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Title:Implications for banking stability and welfare under capital shocks and countercyclical requirements Author(s):BEKIROS, Stelios D.
; NILAVONGSE, Rachatar; UDDIN, Gazi SalahDate:2017Type:Working PaperSeries/Number:EUI ECO; 2017/06Abstract:This paper incorporates anticipated and unexpected shocks to bank capital into a DSGE model with a banking sector. We apply this model to study Basel III countercyclical capital requirements and their implications for ...
; NILAVONGSE, Rachatar; UDDIN, Gazi SalahDate:2017Type:Working PaperSeries/Number:EUI ECO; 2017/06Abstract:This paper incorporates anticipated and unexpected shocks to bank capital into a DSGE model with a banking sector. We apply this model to study Basel III countercyclical capital requirements and their implications for ...