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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- Francisco Covas & Shigeru Fujita, 2010.
"Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence,"
International Journal of Central Banking,
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- Covas, Francisco & Fujita, Shigeru, 2009. "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers 09-23, Federal Reserve Bank of Philadelphia, revised 01 May 2010.
- Mathias Dewatripont & Jean Tirole, 2012. "Macroeconomic Shocks and Banking Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 237-254, December.
- John Boyd & Chun Chang & Bruce Smith, 2004. "Deposit insurance and bank regulation in a monetary economy: a general equilibrium exposition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(4), pages 741-767, November.
- Haslag, Joseph H., 2000. "On Fed watching and central bank transparency in an overlapping generations model," Working Papers 0002, Federal Reserve Bank of Dallas, revised 20 Jul 2001.
- Gary Gorton & Andrew Winton, "undated". "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.
- Gary Gorton & Andrew Winton, 1995. "Bank Capital Regulation in General Equilibrium," NBER Working Papers 5244, National Bureau of Economic Research, Inc.
- Gorton, Gary & Pennacchi, George, 1990. " Financial Intermediaries and Liquidity Creation," Journal of Finance, American Finance Association, vol. 45(1), pages 49-71, March.
- Kahane, Yehuda, 1977. "Capital adequacy and the regulation of financial intermediaries," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 207-218, October.
- 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.
- Charles Goodhart & Anil K Kashyap & Dimitrios Tsomocos & Alexandros Vardoulakis, 2012. "Financial Regulation in General Equilibrium," FMG Discussion Papers dp702, Financial Markets Group.
- 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.
- Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing.
- Alexandros Vardoulakis, 2012. "Financial regulation in general equilibrium," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
- 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, Enero-Jun. Full references (including those not matched with items on IDEAS)
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