Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10012123107
We study the macroeconomic effects of bank capital requirements in an economy with two banking sectors. Banks are connected through a wholesale funding market. Anticipated banking crises occur endogenously in the form of self-fulfilling wholesale funding rollover crises. Retail bank capital...
Persistent link: https://www.econbiz.de/10012265800