the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …

This paper studies the impact of bank regulation and taxation in a dynamic model with banks exposed to credit and … liquidity risk. We find an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare …

This paper studies the impact of bank regulation and taxation in a dynamic model where banks are exposed to credit and … an inverted U–shaped relationship between capital requirements and bank lending, efficiency, and welfare, with their … welfare costs than taxes on non-deposit liabilities. -- Bank Regulation ; Taxation ; Dynamic Banking Model …

regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were …