The Capital Structure Decision in The Banking Firm (Financial Institutions, Decision-Making)
Vasconcellos, Geraldo M.
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https://hdl.handle.net/2142/71520
Description
Title
The Capital Structure Decision in The Banking Firm (Financial Institutions, Decision-Making)
Author(s)
Vasconcellos, Geraldo M.
Issue Date
1986
Department of Study
Finance
Discipline
Finance
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Business Administration, Banking
Abstract
The primary purpose of this study is to investigate the question of capital structure in banking firms, also called the capital adequacy problem. The problem is studied as a rational long-term financial decision formulated by maximizing banking firms subject to regulatory constraints on capital structure and asset portfolio selection, but otherwise operating in increasingly deregulated markets for sources and uses of funds. This approach contrasts with the traditional regulatory view of the problem.
The macro and microeconomic aspects of the problem are investigated. A control model is used to analyze the question from a theoretical viewpoint. A decision-theoretic model focused on the behavior of the Provision for Loan Losses is formulated and Bayesian analysis is the major empirical tool for the study.
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