An economic assessment of capital requirements in the banking industry

Michel Crouhy; Dan Galai

doi:10.1016/0378-4266(86)90007-5

An economic assessment of capital requirements in the banking industry

Michel Crouhy^*
, Dan Galai

^*Corresponding author for this work

BA Business Department

Research output: Contribution to journal › Article › peer-review

11 Scopus citations

Abstract

The paper uses a two-period model to evaluate the capital requirements imposed on banks. In particular, the interaction between capital requirements and other regulatory measures is analyzed. It is shown that, in a competitive set-up, there is a tradeoff between the capital ratio and the liquidity of assets.

Original language	English
Pages (from-to)	231-241
Number of pages	11
Journal	Journal of Banking and Finance
Volume	10
Issue number	2
DOIs	https://doi.org/10.1016/0378-4266(86)90007-5
State	Published - Jun 1986

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An economic assessment of capital requirements in the banking industry

Abstract

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