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Tekijä: | Eichberger, J. Summer, M. |
Otsikko: | Bank capital, liquidity, and systemic risk |
Lehti: | Journal of the European Economic Association
2005 : APR-MAY, VOL. 3:2-3, p. 547-555 |
Asiasana: | banking capital liquidity risk |
Kieli: | eng |
Tiivistelmä: | This paper discusses the impact of capital adequacy regulation on bank insolvency and aggregate investment. The authors develop model for banking system that is characterized by the interaction of many heterogenous banks with the real sector, interbank credit relations as a consequence of bank liquidity management, and an insolvency mechanism. This enables to study the impact of capital adequacy regulation on systemic risk. |
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