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How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations? /
We present a model that describes how different types of bank regulation can interact to affect the likelihood of fire sales in a crisis. In our model, risk shifting motives drive how banks recapitalize following a negative shock, leading banks to concentrate their portfolios. Regulation affects the...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Colección: | IMF working paper ;
WP/17/68. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?; 1 Introduction; 2 Basic Model; 3 Generalized model; 4 Results; 5 Conclusion; References.