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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...
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Series: | IMF working paper ;
WP/17/68. |
| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- 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.