Konferenzbeitrag
Bank Capital Regulation and Endogenous Shadow Banking Crises
We study the macroeconomic effects of bank capital requirements in an economy with two banking sectors. Banks are connected through a wholesale funding market. Anticipated banking crises occur endogenously in the form of self-fulfilling wholesale funding rollover crises. Retail bank capital requirements can reduce the frequency and severity of banking crises. Tightening retail bank capital requirements increases the size and leverage of the shadow banking sector through a novel channel that works through the anticipation of banking crises. A policy which corrects this spillover is more than twice as effective in reducing the frequency and severity of banking crises.
- Language
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Englisch
- Bibliographic citation
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Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2019: 30 Jahre Mauerfall - Demokratie und Marktwirtschaft - Session: Macroeconomics I ; No. C18-V3
- Classification
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Wirtschaft
Financial Markets and the Macroeconomy
Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies
Financial Institutions and Services: Government Policy and Regulation
- Subject
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Bank capital regulation
shadow banking
anticipated bank runs
- Event
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Geistige Schöpfung
- (who)
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Poeschl, Johannes
Zhang, Xue
- Event
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Veröffentlichung
- (who)
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ZBW - Leibniz-Informationszentrum Wirtschaft
- (where)
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Kiel, Hamburg
- (when)
-
2019
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Poeschl, Johannes
- Zhang, Xue
- ZBW - Leibniz-Informationszentrum Wirtschaft
Time of origin
- 2019
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