The new financial regulation in Basel III and monetary policy: a macroprudential approach

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The new financial regulation in Basel III and monetary policy: a macroprudential approach

The aim of this paper is to study the interaction between Basel I, II and III regulations with monetary policy. In order to do that, we use a dynamic stochastic general equilibrium (DSGE) model with a housing market, banks, borrowers, and savers. Results show that monetary policy needs to be more ag...

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Bibliographic Details
Main Authors:	Rubio, Margarita, Carrasco-Gallego, José A.
Format:	Article
Published:	Elsevier 2016
Subjects:	Basel I Basel II Basel III Countercyclical capital buffer Macroprudential Capital requirement ratio Credit Borrowers Savers Banks
Online Access:	https://eprints.nottingham.ac.uk/30671/

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