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  1. A400 経済学部/経済学研究科
  2. A400b 紀要
  3. 経済科学
  4. 67(1-2)

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.67.1-2.31
063fa4f5-fdaa-4fd2-ae03-21a81f60a8fc
名前 / ファイル ライセンス アクション
03_SATO-Yoshiaki.pdf 03_SATO-Yoshiaki.pdf (4.3 MB)
Item type 紀要論文 / Departmental Bulletin Paper(1)
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
著者 SATO, Yoshiaki

× SATO, Yoshiaki

WEKO 93685

SATO, Yoshiaki

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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.
内容記述タイプ Abstract
出版者
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
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 ISSN
収録物識別子 0022-9725
ISSN(Online)
収録物識別子タイプ ISSN
収録物識別子 2434-5741
書誌情報 経済科学

巻 67, 号 1-2, p. 31-49, 発行日 2019-09-30
著者版フラグ
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