Bank capital requirements and collateralised lending markets

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Bank capital requirements and collateralised lending markets

In this paper, we take as a baseline a dynamic stochastic general equilibrium (DSGE) model, which features a housing market, borrowers, savers and banks, in order to evaluate the welfare and macroeconomic effects of the new fixed capital requirements in the Basel accords. Our results show that the h...

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Bibliographic Details
Main Authors:	Rubio, Margarita, Carrasco-Gallego, José A.
Format:	Article
Published:	Wiley 2017
Subjects:	Basel I Basel II Basel III Banking regulation Welfare Banking supervision Macro- prudential Capital requirement ratio Credit Countercyclical capital buffer
Online Access:	https://eprints.nottingham.ac.uk/38928/

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