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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Web page: https://mpra.ub.uni-muenchen.de
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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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- 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, April.
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- Mathias Dewatripont & Jean Tirole, 2012. "Macroeconomic Shocks and Banking Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 237-254, December.
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- 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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