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A simple model of bank behaviour : with implications for solvency regulation
Zweifel, Peter; Pfaff, Dieter; Kühn, Jochen - In: Studies in microeconomics 3 (2015) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10011900931
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Bank capital and liquidity regulation
Chiba, Asako - In: Journal of banking regulation 23 (2022) 2, pp. 120-138
Persistent link: https://www.econbiz.de/10013270483
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Dynamic bank capital regulation in the presence of shadow banks
Mishin, Arsenii - In: Review of economic dynamics 51 (2023), pp. 965-990
Persistent link: https://www.econbiz.de/10014472437
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Enough liquidity with enough capital - and vice versa?
Gersbach, Hans; Haller, Hans; Zelzner, Sebastian - 2023
We study the interplay of capital and liquidity regulation in a general equilibrium setting by focusing on future funding risks. The model consists of a banking sector with long-term illiquid investment opportunities that need to be financed by short-term debt and by issuing equity. Reliance on...
Persistent link: https://www.econbiz.de/10014366762
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Enough liquidity with enough capital : and vice versa?
Gersbach, Hans; Haller, Hans; Zelzner, Sebastian - 2024
Persistent link: https://www.econbiz.de/10014533400
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A Pigovian approach to liquidity regulation
Perotti, Enrico C.; Suárez, Javier - 2011
incentives for risk creation.When banks differ in credit opportunities, a Pigovian tax on short-term funding is efficient in … credit incentives are strongest.When banks differ instead mostly in gambling incentives (due to low charter valueor …
Persistent link: https://www.econbiz.de/10011383222
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Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper
Pausch, Thilo - 2013 - First draft
between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … money market destroys endogenous risk aversion and allows banks to manage credit risk and liquidity risk independently. The … separating effect of interbank money markets and recreate endogenous risk aversion of banks. …
Persistent link: https://www.econbiz.de/10010344667
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Risk-based capital regulation and bank behaviour : a critical review of literature from 1990 to 2013
Kaur, Mandeep; Kapoor, Samriti - In: Praj̄nȧn : journal of social and management sciences 44 (2015) 1, pp. 29-52
Persistent link: https://www.econbiz.de/10011343077
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A review of the regulatory impact analysis of risk-based capital and related liquidity rules
Hogan, Thomas L. - In: Journal of risk and financial management : JRFM 14 (2021) 1/24, pp. 1-29
This paper reviews the cost-benefit analysis, or “regulatory impact analysis” (RIA), in US bank regulators’ risk-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We provide a brief background on RBC rules and...
Persistent link: https://www.econbiz.de/10012417012
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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400
Persistent link: https://www.econbiz.de/10010476907