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Measures of systemic risk and financial fragility in Korea

Lee, Jong-Han; Ryu, Jaemin; Tsomocos, Dimitrios P. - In: Annals of finance 9 (2013) 4, pp. 757-786

Persistent link: https://www.econbiz.de/10010196570

How does macroprudential regulation change bank credit supply?

Kashyap, Anil K.; Tsomocos, Dimitrios P.; Vardoulakis, … - 2014

Persistent link: https://www.econbiz.de/10010370965

Modeling a housing and mortage crisis

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - In: Financial stability, monetary policy, and central …, (pp. 214-254). 2011

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New bank resolution mechanisms : Is it the end of the bailout era?

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Optimal bank regulation in the presence of credit and run risk

Kashyap, Anil K.; Tsomocos, Dimitrios P.; Vardoulakis, … - 2017

We modify the Diamond and Dybvig (1983) model of banking to jointly study various regulations in the presence of credit and run risk. Banks choose between liquid and illiquid assets on the asset side, and between deposits and equity on the liability side. The endogenously determined asset...

Persistent link: https://www.econbiz.de/10011803125

Bank resolution mechanisms revisited : towards a new era of restructuring

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Shadow banking and new lending channels : past and future

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Market discipline and financial stability

Hoggarth, Glenn; Jackson, Patricia; Nier, Erlend W. - In: The future of domestic capital markets in developing …, (pp. 125-152). 2003

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Banking crises and the design of safety nets

Hoggarth, Glenn; Jackson, Patricia; Nier, Erlend W. - In: Journal of banking & finance 29 (2005) 1, pp. 143-159

Persistent link: https://www.econbiz.de/10002440940

How Does Macroprudential Regulation Change Bank Credit Supply?

Kashyap, Anil K. - 2017

We analyze a variant of the Diamond-Dybvig (1983) model of banking in which savers can use a bank to invest in a risky project operated by an entrepreneur. The savers can buy equity in the bank and save via deposits. The bank chooses to invest in a safe asset or to fund the entrepreneur. The...

Persistent link: https://www.econbiz.de/10012973038