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Capital requirements, risk choice, and liquidity provision in a business-cycle model

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Setting Bank Capital Requirements
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-10-12 11:41:47

Citations

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Cited by:

  1. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  2. Huang, Chao & Moreira, Fernando & Archibald, Thomas W., 2024. "Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  3. Dwyer, Gerald P. & Hasman, Augusto & Samartín, Margarita, 2022. "Surety bonds and moral hazard in banking," Journal of Financial Stability, Elsevier, vol. 62(C).
  4. Skander Van den Heuvel, 2019. "The Welfare Effects of Bank Liquidity and Capital Requirements," 2019 Meeting Papers 325, Society for Economic Dynamics.
  5. Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
  6. Sang Rae Kim, 2024. "Financial Crisis as a Run on Profitable Banks," Annals of Economics and Finance, Society for AEF, vol. 25(1), pages 213-250, May.
  7. Ogawa, Toshiaki, 2022. "Welfare implications of bank capital requirements under dynamic default decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
  8. Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
  9. Ivan Jaccard, 2024. "Monetary Asymmetries Without (And With) Price Stickiness," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 1003-1047, May.
  10. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
  11. Ahmad Peivandi & Mohammad Abbas Rezaei & Ajay Subramanian, 2023. "Optimal design of bank regulation under aggregate risk," Mathematics and Financial Economics, Springer, volume 17, number 2, June.
  12. Robin Döttling, 2025. "Bank Capital Regulation in a Zero Interest Environment," Journal of the European Economic Association, European Economic Association, vol. 23(3), pages 1028-1059.
  13. Muhammad Yaseen & Waseem Sajjad & Supawan Visetnoi & Siti Amanah & Shahab E. Saqib, 2024. "Entrepreneurial Orientation and SMEs Efficiency With Government Financial and Non-Financial Incentives as Moderators," SAGE Open, , vol. 14(3), pages 21582440241, September.
  14. Chen, David Xiao & Friedrich, Christian, 2023. "The countercyclical capital buffer and international bank lending: Evidence from Canada," Journal of International Money and Finance, Elsevier, vol. 139(C).
  15. Guo, Wen-Chung & Tseng, Ping-Lun, 2023. "COVID-19, bank risk, and capital regulation: The aggregate shock and social distancing," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 155-173.
  16. Retselisitsoe I. Thamae & Nicholas M. Odhiambo, 2022. "The impact of bank regulation on bank lending: a review of international literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 405-418, December.
  17. Burkhard Raunig & Michael Sigmund, 2022. "The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund)," Working Papers 244, Oesterreichische Nationalbank (Austrian Central Bank).
  18. Hans Gersbach & Jean-Charles Rochet & Martin Scheffel, 2023. "Financial Intermediation, Capital Accumulation, and Crisis Recovery," Review of Finance, European Finance Association, vol. 27(4), pages 1423-1469.
  19. Gianni De Nicolo & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet, 2021. "The Long-Term Effects of Capital Requirements," Swiss Finance Institute Research Paper Series 21-52, Swiss Finance Institute.
  20. Haselmann, Rainer & Kick, Thomas & Singla, Shikhar & Vig, Vikrant, 2022. "Capital regulation, market-making, and liquidity," LawFin Working Paper Series 44, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
  21. Zhao, Xiaoqing & Yao, Chen, 2024. "Exacerbation or suppression? Digital transformation and shadow banking activities of non-financial firms," Finance Research Letters, Elsevier, vol. 61(C).
  22. Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
  23. Ugochi Emenogu & Brian Peterson, 2022. "Unregulated Lending, Mortgage Regulations and Monetary Policy," Staff Working Papers 22-28, Bank of Canada.
  24. Castells-Jauregui, Madalen, 2025. "Private safe asset supply and financial instability," Research Bulletin, European Central Bank, vol. 131.
  25. Malik Shukayev & Alexander Ueberfeldt, 2021. "Are Bank Bailouts Welfare Improving?," Working Papers 2021-10, University of Alberta, Department of Economics.
  26. Manuel A. Muñoz & Frank Smets, 2025. "The positive neutral countercyclical capital buffer," Bank of England working papers 1128, Bank of England.
  27. Christian Hott, 2022. "Leverage and Risk Taking under Moral Hazard," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 167-185, April.
  28. Brittany Almquist Lewis, 2025. "Bank Leverage Restrictions in General Equilibrium: Solving for Sectoral Value Functions," JRFM, MDPI, vol. 18(9), pages 1-26, September.
  29. Duquerroy, Anna & Matray, Adrien & Saidi, Farzad, 2022. "Tracing Banks' Credit Allocation to their Funding Costs," CEPR Discussion Papers 17072, Centre for Economic Policy Research.
  30. Anne Duquerroy & Adrien Matray & Farzad Saidi, 2022. "Tracing Banks’ Credit Allocation to their Funding Costs," Working Papers 309, Princeton University, Department of Economics, Center for Economic Policy Studies..
