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bank capital regulation model

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  • cho, hyejin

Abstract

This paper aims to introduce three methods for banking capital regulation with the general equilibrium approach in banking. Portfolio composition test effected by the minimum equity capital regulation, deposit affection test and k index are mainly pursuing to meet the goal of bank capital regulation. This paper is designed for the presentation of seminar and conference.

Suggested Citation

  • cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54409, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:54409
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    References listed on IDEAS

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    1. John H. Boyd & Chun Chang & Bruce D. Smith, 2006. "Deposit Insurance and Bank Regulation in a Monetary Economy: A General Equilibrium Exposition," Studies in Economic Theory, in: Charalambos D. Aliprantis & Nicholas C. Yannelis & Gabriele Camera (ed.), Recent Developments on Money and Finance, pages 11-38, Springer.
    2. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Win), pages 14-23.
    3. Thaler, Richard H, 1997. "Irving Fisher: Modern Behavioral Economist," American Economic Review, American Economic Association, vol. 87(2), pages 439-441, May.
    4. Galo Nuño & Carlos Thomas, 2017. "Bank Leverage Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 32-72, April.
    5. Kevin Moran & Cesaire A. Meh & Ian Christensen, 2010. "Bank Leverage Regulation and Macroeconomic Dynamics," 2010 Meeting Papers 757, Society for Economic Dynamics.
    6. Charles A.E. Goodhart & Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "Financial Regulation In General Equilibrium," Chapters, in: Financial Regulation and Stability, chapter 3, pages 27-77, Edward Elgar Publishing.
    7. Milton Friedman & Anna J. Schwartz, 1963. "A Monetary History of the United States, 1867–1960," NBER Books, National Bureau of Economic Research, Inc, number frie63-1, June.
    8. Francisco Covas & Shigeru Fujita, 2010. "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
    9. Joseph H. Haslag, 2000. "On Fed watching and central bank transparency in an overlapping generations model," Working Papers 0002, Federal Reserve Bank of Dallas.
    10. Mathias Dewatripont & Jean Tirole, 2012. "Macroeconomic Shocks and Banking Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 237-254, December.
    11. Gorton, Gary & Pennacchi, George, 1990. "Financial Intermediaries and Liquidity Creation," Journal of Finance, American Finance Association, vol. 45(1), pages 49-71, March.
    12. Patrick Slovik & Boris Cournède, 2011. "Macroeconomic Impact of Basel III," OECD Economics Department Working Papers 844, OECD Publishing.
    13. Gary Gorton & Andrew Winton, "undated". "Bank Capital Regulation in General Equilibrium," Rodney L. White Center for Financial Research Working Papers 17-95, Wharton School Rodney L. White Center for Financial Research.
    14. Goodhart, Charles & Kashyap, Anil & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2012. "Financial regulation in general equilibrium," LSE Research Online Documents on Economics 119051, London School of Economics and Political Science, LSE Library.
    15. Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.
    16. Lucas, Deborah J, 1995. "Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1316-1319, November.
    17. Kahane, Yehuda, 1977. "Capital adequacy and the regulation of financial intermediaries," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 207-218, October.
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    1. repec:pra:mprapa:56721 is not listed on IDEAS
    2. cho, hyejin, 2014. "Macro Micro Model with a Post-keynesian Perspective in the banking industry," MPRA Paper 56119, University Library of Munich, Germany.

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    More about this item

    Keywords

    Demand Deposit; Risks of on-the-balancesheet and off-the-balancesheet; portfolio composition; minimum equity capital regulation;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General

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