital adequacy Bank lending Liquidity creation DISCONTINUITY LIQUIDITY INFORMATION INFERENCE VOLUNTARY COST RISK |
| url | http://hdl.handle.net/20.500.11937/77007 |