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bank capital regulation model

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  • cho, hyejin

Abstract

This paper aims to introduce three methods for banking capital regulation with the general equilibrium approach in banking. Portfolio composition test effected by the minimum equity capital regulation, deposit affection test and k index are mainly pursuing to meet the goal of bank capital regulation. This paper is designed for the presentation of seminar and conference.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 54409.

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Date of creation: 12 Mar 2014
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Handle: RePEc:pra:mprapa:54409

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Keywords: Demand Deposit; Risks of on-the-balancesheet and off-the-balancesheet; portfolio composition; minimum equity capital regulation;

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  1. 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.
  2. Mathias Dewatripont & Jean Tirole, 2012. "Macroeconomic Shocks and Banking Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44, pages 237-254, December.
  3. Kahane, Yehuda, 1977. "Capital adequacy and the regulation of financial intermediaries," Journal of Banking & Finance, Elsevier, Elsevier, vol. 1(2), pages 207-218, October.
  4. Gary Gorton & Andrew Winton, . "Bank Capital Regulation in General Equilibrium," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 17-95, Wharton School Rodney L. White Center for Financial Research.
  5. Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing.
  6. Alexandros Vardoulakis, 2012. "Financial regulation in general equilibrium," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum.
  7. 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, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
  8. Gorton, Gary & Pennacchi, George, 1990. " Financial Intermediaries and Liquidity Creation," Journal of Finance, American Finance Association, American Finance Association, vol. 45(1), pages 49-71, March.
  9. Goodhart, Ch. A. E. & Kashyap, A. K. & Tsomocos, D. P. & Vardoulakis, A. P., 2012. "Financial Regulation in General Equilibrium," Working papers, Banque de France 372, Banque de France.
  10. John Boyd & Chun Chang & Bruce Smith, 2004. "Deposit insurance and bank regulation in a monetary economy: a general equilibrium exposition," Economic Theory, Springer, Springer, vol. 24(4), pages 741-767, November.
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