question : why do banks fund loans with both equity and demand deposits ? The model determines the optimal bank capital … structure. In comparison with a Diamond-Dybvig bank which funds loans with demand deposits only, a capitalized financial … intermediary provides liquidity to its depositors at a lower cost, and channels more funds to the most efficient investments. The …

institution. We adapt the usual risk measures to pinpoint the funding liquidity risk and the market liquidity risk. Lastly, we …This thesis contributes to the analysis and measure of systemic risk through four chapters. In the first chapter, we … discuss the notion of systemic risk and detail the methodological issues of modeling. The second chapter proposes a structural …

The purpose of this paper is to analyze the impact of the Bank of Japan's official interventions on the JPY/USD parity …

-accounting recommended by the IAS 39 and the objectives of the capital regulation in the banking industry. We conclude that the macro … objectives of the capital regulation. …

and the risk of investment funds. Thus, we begin by developing a theoretical analysis about profit and loss … of adverse selection problem between the fund manager and the investor, shows that the risk aversions of the fund manager … performance and the risk of funds. To achieve our objective, we create a unique database that has an international sample of …

systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a …The post-crisis financial reforms address the need for systemic regulation, focused not only on individual banks but …