Matthew Canzoneri, Behzad Diba, Luca Guerrieri, Arsenii Mishin | We build a quantitatively relevant macroeconomic model with endogenous risk-taking. In our model, deposit insurance and limited liability can lead banks…
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Thursday, August 6, 2020
FEDS 2020-056: Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules
Matthew Canzoneri, Behzad Diba, Luca Guerrieri, Arsenii Mishin | We build a quantitatively relevant macroeconomic model with endogenous risk-taking. In our model, deposit insurance and limited liability can lead banks…
Read More
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