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.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
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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.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
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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.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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