 | 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...
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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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