alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a … systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … compute the capital ratio threshold per year for each bank and each country and we rank them according to their level of …

alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a … systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … compute the capital ratio threshold per year for each bank and each country and we rank them according to their level of …

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

avoid systemic bank crises. They have gone from a regulatory role for the interbank market to a role of financing the world …Today, the main problem in financing economies is linked to liquidity problems of banks. The paradox is that the world …

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 …