| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP7819 |
| DP7819 Banking-on-the-Average Rules | |
| Hans Gersbach; Volker Hahn | |
| 发表日期 | 2010-05-23 |
| 出版年 | 2010 |
| 语种 | 英语 |
| 摘要 | In this paper, we introduce a new requirement for bank capital: banking-on-the-average rules. Under these rules a bank?s required level of equity capital is monotonically increasing in the realized equity capital of its peers. In a simple model we illustrate the workings of banking-on-the-average rules. We show that in booms these rules can prevent banks from taking excessive risks. Moreover, they alleviate the socially harmful procyclicality of conventional equity-capital rules, which may induce banks to cut back excessively on lending. Finally, we argue that under these rules prudent banks can impose prudency on other banks. In addition, banking-on-the-average rules ensure the build-up of bank equity capital in booms and thus avoid excessive leverage. |
| 主题 | Financial Economics |
| 关键词 | Banking crisis Banking on the average Banking system Equity-capital requirements |
| URL | https://cepr.org/publications/dp7819 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/536656 |
| 推荐引用方式 GB/T 7714 | Hans Gersbach,Volker Hahn. DP7819 Banking-on-the-Average Rules. 2010. |
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