• Aucun résultat trouvé

Bank Leverage Regulation and Macroeconomic Dynamics

N/A
N/A
Protected

Academic year: 2021

Partager "Bank Leverage Regulation and Macroeconomic Dynamics"

Copied!
42
0
0

Texte intégral

Loading

Figure

Table 2: Baseline Parameter Calibration Household Preferences and Wage Setting
Table 3. Welfare Analysis of Monetary and Regulation Regimes
Table 4. Welfare Analysis of Monetary and Regulation Regimes Low Endogeneity of Banking Sector’s Riskiness
Figure 1. Bank Monitoring and Entrepreneurs’ Private Benefits
+4

Références

Documents relatifs

We find that banks adjust their liquidity ratios upward in response to negative shocks to their risk-weighted regulatory capital ratios, but we find no similar

For an arbitrary regulatory leverage λ, adverse selection in the shadow-banking sector has an unclear ex ante impact because it reduces the amount of cash raised by the bank,

Using data on the euro area from 1999 to 2018 and the triple interactions among monetary policy, equity capital, and deposits (as a proxy for funding liquidity), we show that

The Statute of the ECB and the ESCB (principally Article 3) sets out the tasks of Eurosystem NCBs as: ‘to define and implement the monetary policy of the Community’; ‘to conduct

Notre m´ethode de pr´evision est ` a d´erouler pour chaque type d’´ev´enement `a pr´evoir et se pr´esente en 3 ´etapes : (1) les occurrences des pr´emisses des FLM-r`egles

The domestic market rate almost constantly coincided with the Bank’s discount rate, which acted as its upper bound (see table 1). It might be tempting to infer that the

3 For example, regarding issues related to macroprudential policy with global banking, we refer to the IMF (2013, key issues, p31), the ESRB handbook (2014), ECB (2015,

Thus, we infer from this similarity that under low bank’s ability to understate its risk taking (low