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BHC Tier1 Capital / Assets

Definition

Tier 1 capital allowable under the risk-based capital guidelines BHCK8274 normalized by risk-weighted assets BHCKA223.

\text{Tier1Cap/Assets}_{i,t}=\frac{\text{BHCK8274}_{i,t}}{\text{BHCKA223}_{i,t}}

where BHCK8274 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

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