Skip to content

BHC Regulatory Capital / Assets

Definition

Total qualifying capital allowable under the risk-based capital guidelines BHCK3792 normalized by risk-weighted assets BHCKA223.

\text{RegCap/Assets}_{i,t}=\frac{\text{BHCK3792}_{i,t}}{\text{BHCKA223}_{i,t}}

where BHCK3792 and BHCKA223 are from the Bank Holding Company data by the Federal Reserve Bank of Chicago.1

Reference

Rampini, Viswanathan and Vuillemey (2020 JF).

  1. https://www.chicagofed.org/banking/financial-institution-reports/bhc-data. ↩

Last update: August 10, 2020

Comments