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Persistent link: https://www.econbiz.de/10009537394

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

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

Hryckiewicz, Aneta; Kryg, Natalia; Tsomocos, Dimitrios P. - 2020

Persistent link: https://www.econbiz.de/10012387862

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