bank capital regulation model
AbstractThe motivation of this article is to induce the bank capital management solution for banks and regulation bodies on commercial bank. The goal of the paper is intended to mitigate the risk of banking area and also provide the right incentive for banks to support the real economy.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 54365.
Date of creation: 12 Mar 2014
Date of revision:
Demand Deposit; Risks of on-the-balance-sheet and off-the-balance sheet; Portfolio composition; minimum equity capital regulation.;
Other versions of this item:
- G00 - Financial Economics - - General - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2014-03-22 (All new papers)
- NEP-BAN-2014-03-22 (Banking)
- NEP-RMG-2014-03-22 (Risk Management)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Charles A.E. Goodhart & Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2012.
"Financial Regulation in General Equilibrium,"
NBER Working Papers
17909, National Bureau of Economic Research, Inc.
- Goodhart, Ch. A. E. & Kashyap, A. K. & Tsomocos, D. P. & Vardoulakis, A. P., 2012. "Financial Regulation in General Equilibrium," Working papers 372, Banque de France.
- Charles Goodhart & Anil K Kashyap & Dimitrios Tsomocos & Alexandros Vardoulakis, 2012. "Financial Regulation in General Equilibrium," FMG Discussion Papers dp702, Financial Markets Group.
- Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing.
- Gorton, Gary & Pennacchi, George, 1990. " Financial Intermediaries and Liquidity Creation," Journal of Finance, American Finance Association, vol. 45(1), pages 49-71, March.
- Alexandros Vardoulakis, 2012. "Financial regulation in general equilibrium," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
- John Boyd & Chun Chang & Bruce Smith, 2004. "Deposit insurance and bank regulation in a monetary economy: a general equilibrium exposition," Economic Theory, Springer, vol. 24(4), pages 741-767, November.
- Gary Gorton & Andrew Winton, 1995.
"Bank Capital Regulation in General Equilibrium,"
NBER Working Papers
5244, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Winton, . "Bank Capital Regulation in General Equilibrium," Rodney L. White Center for Financial Research Working Papers 17-95, Wharton School Rodney L. White Center for Financial Research.
- Mathias Dewatripont & Jean Tirole, 2012. "Macroeconomic Shocks and Banking Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 237-254, December.
- Francisco Covas & Shigeru Fujita, 2010. "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
- Kahane, Yehuda, 1977. "Capital adequacy and the regulation of financial intermediaries," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 207-218, October.
- Milton Friedman & Anna J. Schwartz, 1963. "A Monetary History of the United States, 1867-1960," NBER Books, National Bureau of Economic Research, Inc, number frie63-1.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht).
If references are entirely missing, you can add them using this form.