Title:

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Authors:

Laurent Clerc (Bank of France)
Alexis Derviz (Czech National Bank)
Caterina Mendicino (Bank of Portugal, State U Ceara)
Stephane Moyen (Deutsche Bundesbank)
Kalin Nikolov (European Central Bank)
Livio Stracca (European Central Bank)

Journal:

International Journal Of Central Banking

Year:

2015

Volume:

11

Number:

3

Pages:

9-63

JEL codes:

E44 - Financial Markets and the Macroeconomy
E58 - Central Banks and Their Policies
E1 - General Aggregative Models
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G3 - Corporate Finance and Governance