Financial Stability 2
Speaker: Jean-Charles Rochet
Date: Tue, Jul 22, 2014
Location: PIMS, University of British Columbia
Conference: The Economics and Mathematics of Systemic Risk and Financial Networks
Subject: Mathematics, Econometrics, Applied Mathematics
Class: Scientific
Date: Tue, Jul 22, 2014
Location: PIMS, University of British Columbia
Conference: The Economics and Mathematics of Systemic Risk and Financial Networks
Subject: Mathematics, Econometrics, Applied Mathematics
Class: Scientific
Abstract:
Capital Regulation and Credit cycles: Rationale for solvency regulations: micro VS macro-prudential. Will Basel III be sufficient? Countercyclical Capital buffers
- Admati et al.(2011) “Why bank capital is not expensive"
-
Gersbach and Rochet (2013) "Capital Regulation and Credit Fluctuations”.
