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A dynamic model of bank behaviour under multiple regulatory constraints
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| Personen und Körperschaften: | , , |
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| Titel: | A dynamic model of bank behaviour under multiple regulatory constraints/ Markus Behn, Claudio Daminato, Carmelo Salleo |
| Format: | E-Book |
| Sprache: | Englisch |
| veröffentlicht: |
Frankfurt am Main, Germany
European Central Bank
[2019]
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| Gesamtaufnahme: |
Europäische Zentralbank: Working paper series ; no 2233 (January 2019)
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| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
| Zusammenfassung: | We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and liquidity structures and analyses the effects of changes in regulatory capital and liquidity requirements as well as their interaction. Our findings suggest that adjustments in both types of requirements can have an impact on loan supply, with considerable heterogeneity across banks and over time. The model illustrates that banks' reactions depend on initial balance sheet conditions and reconciles evidence on short-term reductions in loan supply with findings suggesting that better capitalized banks are better able to lend in the medium- to long-term. |
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| Umfang: | 1 Online-Ressource (circa 63 Seiten); Illustrationen |
| ISBN: |
9789289934954
9289934956 |
| DOI: | 10.2866/943267 |