Jordan Journal of Business Administration, Volume 4, No. 1, 2008
- 89 -
Capital Adequacy, Risk Profiles and Bank Behaviour:
Empirical Evidence from Jordan
Khaled Al-Zubi, Mohammad Al-Abadi and Hanadi Afaneh
ABSTRACT
Given the high rates of growth and the overall dramatic regulatory changes toward banks, this study explores
how bank behave against changes in capital requirements imposed by the regulatory bodies in Jordan. Yet, the
relationship between change in risk levels and adjustments in capital is tested by employing multivariate panel
regressions/simultaneous equations model, in which the Generalized Least Square (GLS), the Fixed Effect
Model (FEM), and the Random Effect Model (REM) are used. The study concludes strong positive effects of the
regulatory framework and banks capital stipulated levels that need to be reconstructed to meet their risk profiles.
The study revealed that while Jordanian banks become close to the minimum level of capital requirements they
tend to increase their capital base, given their different risk's levels.
JEL Classification: G21, D21
Keywords: Capital Adequacy, Bank Behaviour, Panel Data.
1. INTRODUCTION
Within the Jordanian context, several dramatic
regulatory changes has emerged over the last few years,
inducing more rivalry toward banks, high rates of growth,
new electronic trading innovations as well as local and
global expansionism. Yet, given banks crucial role as
financial intermediaries, the expansion creates the need
for continuous reforms and supervision, in which capital
constraints is of the most. The motive is to lower the
probability of failure, as these constraints are built.
Controversial results are revealed regarding the impact of
capital constraints. For example, the imposition of a
higher capital-to-assets ratio to be followed by banks
would provide adverse impact on banks performance.
In this regard, as stressed by Koehn and Santomero
(1980), regulating bank capitals through ratio constraints
appear to be an inadequate tool to control the riskness of
banks, reflecting the need to look after other control
techniques to control the probability of banks failure,
asset restrictions for example. This view is supported by
Dietrich et al. (1983) who investigated the effectiveness
of capital regulation, in which they concluded that
regulation on banks is inefficient. Marcus (1983) also
revealed the same conclusion about the effect of capital
regulation on bank holding companies. Several other
related studies illustrated additional disadvantages of
regulation. Kim and Santomero (1988), and Rochet
(1992), revealed that if capital is relatively expensive, the
forced reduction in leverage diminishes the banks
expected return. On the contrary, by using 103 largest
U.S banks as a sample, Keeley (1988) suggested that the
capital regulations are effective.
Worldwide, in the last few years, significant decline
in banks capital ratios are observed. Under which
regulators issued explicit capital requirements that
required banks to hold a fixed proportion of their total
Received on 16/11/2006 and Accepted for Publication on
24/10/2007.
© 2008 DAR Publishers/University of Jordan. All Rights Reserved.