Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements /

This paper uses a DSGE model with banks and financial frictions in credit markets to assess the medium-term macroeconomic costs of increasing capital and liquidity requirements. The analysis indicates that the macroeconomic costs of such measures are sensitive to the length of the implementation per...

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Bibliographic Details
Main Author: Roger, Scott
Other Authors: Vlcek, Jan
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2011.
Series:IMF Working Papers; Working Paper ; No. 2011/103
Online Access:Full text available on IMF