Dynamic Bank Capital Requirements
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Citations
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"How Cyclical Is Bank Capital?,"
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- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020.
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- Kai Ding & Enoch Hill & David Perez-Reyna, 2021.
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- Kai Ding & Enoch Hill & David Perez-Reyna, 2018. "Optimal Capital Requirement with Noisy Signals on Banking Risk," Documentos CEDE 16429, Universidad de los Andes, Facultad de Economía, CEDE.
- Robin Dottling, 2018.
"Bank Capital Regulation in a Zero Interest Environment,"
Tinbergen Institute Discussion Papers
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- Döttling, Robin, 2019. "Bank Capital Regulation in a Zero Interest Environment," EconStor Preprints 191028, ZBW - Leibniz Information Centre for Economics.
- Döttling, Robin, 2020. "Bank capital regulation in a zero interest environment," Working Paper Series 2422, European Central Bank.
- Couaillier, Cyril & Henricot, Dorian, 2023. "How do markets react to tighter bank capital requirements?," Journal of Banking & Finance, Elsevier, vol. 151(C).
- Miguel Faria-e-Castro, 2019.
"A Quantitative Analysis of Countercyclical Capital Buffers,"
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- Faria-e-Castro, Miguel, 2021. "A quantitative analysis of the countercyclical capital buffer," ESRB Working Paper Series 120, European Systemic Risk Board.
- Skander Van den Heuvel, 2019.
"The Welfare Effects of Bank Liquidity and Capital Requirements,"
2019 Meeting Papers
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- Skander J. Van den Heuvel, 2022. "The Welfare Effects of Bank Liquidity and Capital Requirements," Finance and Economics Discussion Series 2022-072, Board of Governors of the Federal Reserve System (U.S.).
- Jermann, Urban & Xiang, Haotian, 2023.
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- Urban Jermann & Haotian Xiang, 2023. "Dynamic Banking with Non-Maturing Deposits," NBER Working Papers 31057, National Bureau of Economic Research, Inc.
- Xiang, Haotian, 2022. "Corporate debt choice and bank capital regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Ahmad Peivandi & Mohammad Abbas Rezaei & Ajay Subramanian, 2023. "Optimal design of bank regulation under aggregate risk," Mathematics and Financial Economics, Springer, volume 17, number 2, December.
- Jingyi Zhang, 2020.
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- Jingyi Zhang, 2020. "Code and data files for "Shadow Banking and Optimal Capital Requirements"," Computer Codes 18-160, Review of Economic Dynamics.
- Dempsey, Kyle P., 2020. "Macroprudential capital requirements with non-bank finance," Working Paper Series 2415, European Central Bank.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-01-29 (Banking)
- NEP-CBA-2018-01-29 (Central Banking)
- NEP-DGE-2018-01-29 (Dynamic General Equilibrium)
- NEP-RMG-2018-01-29 (Risk Management)
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