Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives

Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis shows that internal model-based capital estimates are biased by safety-net-generated... READ MORE...

Publication date: July 2002
ISBN 9781451854831
$15.00

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