Liquidity and bank capital requirements

Hajime Tomura

No 256, 2010 Meeting Papers from Society for Economic Dynamics

Abstract: in equilibrium. The capital-asset ratio of banks increases in illiquidity of bank assets and the volatility of the market price of bank assets. In the model, both a negative productivity shock and an increase in the degree of asymmetric information can cause a simultaneous deterioration of illiquidity of assets and the market price of assets.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed010:256

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