Microprudential Regulation in a Dynamic Model of Banking

Article, Preprint OPEN
Gianni De Nicolò ; Andrea Gamba ; Marcella Lucchetta (2014)
  • Journal: Review of Financial Studies, volume 27, issue 7, pages 2,097-2,138
  • Related identifiers: doi: 10.1093/rfs/hhu022

This paper studies the quantitative impact of microprudential bank regulations on bank lending and value metrics of efficiency and welfare in a dynamic model of banks that are financed by debt and equity, undertake maturity transformation, are exposed to credit and liqu... View more
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