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