Are Bank Capital Ratios too High or too Low? Incomplete Markets and Optimal Capital Structure
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- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017.
"Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments,"
Journal of Political Economy, University of Chicago Press, vol. 125(6), pages 2126-2177.
- Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2017. "Macroprudential policy, countercyclical bank capital buffers and credit supply: evidence from the spanish dynamic provisioning experiments," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 2126-2177.
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments," Other publications TiSEM d7c251ef-f04d-43d2-a395-e, Tilburg University, School of Economics and Management.
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments," Other publications TiSEM ea797f30-d12c-4450-8352-9, Tilburg University, School of Economics and Management.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments," Economics Working Papers 1315, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2015.
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments," Discussion Paper 2012-036, Tilburg University, Center for Economic Research.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Working Papers 628, Barcelona Graduate School of Economics.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments," Working Paper Research 231, National Bank of Belgium.
- Martinez-Miera, David & Repullo, Rafael, 2019.
"Monetary Policy, Macroprudential Policy, and Financial Stability,"
CEPR Discussion Papers
13530, C.E.P.R. Discussion Papers.
- David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Working Papers wp2019_1901, CEMFI.
- Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
- John Harding & Xiaozhong Liang & Stephen Ross, 2013. "Bank Capital Requirements, Capital Structure and Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 127-148, April.
- Allen Berger & Robert DeYoung & Mark Flannery & David Lee & Özde Öztekin, 2008.
"How Do Large Banking Organizations Manage Their Capital Ratios?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(2), pages 123-149, December.
- Allen N. Berger & Robert DeYoung & Mark J. Flannery & David Lee & Ozde Oztekin, 2008. "How do large banking organizations manage their capital ratio?," Research Working Paper RWP 08-01, Federal Reserve Bank of Kansas City, revised 2008.
- Ambrocio, Gene & Jokivuolle, Esa, 2017. "Should bank capital requirements be less risk-sensitive because of credit constraints?," Research Discussion Papers 10/2017, Bank of Finland.
- Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018. "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers 680, Society for Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2014.
"Capital requirements in a quantitative model of banking industry dynamics,"
Working Papers
14-13, Federal Reserve Bank of Philadelphia.
- Pablo D'Erasmo & Dean Corbae, 2018. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2018 Meeting Papers 1221, Society for Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2019. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," NBER Working Papers 25424, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
- Vaclav Broz & Dominika Kolcunova & Simona Malovana & Lukas Pfeifer, 2018. "Risk-Sensitive Capital Regulation," Occasional Publications - Edited Volumes, Czech National Bank, edition 1, volume 16, number rb16/1 edited by Simona Malovana & Jan Frait, March.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020.
"Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises,"
EconStor Preprints
226219, ZBW - Leibniz Information Centre for Economics.
- José-Luis Peydró & Andrea Polo & Enrico Sette, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," Working Papers 1219, Barcelona Graduate School of Economics.
- José-Luis Peydró & Andrea Polo & Enrico Sette, 2020. "Risk mitigating versus risk shifting: evidence from banks security trading in crises," Economics Working Papers 1753, Department of Economics and Business, Universitat Pompeu Fabra.
- Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Bar-Ilan University, Department of Economics.
- Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
- Gersbach, Hans & Haller, Hans & Müller, Jürg, 2015.
"The macroeconomics of Modigliani–Miller,"
Journal of Economic Theory, Elsevier, vol. 157(C), pages 1081-1113.
- Gersbach, Hans & Haller, Hans & Müller, Jürg, 2013. "The Macroeconomics of Modigliani-Miller," CEPR Discussion Papers 9402, C.E.P.R. Discussion Papers.
- Wang, Tianxi, 2013. "A model of leverage based on risk sharing," Economics Letters, Elsevier, vol. 119(1), pages 97-100.
- Schmaltz, Christian & Heidorn, Thomas & Torchiani, Ingo, 2018. "Distance to compliance portfolios: An integrated shortfall measure for basel III," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 87-101.
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JEL classification:
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- G2 - Financial Economics - - Financial Institutions and Services
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