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Capital requirements in a quantitative model of banking industry dynamics

Citations

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Cited by:

  1. David Andolfatto & Ed Nosal, 2020. "Shadow Bank Runs," Working Papers 2020-012, Federal Reserve Bank of St. Louis.
  2. Nakashima, Kiyotaka & Ogawa, Toshiaki, 2020. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 99938, University Library of Munich, Germany.
  3. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
  4. 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).
  5. Erica Jiang & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2020. "Which Banks are (Over) Levered? Insights from Shadow Banks and Uninsured Leverage," NBER Working Papers 26903, National Bureau of Economic Research, Inc.
  6. Kyle F Herkenhoff & Gajendran Raveendranathan, 2025. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 92(5), pages 3067-3111.
  7. David Andolfatto & Ed Nosal, 2018. "Bank runs without sequential service," Working Papers 2018-16, Federal Reserve Bank of St. Louis.
  8. Fabrizio Perri & Georgios Stefanidis, 2025. "Capital Requirements and Bailouts," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 44(4), February.
  9. C. Lanier Benkard & Przemyslaw Jeziorski & Gabriel Y. Weintraub, 2015. "Oblivious equilibrium for concentrated industries," RAND Journal of Economics, RAND Corporation, vol. 46(4), pages 671-708, October.
  10. Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev, 2022. "Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions," Journal of Banking & Finance, Elsevier, vol. 135(C).
  11. Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
  12. Roger Aliaga-Díaz & María Pía Olivero & Andrew Powell, 2016. "Anti-Cyclical Bank Capital Regulation and Monetary Policy," School of Economics Working Paper Series 2016-16, LeBow College of Business, Drexel University.
  13. Akio Ino & Yusuke Matsuki, 2020. "Welfare analysis of bank merger with financial instability," Working Papers e149, Tokyo Center for Economic Research.
  14. Mankart, Jochen, 2020. "Comments on “Rising Bank Concentration”," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
  15. Mendicino, Caterina & Nikolov, Kalin & Ramirez, Juan-Rubio & Suarez, Javier & Supera, Dominik, 2020. "Twin defaults and bank capital requirements," Working Paper Series 2414, European Central Bank.
  16. Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
  17. Yasser Boualam & Clément Mazet-Sonilhac, 2021. "Aggregate Implications of Credit Relationship Flows: a Tale of Two Margin," Working papers 801, Banque de France.
  18. 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).
  19. Saifullah Khan & Adnan Shoaib & Rehan Aftab & Muhammad Yasir & Muhammad Bilal Saeed, 2025. "Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies," PLOS ONE, Public Library of Science, vol. 20(7), pages 1-31, July.
  20. 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.
  21. Bergoeing, Raphael & Piguillem, Facundo, 2022. "Cooperatives versus traditional banks: the impact of interbank market exclusion," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  22. Juliane M. Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," Harvard Business School Working Papers 15-072, Harvard Business School, revised Sep 2016.
  23. Tirupam Goel, 2016. "Banking industry dynamics and size-dependent capital regulation," BIS Working Papers 599, Bank for International Settlements.
  24. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  25. N Aaron Pancost & Roberto Robatto, 2023. "The Effects of Capital Requirements on Good and Bad Risk-Taking," The Review of Financial Studies, Society for Financial Studies, vol. 36(2), pages 733-774.
  26. Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2022. "Capital ratios and banking crises in the European Union," International Economics, CEPII research center, issue 172, pages 389-402.
  27. Chenzi Yang & Fernando Moreira & Thomas Welsh Archibald, 2023. "Community banks' capital requirements and regional housing tenure," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 723-746, December.
  28. Petr Pavlík, 2017. "Financial theory approach to the investigation of the impact of Basel III capital adequacy on commercial banks [Vědecké metody zkoumání dopadu kapitálové regulace obchodních bank]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2017(4), pages 41-56.
  29. Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez, 2020. "Twin Default Crises," Working Papers 2020-01, FEDEA.
  30. Begenau, Juliane, 2020. "Capital requirements, risk choice, and liquidity provision in a business-cycle model," Journal of Financial Economics, Elsevier, vol. 136(2), pages 355-378.
  31. Jermann, Urban & Xiang, Haotian, 2023. "Dynamic banking with non-maturing deposits," Journal of Economic Theory, Elsevier, vol. 209(C).
  32. Cao, Jin & Chollete, Loran, 2014. "Capital Adequacy and Liquidity in Banking Dynamics: Theory and Regulatory Implications," UiS Working Papers in Economics and Finance 2014/16, University of Stavanger.
  33. Fulvia Fringuellotti & Thomas Kroen, 2024. "Payout Restrictions and Bank Risk-Shifting," Staff Reports 1123, Federal Reserve Bank of New York.
  34. Brugués, Felipe & De Simone, Rebeca, 2024. "Taxation when Markets are not Competitive: Evidence from a Loan Tax," IDB Publications (Working Papers) 13409, Inter-American Development Bank.
  35. Jochen Mankart & Alexander Michaelides & Spyros Pagratis, 2020. "Bank capital buffers in a dynamic model," Financial Management, Financial Management Association International, vol. 49(2), pages 473-502, June.
  36. Xiang, Haotian, 2022. "Corporate debt choice and bank capital regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  37. Corbae, Dean & D’Erasmo, Pablo, 2020. "Rising bank concentration," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
  38. 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.
  39. Gardó, Sándor & Klaus, Benjamin, 2020. "Overcapacities in banking: Measurement, trends and determinants," Economic Modelling, Elsevier, vol. 91(C), pages 819-834.
  40. Aguirregabiria, Victor & Clark, Robert & Wang, Hui, 2019. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition," CEPR Discussion Papers 13741, Centre for Economic Policy Research.
  41. Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2024. "Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy," Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 616-693.
  42. Walther, Ansgar, 2020. "Financial policy in an exuberant world," Working Paper Series 2380, European Central Bank.
  43. Javier Bianchi & Saki Bigio, 2022. "Banks, Liquidity Management, and Monetary Policy," Econometrica, Econometric Society, vol. 90(1), pages 391-454, January.
  44. Faia, Ester & Laffitte, Sébastien & Mayer, Maximilian & Ottaviano, Gianmarco, 2021. "Global banking: Endogenous competition and risk taking," European Economic Review, Elsevier, vol. 133(C).
  45. Manuel A. Muñoz, 2021. "Rethinking Capital Regulation: The Case for a Dividend Prudential Target," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 271-336, September.
  46. Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
  47. 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.
  48. 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).
  49. Xu Tian, 2022. "Uncertainty and the Shadow Banking Crisis: Estimates from a Dynamic Model," Management Science, INFORMS, vol. 68(2), pages 1469-1496, February.
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