E32 - Business Fluctuations; Cycles - Bank of Canada
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2024-03-28T15:37:13+00:00
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Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
https://www.bankofcanada.ca/2013/04/working-paper-2013-8/
Using BoC-GEM-Fin, a large-scale DSGE model with real, nominal and financial frictions featuring a banking sector, we explore the macroeconomic implications of various types of countercyclical bank capital regulations. Results suggest that countercyclical capital requirements have a significant stabilizing effect on key macroeconomic variables, but mostly after financial shocks.
2013-04-08T11:40:14+00:00
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Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
2013-04-08
Economic models
Financial institutions
Financial stability
International topics
Working Paper 2013-08
https://www.bankofcanada.ca/wp-content/uploads/2013/04/wp2013-08.pdf
Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
Carlos De Resende
Ali Dib
René Lalonde
Nikita Perevalov
April 2013
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