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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

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”.