The cyclical behavior of optimal bank capital

Article Abstract:

A dynamic model of optimal bank capital, in which the bank optimizes over costs associated with failure, holding capital, and flows of external capital, is presented. The regulatory objectives and the behavior of an optimizing bank, subjected to potentially binding var-based requirements, are considered.

Financial management, Finance, Company financing

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A model of the monetary sector with and without binding capital requirements

Article Abstract:

A model of bank behavior is employed to study the interaction between monetary policy and regulatory authorities in the banking system. The analysis suggests that there is an initial conflict between the monetary and regulatory authorities and capital requirements are not innocuous for monetary policy.

Monetary policy

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Capital regulation, heterogeneous monitoring costs, and aggregate loan quality

Article Abstract:

Simulation of unregulated banking systems, to develop model for calculation of capital requirements for credit management by banking companies, is presented.

Credit Management, Methods, Analysis, Usage, Evaluation, Mathematical models, Relationship banking

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