Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements.

Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements.

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Bibliographic Details
Author / Creator:	Roger, Scott.
Imprint:	Washington : International Monetary Fund, 2011.
Description:	1 online resource (75 pages)
Language:	English
Series:	IMF Working Papers IMF Working Papers.
Subject:	Bank capital -- Econometric models. Bank liquidity -- Econometric models. Bank capital -- Econometric models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12502389

Hidden Bibliographic Details
Other authors / contributors:	Vlcek, Jan.
ISBN:	9781462338481 1462338488 1283564734 9781283564731 9781455260386 145526038X
Notes:	17. The Euro Area-Adjustment of the Capital Adequacy Ratio to 1 p.p. Increase of Requirements. Includes bibliographical references. Print version record.
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.
Other form:	Print version: Roger, Scott. Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements. Washington : International Monetary Fund, ©2011 9781455260386

Description
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.
Item Description:	17. The Euro Area-Adjustment of the Capital Adequacy Ratio to 1 p.p. Increase of Requirements.
Physical Description:	1 online resource (75 pages)
Bibliography:	Includes bibliographical references.
ISBN:	9781462338481 1462338488 1283564734 9781283564731 9781455260386 145526038X