Bank Capital and Dividend Externalities

A-Tier
Journal: The Review of Financial Studies
Year: 2017
Volume: 30
Issue: 3
Pages: 988-1018

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Dividend payouts erode equity capital and affect the relative value of claims on a bank. Through this channel, when banks have contingent claims on each other, one bank’s capital policy affects the equity value and risk of default for other banks. When such externalities are strong, bank capital becomes a public good, whereby the private equilibrium features excessive dividends and inefficient recapitalization relative to the efficient policy that maximizes total banking sector equity. We relate these implications to the observed bank behaviour during the crisis of 2007–2009.

Technical Details

RePEc Handle
repec:oup:rfinst:v:30:y:2017:i:3:p:988-1018.
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24