bank capital regulation model
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.
|Date of creation:||12 Mar 2014|
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"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.
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- Gorton, Gary & Pennacchi, George, 1990. " Financial Intermediaries and Liquidity Creation," Journal of Finance, American Finance Association, vol. 45(1), pages 49-71, March.
- Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing. Full references (including those not matched with items on IDEAS)
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