The effect of private investments on banks' capital requirements

A simple leverage ratio restriction is not efficient because it does not discriminate between risky and safe banks. We use a structural and comprehensive model of the firm's asset growth to describe the equity buy-out portfolios' stylized facts for two types of banks. We derive a leverage...

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Bibliographic Details
Main Author: Arayssi, Mahmoud (author)
Format: article
Published: 2016
Online Access:http://hdl.handle.net/10725/3851
http://dx.doi.org/10.1080/1351847X.2015.1049283
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
http://www.tandfonline.com/doi/abs/10.1080/1351847X.2015.1049283
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