Capital Buffers in a Quantitative Model of Banking Industry Dynamics
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DOI: 10.21799/frbp.wp.2021.24
Note: Supersedes Working Paper 14-13 – Capital Requirements in a Quantitative Model of Banking Industry Dynamics
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Cited by:
- Skander Van den Heuvel, 2019.
"The Welfare Effects of Bank Liquidity and Capital Requirements,"
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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.).
- Sears, Louis S. & Lawell, C.Y. Cynthia Lin & Torres, Gerald & Walter, M. Todd, 2022. "Moment-based Markov Equilibrium Estimation of High-Dimension Dynamic Games: An Application to Groundwater Management in California," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322187, Agricultural and Applied Economics Association.
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More about this item
Keywords
macroprudential policy; bank size distributions; industry dynamics with imperfect competition.;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-06-21 (Banking)
- NEP-DGE-2021-06-21 (Dynamic General Equilibrium)
- NEP-MAC-2021-06-21 (Macroeconomics)
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