 | Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking Author/Editor: Gianni De Nicoló, Andrea Gamba, Marcella Lucchetta. Release Date:March, 2012 This paper studies the impact of bank regulation and taxation in a dynamic model with banks exposed to credit and liquidity risk. We find an inverted U-shaped relationship between capital more...
| Price: $18.00
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| Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing Author/Editor: Gianni De Nicoló, Marcella Lucchetta. Release Date:February, 2012 This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity more...
| Price: $18.00
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 | Bank Competition and Financial Stability : A General Equilibrium Exposition Author/Editor: Marcella Lucchetta, Gianni De Nicolo. Release Date:December, 2011 We study versions of a general equilibrium banking model with moral hazard under either constant or increasing returns to scale of the intermediation technology used by banks to screen and/or monitor more...
| Price: $18.00
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| Systemic Risks and the Macroeconomy Author/Editor: Marcella Lucchetta, Gianni De Nicoló. Release Date:February, 2010 This paper presents a modeling framework that delivers joint forecasts of indicators of systemic real risk and systemic financial risk, as well as stress-tests of these indicators as impulse more...
| Price: $18.00
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| Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition Author/Editor: Gianni De Nicolo, Marcella Lucchetta. Release Date:May, 2009 We study a simple general equilibrium model in which investment in a risky technology is subject to moral hazard and banks can extract market power rents. We show that more bank competition results more...
| Price: $18.00
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