Welfare analysis of bank capital requirements with endogenous default
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- Garcia-Barragan, Fernando & Liu, Guangling, 2018. "Welfare analysis of bank capital requirements with endogenous default," Economic Modelling, Elsevier, vol. 73(C), pages 15-29.
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- Carlos Alberto Zarazúa Juárez, 2021. "Macroprudential regulation as part of the Mexican policy toolkit," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-27, Enero - M.
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More about this item
Keywords
Bank capital requirement; Default; Welfare; DSGE;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-07-02 (Central Banking)
- NEP-DGE-2017-07-02 (Dynamic General Equilibrium)
- NEP-MAC-2017-07-02 (Macroeconomics)
- NEP-RMG-2017-07-02 (Risk Management)
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