Financial regulations and bank credit to the real economy

DOI10.1016/J.JEDC.2014.07.002MaRDI QIDQ1623967zbMATHOpenAlexFDO

Authors Y. Aharonov

Publication date 15 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/3861/1/Financial%20regulations%20and%20bank%20credit%20to%20the%20real.pdf

zbMATH Keywords

systemic riskfinancial regulationbank lending

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Heterogeneous agent models (91B69)

Recommendations

• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
• The impact of Basel III on financial (in)stability: an agent-based credit network approach
• Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
• Contagion and risk-sharing on the inter-bank market
• The dynamics of the leverage cycle

Cites work

• Contagion and risk-sharing on the inter-bank market
• Contagion in financial networks
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Network models and financial stability

Cited in

(10)

• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
• Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
• Interbank loans, collateral and modern monetary policy
• Double-layer network model of bank-enterprise counterparty credit risk contagion
• Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
• Interactions between monetary and macroprudential policies
• Liquidity regulation, bank capital ratio, and interbank rate
• The impacts of interest rates on banks' loan portfolio risk-taking
• Prices, debt and market structure in an agent-based model of the financial market

This page was built for publication: Financial regulations and bank credit to the real economy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1623967)