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Capital Buffers in a Quantitative Model of Banking Industry Dynamics

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  1. Bonaccorsi di Patti, Emilia & Moscatelli, Mirko & Pietrosanti, Stefano, 2023. "The impact of bank regulation on the cost of credit: Evidence from a discontinuity in capital requirements," Journal of Financial Intermediation, Elsevier, vol. 55(C).
  2. Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
  3. NAKASHIMA, KIYOTAKA & Ogawa, Toshiaki, 2021. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 109147, University Library of Munich, Germany.
  4. Altermatt, Lukas & Wang, Zijian, 2024. "Oligopoly banking, risky investment, and monetary policy," European Economic Review, Elsevier, vol. 164(C).
  5. Claeys, Grégory & Papioti, Chara & Tryphonides, Andreas, 2023. "Liquidity risk, market power and the informational effects of policy," Journal of International Economics, Elsevier, vol. 142(C).
  6. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.
  7. Axelle Arquié, 2023. "Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors," Working Papers 2023-09, CEPII research center.
  8. Dirk Niepelt, 2024. "Money and Banking with Reserves and CBDC," Journal of Finance, American Finance Association, vol. 79(4), pages 2505-2552, August.
  9. Giovanardi, Francesco & Kaldorf, Matthias, 2024. "Climate change and the macroeconomics of bank capital regulation," Discussion Papers 13/2024, Deutsche Bundesbank.
  10. Jason Allen & Milena Wittwer, 2023. "Intermediary Market Power and Capital Constraints," Staff Working Papers 23-51, Bank of Canada.
  11. Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2022. "Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation," Journal of Finance, American Finance Association, vol. 77(4), pages 2093-2141, August.
  12. van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023. "The long-run effects of risk: an equilibrium approach," European Economic Review, Elsevier, vol. 153(C).
  13. Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2024. "Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models Are Miscalibrated," NBER Macroeconomics Annual, University of Chicago Press, vol. 38(1), pages 239-287.
  14. Akio Ino & Yusuke Matsuki, 2024. "Welfare analysis of bank mergers with financial instability," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 409-417, April.
  15. Sylwia Klus & Artur Stefanski & Zuzanna Urbanowicz & Leszek Wanat, 2024. "Capital Adequacy Standards on the Case of Selected Banks in Poland Under Economic Uncertainty," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 517-530.
  16. Alexandre, Michel & Michalak, Krzysztof & Silva, Thiago Christiano & Rodrigues, Francisco A., 2023. "Efficiency-stability trade-off in financial systems: A multi-objective optimization approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
  17. Andrea Ferrero & Richard Harrison & Benjamin Nelson, 2024. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 940-971.
  18. Skander Van den Heuvel, 2019. "The Welfare Effects of Bank Liquidity and Capital Requirements," 2019 Meeting Papers 325, Society for Economic Dynamics.
  19. Chenzi Yang & Fernando Moreira & Thomas Welsh Archibald, 2023. "Community banks' capital requirements and regional housing tenure," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 723-746, December.
  20. Sang Rae Kim, 2024. "Financial Crisis as a Run on Profitable Banks," Annals of Economics and Finance, Society for AEF, vol. 25(1), pages 213-250, May.
  21. Ogawa, Toshiaki, 2022. "Welfare implications of bank capital requirements under dynamic default decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
  22. Brausewetter, Lars & Ludolph, Melina & Tonzer, Lena, 2023. "Distributional income effects of banking regulation in Europe," IWH Discussion Papers 24/2023, Halle Institute for Economic Research (IWH).
  23. Jiang, Erica Xuewei & Matvos, Gregor & Piskorski, Tomasz & Seru, Amit, 2024. "Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs?," Journal of Financial Economics, Elsevier, vol. 159(C).
  24. Lorenzo Carbonari & Alessio Farcomeni & Cosimo Petracchi & Giovanni Trovato, 2024. "Macroprudential Policies and Credit Volatility," Working Paper series 24-16, Rimini Centre for Economic Analysis.
  25. Giampaolo Bonomi & Ali Uppal, 2023. "Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets," Papers 2305.08958, arXiv.org, revised May 2024.
  26. Gasparini, Tommaso & Lewis, Vivien & Moyen, Stéphane & Villa, Stefania, 2024. "Risky firms and fragile banks: Implications for macroprudential policy," Discussion Papers 10/2024, Deutsche Bundesbank.
  27. 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, February.
  28. Neuhann, Daniel & Sockin, Michael, 2024. "Financial market concentration and misallocation," Journal of Financial Economics, Elsevier, vol. 159(C).
  29. Fillat, José L. & Garetto, Stefania & Corea-Smith, Arthur V., 2023. "Global banking and the international transmission of shocks: A quantitative analysis," Journal of International Economics, Elsevier, vol. 145(C).
  30. 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.
  31. Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2024. "How do EU banks' funding costs respond to the CRD IV? An assessment based on the Banking Union directives database," IWH Discussion Papers 12/2024, Halle Institute for Economic Research (IWH).
  32. Alessandro Villa, 2022. "Credit Misallocation and Macro Dynamics with Oligopolistic Financial Intermediaries," Working Paper Series WP 2022-41, Federal Reserve Bank of Chicago.
  33. Kirill Anikeev, 2024. "Heterogeneous Banking System Under a Negative Interest Rate Policy," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 77-91, June.
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