Bank capital shocks and countercyclical requirements: implications for banking stability and welfare

DOI10.1016/J.JEDC.2018.01.049MaRDI QIDQ1657653zbMATH OpenOpenAlexFDO

Authors Rachatar Nilavongse, Gazi Salah Uddin, Stelios D. Bekiros

Publication date 13 August 2018

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

Full work available at URL https://doi.org/10.1016/j.jedc.2018.01.049

zbMATH Keywords

banking stabilityBasel IIIcapital requirementsnews shockswelfare analysis

Mathematics Subject Classification ID

General equilibrium theory (91B50) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Leaning against boom-bust cycles in credit and housing prices
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• What's news in business cycles

Cited in

(9)

• Risky bank lending and countercyclical capital buffers
• Bank capital and the macroeconomy: policy considerations
• Corporate debt choice and bank capital regulation
• Monetary and macroprudential policy coordination with biased preferences
• Welfare implications of bank capital requirements under dynamic default decisions
• The financial crisis and the shadow price of bank capital
• Capital Buffers in a Quantitative Model of Banking Industry Dynamics
• The disturbing interaction between countercyclical capital requirements and systemic risk
• Bank Capital Redux: Solvency, Liquidity, and Crisis

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