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Capital Issues

The ambitious attempt to clarify the World of Regulatory Bank Capital

Category: GLE

How much capital U.S. banks need, some numbers

Yesterday Bloomberg ran a qualitative story on how much capital U.S. banks need. The story mentions some percentages, and then settles for a  leverage ratio of 20%. However, the author of the article, James Greiff, offers no numerical support for the 20%. So, here are some numbers. Using data from U.S. Bank Holding Companies, I… Read More How much capital U.S. banks need, some numbers

August 31, 2013 @cetier1

Solvency management by the denominators

One way a bank can manage its solvency is by changing the denominator of its solvency ratio, in this case of its BIS ratio. (The BIS ratio is the ratio of capital divided by Risk Weighted Assets often refereed to as RWA). The plot below shows holdings of assets that are categorized as available for… Read More Solvency management by the denominators

August 14, 2013 @cetier1

Leverage of U.S. Banks and Corporates, a graph.

There is lots of talk going on about bank leverage. But how does it look? The plot below shows solvency ratios for U.S. banks (red) and U.S. corporates (blue). It looks different. Note, these are observations for the U.S. over years 1985-2012. Solvency is defined as accounting equity divided by total assets. Graphs are made… Read More Leverage of U.S. Banks and Corporates, a graph.

August 13, 2013 @cetier11 Comment

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