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Time-varying Bank Capital Requirements with Capital Distribution Constraints : A DSGE Approach
https://doi.org/10.18999/ecos.67.1-2.31
https://doi.org/10.18999/ecos.67.1-2.31063fa4f5-fdaa-4fd2-ae03-21a81f60a8fc
名前 / ファイル | ライセンス | アクション |
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03_SATO-Yoshiaki.pdf (4.3 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2019-10-08 | |||||
タイトル | ||||||
タイトル | Time-varying Bank Capital Requirements with Capital Distribution Constraints : A DSGE Approach | |||||
言語 | en | |||||
著者 |
SATO, Yoshiaki
× SATO, Yoshiaki |
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アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | capital requirements | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Basel III | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | DSGE model | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | capital distribution constraints | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | countercyclical capital buffer | |||||
抄録 | ||||||
内容記述 | We evaluate stabilizing effects of heightened and time-varying minimum capital requirements on the financial sector and the economy. Under the current Basel regulations with time-varying capital requirements, when financial intermediaries incur losses on capital, they can release extra capital accumulated in advance during normal times. As a result, they do not need to contract credit supply in order to keep their capital ratios high enough during bad times. Our simulation results show that a taxing scheme, which works as capital distribution constraints on intermediaries, significantly enhances stabilizing effects of time-varying minimum capital requirements. This evidence partly provides support for the current Basel III counter-cyclical capital buffer regulations. | |||||
言語 | en | |||||
内容記述タイプ | Abstract | |||||
出版者 | ||||||
言語 | ja | |||||
出版者 | 名古屋大学大学院経済学研究科 | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | departmental bulletin paper | |||||
出版タイプ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
ID登録 | ||||||
ID登録 | 10.18999/ecos.67.1-2.31 | |||||
ID登録タイプ | JaLC | |||||
ISSN(print) | ||||||
収録物識別子タイプ | PISSN | |||||
収録物識別子 | 0022-9725 | |||||
ISSN(Online) | ||||||
収録物識別子タイプ | EISSN | |||||
収録物識別子 | 2434-5741 | |||||
書誌情報 |
ja : 経済科学 巻 67, 号 1-2, p. 31-49, 発行日 2019-09-30 |
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著者版フラグ | ||||||
値 | publisher |