  31. Christian Keuschnigg & Linda Kirschner & Michael Kogler & Hannah Winterberg, 2023. "Monetary union, asymmetric recession, and exit," Review of International Economics, Wiley Blackwell, vol. 31(5), pages 1833-1863, November.
  32. Johannes Poeschl & Jakob G. Mikkelsen, 2026. "Banking Panic Risk and Macroeconomic Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(3), pages 885-918, April.
  33. Christoph Bertsch & Mike Mariathasan, 2021. "Optimal bank leverage and recapitalization in crowded markets," BIS Working Papers 923, Bank for International Settlements.
  34. Zheng Liu & Mark M. Spiegel & Jingyi Zhang, 2023. "Targeted Reserve Requirements for Macroeconomic Stabilization," Working Paper Series 2023-13, Federal Reserve Bank of San Francisco.
  35. Agarwal, Isha & Goel, Tirupam, 2024. "Bank regulation and supervision: A symbiotic relationship," Journal of Banking & Finance, Elsevier, vol. 163(C).
  36. Andreas Haufler & Christoph Lülfesmann, 2022. "Voluntary Equity, Project Risk, and Capital Requirements," CESifo Working Paper Series 9505, CESifo.
  37. Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2025. "How do EU banks’ funding costs respond to the CRD IV? An assessment based on the banking union directives database," Journal of Financial Stability, Elsevier, vol. 78(C).
  38. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 1-52, February.
  39. Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal Mccann, 2022. "The Anatomy of the Transmission of Macroprudential Policies," Journal of Finance, American Finance Association, vol. 77(5), pages 2533-2575, October.
  40. Amira Hakim & Eleftherios Thalassinos, 2021. "Risk Sharing, Macro-Prudential Policy and Welfare in an Overlapping Generations Model (OLG) Economy," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 585-611.
  41. Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B., 2024. "Zero-risk weights and capital misallocation," Journal of Financial Stability, Elsevier, vol. 72(C).
  42. Jin, Yige & Dong, Nanyan & Tian, Gaoliang & Zhang, Junrui, 2023. "Wisdom of the masses: Employee education and corporate risk taking," Economic Modelling, Elsevier, vol. 118(C).
  43. Saleem Bahaj & Frederic Malherbe, 2020. "The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending," Journal of Finance, American Finance Association, vol. 75(6), pages 3013-3053, December.
  44. Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
  45. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
  46. Qiu, Buhui & Wang, Teng, 2025. "Corporate mergers and acquisitions under lender scrutiny," Journal of Corporate Finance, Elsevier, vol. 94(C).
  47. Giovanardi, Francesco & Kaldorf, Matthias, 2024. "Climate change and the macroeconomics of bank capital regulation," Discussion Papers 13/2024, Deutsche Bundesbank.
  48. Goel, Tirupam, 2025. "Efficient or systemic banks: Can regulation strike a deal?," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
  49. Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023. "Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 325-350.
  50. Aleksei Gorodilov & Vladimir Sokolov, 2024. "Bank capital and liquidity creation: Evidence from the Russian experience," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 73, pages 35-58.
  51. Dirk Niepelt, 2024. "Money and Banking with Reserves and CBDC," Journal of Finance, American Finance Association, vol. 79(4), pages 2505-2552, August.
  52. repec:ers:journl:v:xxiv:y:2021:i:4b:p:585-611 is not listed on IDEAS
  53. Pavel Jankulár & Zdeněk Tůma, 2026. "Changes to Bank Capital Ratios and Their Drivers Prior and During COVID‐19 Pandemic: Evidence From the European Union," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 763-788, January.
  54. Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2021. "Banks funding, leverage, and investment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 148-171.
  55. Arsenii Mishin, 2023. "Dynamic Bank Capital Regulation in the Presence of Shadow Banks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 965-990, December.
  56. Hibiki Ichiue & Jean-Guillaume Sahuc & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Olivier de Bandt & Sigrid Roehrs & Valério Scalone & Michael Straughan & Bora Durdu, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working Papers hal-04159816, HAL.
  57. Muhammd Istan, 2024. "Analysis of the Influence of Assets Structure, Earning Volatility, and Financial Flexibility on Capital Structure and Corporate Performance in Manufacturing Sector Companies on the IDX," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 49-65.
  58. Kinateder, Harald & Gurrib, Ikhlaas & Choudhury, Tonmoy, 2024. "Navigating crises: Gold's role as a safe haven for U.S. sectors," Finance Research Letters, Elsevier, vol. 69(PB).
  59. Bahaj, Saleem & Malherbe, Frederic, 2024. "The cross-border effects of bank capital regulation," Journal of Financial Economics, Elsevier, vol. 160(C).
  60. Jermann, Urban & Xiang, Haotian, 2023. "Dynamic banking with non-maturing deposits," Journal of Economic Theory, Elsevier, vol. 209(C).
  61. Bank for International Settlements, 2021. "Assessing the impact of Basel III: Evidence from macroeconomic models: literature review and simulations," BCBS Working Papers 38, Bank for International Settlements.
