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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Bibliographische Detailangaben
1. Verfasser: Roger, Scott
Weitere Verfasser: Vlcek, Jan
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2011.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2011/103
Online Zugang:Full text available on IMF
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245 1 0 |a Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements /  |c Scott Roger, Jan Vlcek. 
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300 |a 1 online resource (51 pages) 
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520 3 |a 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 period as well as to the adjustment strategy used by banks, and the scope for monetary policy to respond to the regulatory changes. 
538 |a Mode of access: Internet 
700 1 |a Vlcek, Jan. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2011/103 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2011/103/001.2011.issue-103-en.xml  |z IMF e-Library