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).
Last update: August 10, 2020