Bank Interest Margin, Multiple Shadow Banking Activities, and Capital Regulation

Bank Interest Margin, Multiple Shadow Banking Activities, and Capital Regulation

In this paper, we develop a contingent claim model to evaluate a bank’s equity and liabilities that integrates the premature default risk conditions with loan rate-setting behavioral mode and multiple shadow banking activities under capital regulation. The barrier options theory of corpora...

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Bibliographic Details
Main Authors: Jyh-Horng Lin, Shi Chen, Fu-Wei Huang
Format: Article
Language:English
Published: MDPI AG 2018-07-01
Series:International Journal of Financial Studies
Subjects:
wealth management products
entrusted loans
bank interest margin
capital regulation
Online Access:http://www.mdpi.com/2227-7072/6/3/63

Internet

http://www.mdpi.com/2227-7072/6/3/63

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