Hidden Bibliographic Details
| Other authors / contributors: | Vlcek, Jan.
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| ISBN: | 9781462338481
1462338488
1283564734
9781283564731
9781455260386
145526038X
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| Notes: | 17. The Euro Area-Adjustment of the Capital Adequacy Ratio to 1 p.p. Increase of Requirements.
Includes bibliographical references.
Print version record.
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| Summary: | This paper uses a DSGE model with banks and financial frictions in credit markets to assess the medium-term macroeconomic costs of increasing capital and liquidity requirements. The analysis indicates that the macroeconomic costs of such measures are sensitive to the length of the implementation period as well as to the adjustment strategy used by banks, and the scope for monetary policy to respond to the regulatory changes.
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| Other form: | Print version: Roger, Scott. Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements. Washington : International Monetary Fund, ©2011 9781455260386
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