Watch What They Do, Not What They Say : Estimating Regulatory Costs from Revealed Preferences /

We show that distortion in the size distribution of banks around regulatory thresholds can be used to identify costs of bank regulation. We build a structural model in which banks can strategically bunch their assets below regulatory thresholds to avoid regulations. The resulting distortion in the s...

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Bibliografiska uppgifter
Huvudupphovsman: Alvero, Adrien
Övriga upphovsmän: Ando, Sakai, Xiao, Kairong
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2022.
Serie:IMF Working Papers; Working Paper ; No. 2022/041
Ämnen:
Länkar:Full text available on IMF
Beskrivning
Sammanfattning:We show that distortion in the size distribution of banks around regulatory thresholds can be used to identify costs of bank regulation. We build a structural model in which banks can strategically bunch their assets below regulatory thresholds to avoid regulations. The resulting distortion in the size distribution of banks reveals the magnitude of regulatory costs. Using U.S. bank data, we estimate the regulatory costs imposed by the Dodd-Frank Act. Although the estimated regulatory costs are substantial, they are significatnly lower than those in self-reported estimates by banks.
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Fysisk beskrivning:1 online resource (89 pages)
Materialtyp:Mode of access: Internet
ISSN:1018-5941
Tillgång:Electronic access restricted to authorized BRAC University faculty, staff and students