The Application of Macroprudential Capital Requirements in Managing Systemic Risk

When setting banks regulatory capital requirement based on their contribution to the overall risk of the banking system we need to consider that the risk of the banking system as well as each banks risk contribution changes once bank equity capital gets redistributed. Therefore the present paper pro...

Full description

Saved in:
Bibliographic Details
Main Authors: Hong Fan, Chirongo Moses Keregero, Qianqian Gao
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2018/4012163
Tags: Add Tag
No Tags, Be the first to tag this record!