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The Welfare Effects of Bank Liquidity and Capital Requirements. (2019). Van den Heuvel, Skander.
In: 2019 Meeting Papers.
RePEc:red:sed019:325.

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Cited: 7

Citations received by this document

Cites: 24

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Cocites: 38

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Coauthors: 0

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Citations

Citations received by this document

  1. Money and Banking with Reserves and CBDC. (2022). Niepelt, Dirk.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp2212.

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  2. Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Scalone, Valerio ; Durdu, Bora ; Ichiue, Hibiki ; de Bandt, Olivier.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2022-3.

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  3. Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora.
    In: Working papers.
    RePEc:bfr:banfra:864.

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  4. Risk Sharing, Macro-Prudential Policy and Welfare in an Overlapping Generations Model (OLG) Economy. (2021). Thalassinos, Eleftherios ; Hakim, Amira.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:4b:p:585-611.

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  5. The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations. (2021). Vojtech, Cindy M ; Styczynski, Mary-Frances ; Rezende, Marcelo.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300140.

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  6. On regulation and excess reserves: The case of Basel III. (2021). Hoarty, Blake ; Miller, Stephen Matteo.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:44:y:2021:i:2:p:215-247.

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  7. On Regulation and Excess Reserves: The Case of Basel III. (2020). Hoarty, Blake ; Miller, Steph.
    In: Working Papers.
    RePEc:ajw:wpaper:10243.

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References

References cited by this document

  1. Baker, Malcolm, and Jerey Wurgler, 2014. “Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly,”working paper.
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  3. Begenau, Juliane, 2015. “Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model,”Harvard Business School Working Paper, No. 15-072, March.

  4. Calomiris, Charles, Florian Heider and Marie Hoerova, 2014. “A Theory of Bank Liquidity Requirements, ”working paper, July 2014.
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  5. Carlson, Mark, Burcu Duygan-Bump, and William R. Nelson, 2015. "Why Do We Need Both Liquidity Regulations and a Lender of Last Resort? A Perspective from Federal Reserve Lending during the 2007-09 U.S. Financial Crisis," Finance and Economics Discussion Series 2015-011. Washington: Board of Governors of the Federal Reserve System.

  6. Chetty, Raj. 2009. “Su cient statistics for welfare analysis: a bridge between structural and reduced-form methods.”Annual Review of Economics 1:451-488.

  7. Clerc, Laurent, Alexis Derviz, Caterina Mendicino, Stephane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez, and Alexandros P. Vardoulakis, 2015. “Capital Regulation in a Macroeconomic Model with Three Layers of Default,”International Journal of Central Banking, June.

  8. Cochrane, John, 2014. "Toward a run-free …nancial system," in Martin Neil Baily, John B. Taylor, eds., Across the Great Divide: New Perspectives on the Financial Crisis, Hoover Press.

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  20. Kashyap, Anil K., Dimitrios P. Tsomocos, and Alexandros P. Vardoulakis, 2017. “Optimal Bank Regulation in the Presence of Credit and Run Risk,”Finance and Economics Discussion Series 2017-097. Board of Governors of the Federal Reserve System (U.S.). Krishnamurthy, Arvind, and Annette Vissing-Jorgensen, 2012. “The Aggregate Demand for Treasury Debt,”Journal of Political Economy, 120, 233– 267.
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  21. Martinez-Miera, David, Javier Suarez, 2014. “Banks’Endogenous Systemic Risk Taking,” working paper.
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  22. Nguyen, Thien, 2013. “Bank Capital Requirements: A Quantitative Analysis,” working paper, 2013.
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  24. Van den Heuvel, Skander J., 2006. “The Welfare Cost of Bank Capital Requirements,”Rodney L. White Center working paper 15-06.
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  4. Capital requirements, risk-taking and welfare in a growing economy. (2021). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
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  5. Bank capital, fire sales, and the social value of deposits. (2020). Gale, Douglas ; Yorulmazer, Tanju.
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  6. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
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  7. The Welfare Effects of Bank Liquidity and Capital Requirements. (2019). Van den Heuvel, Skander.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:325.

    Full description at Econpapers || Download paper

  8. A Quantitative Analysis of Countercyclical Capital Buffers. (2019). Faria-e-Castro, Miguel.
    In: Working Papers.
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  10. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Santoro, Emiliano ; Lubello, Federico .
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  11. Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq.
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  12. “Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence. (2018). Coleman, Nicholas ; Claessens, Stijn ; Donnelly, Michael.
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  13. To Create or to Redistribute? That is the Question. (2018). Savva, Christos ; Michail, Nektarios.
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  14. Optimal Capital Requirement with Noisy Signals on Banking Risk. (2018). Perez-Reyna, David ; Hill, Enoch ; Ding, Kai.
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  15. Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico.
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  16. Liquidity Provision, Bank Capital, and the Macroeconomy. (2017). Gorton, Gary ; Winton, Andrew.
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  17. Equity versus bail-in debt in banking: an agency perspective. (2017). Nikolov, Kalin ; Mendicino, Caterina ; Javier, Kalin Nikolovauthor-Name.
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  19. Optimal Bank Regulation in the Presence of Credit and Run Risk. (2017). Tsomocos, Dimitrios ; Vardoulakis, Alexandros ; Kashyap, Anil K.
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  21. Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange. (2017). Mehrjardi, Mehdi Alikhani ; Ghadamyari, Mohammad ; Mahboobi, Yousef .
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