Capital regulation and monetary policy with fragile banks

A-Tier
Journal: Journal of Monetary Economics
Year: 2013
Volume: 60
Issue: 3
Pages: 311-324

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Optimizing banks subject to runs are introduced in a macro model to study the transmission of monetary policy and its interplay with bank capital regulation when banks are risky. A monetary expansion and a positive productivity shock increase bank leverage and risk. Risk-based capital requirements amplify the cycle and are welfare detrimental. Within a class of simple policy rules, the best combination includes mildly anticyclical capital ratios (as in Basel III) and a response of monetary policy to asset prices or bank leverage.

Technical Details

RePEc Handle
repec:eee:moneco:v:60:y:2013:i:3:p:311-324
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24