cho, hyejin (2014): bank capital regulation model.
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Abstract
This paper aims to introduce three methods for banking capital regulation with the general equilibrium approach in banking. Portfolio composition test effected by the minimum equity capital regulation, deposit affection test and k index are mainly pursuing to meet the goal of bank capital regulation. This paper is designed for the presentation of seminar and conference.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | bank capital regulation model |
| English Title: | bank capital regulation model |
| Language: | English |
| Keywords: | Demand Deposit, Risks of on-the-balancesheet and off-the-balancesheet, portfolio composition, minimum equity capital regulation |
| Subjects: | G - Financial Economics > G0 - General > G00 - General |
| Item ID: | 54409 |
| Depositing User: | mlle hyejin cho |
| Date Deposited: | 14 Mar 2014 15:52 |
| Last Modified: | 05 Oct 2019 13:30 |
| References: | Kim, J. (2011). Milestones About Financial Risk and Basel 3. Korea Reserve Bank, Seoul. South Korea. retrieved from http://public.bokeducation.or.kr/ecostudy/fridayView.do?btNo=4553. Hoose, D. V. (2010). The Industrial Organization Of Banking, Bank Behavior, Market Structure, and Regulation. Springer. Freixas, X., Rochet, J. C. (1999) Microeconomics of Banking. The MIT press. European Central Bank. 2.5 Deposits held with MFIs. retrieved from http://sdw.ecb.europa.eu/reports.do?node=100000145. H6.Money Stock Measures. retrieved from http://www.federalreserve.gov/releases/h6/. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/54409 |
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