A Model of Self-Regulation in Banking Industry

Sofiane Aboura and Emmanuel Lépinette-Denis
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Sofiane Aboura: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Emmanuel Lépinette-Denis: Passau University - Passau University

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Abstract: This article derives a model of self-regulation where banks issue insurance products to hedge their leverage ratio. This approach is an alternative policy to Basel regulation for controlling systemic risk without increasing equity level. We show some conditions under which the model can be applied to each of the 22 banks of 5 major countries from 2005 to 2012.

Keywords: Self-regulation; Banking regulation; Systemic risk; Insurance (search for similar items in EconPapers)
Date: 2017-05-23
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-01526370

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