A macroeconomic model of banks’ systemic risk taking
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DOI: https://doi.org/10.53479/37914
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More about this item
Keywords
capital requirements; risk shifting; deposit insurance; systemic risk; financial crises; macroprudential policies;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-11-11 (Banking)
- NEP-CBA-2024-11-11 (Central Banking)
- NEP-CFN-2024-11-11 (Corporate Finance)
- NEP-DGE-2024-11-11 (Dynamic General Equilibrium)
- NEP-FDG-2024-11-11 (Financial Development and Growth)
- NEP-RMG-2024-11-11 (Risk Management)
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