Microprudential bank capital regulation in a complex system

This paper analyzes the efficacy of microprudential (bank-level) capital requirements in mitigating failure cascades in a network of interconnected banks. In simulation exercises, microprudential capital requirements redistribute the troubled assets of undercapitalized banks more broadly within the...

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Detalles Bibliográficos
Autor principal: McKeever, Daniel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10008987/
https://www.ncbi.nlm.nih.gov/pubmed/36923878
http://dx.doi.org/10.1016/j.heliyon.2023.e14118

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10008987/
https://www.ncbi.nlm.nih.gov/pubmed/36923878
http://dx.doi.org/10.1016/j.heliyon.2023.e14118

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