  62. repec:osf:osfxxx:9dxzf_v1 is not listed on IDEAS
  63. Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Econometrica, Econometric Society, vol. 89(6), pages 2975-3023, November.
  64. Behn, Markus & Schramm, Alexander, 2020. "The impact of G-SIB identification on bank lending: evidence from syndicated loans," Working Paper Series 2479, European Central Bank.
  65. Matthew Canzoneri & Robert Cumby & Behzad Diba & Yunsang Kim, 2021. "Did the Unconventional Monetary Policy of the U.S. Hurt Emerging Markets?," Open Economies Review, Springer, vol. 32(2), pages 231-257, April.
  66. Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Working Papers 21-24, Federal Reserve Bank of Philadelphia.
  67. Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
  68. Gersbach, Hans & Haller, Hans & Zelzner, Sebastian, 2026. "Enough liquidity with enough capital—and vice versa?," Journal of Financial Stability, Elsevier, vol. 83(C).
  69. Michael S. Barr, 2022. "Why Bank Capital Matters: At the American Enterprise Institute, Washington, D.C. (virtual) December 1st 2022," Speech 95822, Board of Governors of the Federal Reserve System (U.S.).
  70. Ikeda, Daisuke, 2024. "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, vol. 72(C).
  71. Jermann, Urban & Xiang, Haotian, 2025. "Rules versus discretion in capital regulation," Journal of Financial Economics, Elsevier, vol. 169(C).
  72. Jorge Abad & Saki Bigio & Salomon Garcia-Villegas & Joël Marbet & Galo Nuño, 2026. "The Heterogeneous Bank Lending Channel of Monetary Policy," NBER Working Papers 35239, National Bureau of Economic Research, Inc.
  73. Federico Beltrame, 2026. "Optimal bank capital: a trade – off corporate finance perspective," Journal of Banking Regulation, Palgrave Macmillan, vol. 27(1), pages 1-12, March.
  74. Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
  75. Hasman, Augusto & Samartín, Margarita, 2022. "Leaving the darkness: The emergence of shadow banks," Journal of Financial Stability, Elsevier, vol. 61(C).
  76. Milton Harris & Christian C. Opp & Marcus M. Opp, 2025. "Intermediary Capital and the Credit Market," Management Science, INFORMS, vol. 71(1), pages 162-183, January.
  77. Paymon Khorrami & Fernando Mendo, 2021. "Rational Sentiments and Financial Frictions," Working Papers Central Bank of Chile 928, Central Bank of Chile.
  78. Ovidiu Andrei Cristian BUZOIANU & Oana IACOB PARGARU & Irina Elena PETRESCU & Radu Alexandru CHIOTAN, 2023. "Organization And Functioning Of Commercial Banks In Romania €“ Transylvania Bank," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 17(1), pages 655-663, November.
  79. Nam Pham Hai & Chi Le Ha Diem, 2024. "Credit risk of Vietnamese commercial banks: does capital structure matter?," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 272-283, September.
  80. Zixuan Dai & Lei Xu, 2025. "Negative interest rates, bank capital and lending behaviours," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(3), pages 2487-2516, September.
  81. Fulvia Fringuellotti & Thomas Kroen, 2024. "Payout Restrictions and Bank Risk-Shifting," Staff Reports 1123, Federal Reserve Bank of New York.
  82. Paolo Varraso, 2025. "Banks’ Maturity Choices and the Transmission of Interest-Rate Risk," CEIS Research Paper 616, Tor Vergata University, CEIS, revised 11 Oct 2025.
  83. Xiang, Haotian, 2022. "Corporate debt choice and bank capital regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  84. Lee, Chien-Chiang & Wang, Chih-Wei & Thinh, Bui Tien & Xu, Zhi-Ting, 2022. "Climate risk and bank liquidity creation: International evidence," International Review of Financial Analysis, Elsevier, vol. 82(C).
  85. Ruopu Hu & Andreas Schabert, 2026. "Bank Regulation and Post-2008 US Monetary Policy," ECONtribute Discussion Papers Series 397, University of Bonn and University of Cologne, Germany.
  86. Christian Keuschnigg & Michael Kogler & Johannes Matt, 2022. "Banks, Credit Reallocation, and Creative Destruction," CESifo Working Paper Series 10093, CESifo.
  87. Giovanardi, Francesco & Kaldorf, Matthias, 2026. "Climate change and the macroeconomics of bank capital regulation," Journal of Monetary Economics, Elsevier, vol. 159(C).
  88. Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2024. "Global Financial Cycle, Household Credit, and Macroprudential Policies," Management Science, INFORMS, vol. 70(11), pages 8096-8115, November.
  89. Behn, Markus & Schramm, Alexander, 2021. "The impact of G-SIB identification on bank lending: Evidence from syndicated loans," Journal of Financial Stability, Elsevier, vol. 57(C).
  90. Alberto Polo, 2021. "Imperfect pass-through to deposit rates and monetary policy transmission," Bank of England working papers 933, Bank of England.
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