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DOI: 10.1016/j.jfs.2022.101070
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- Eric Jondeau & Jean-Guillaume Sahuc, 2022. "Bank capital shortfall in the euro area," Post-Print hal-03771767, HAL.
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Cited by:
- Aurélien Espic & Lisa Kerdelhué & Julien Matheron, 2024. "Capital Requirements in Light of Monetary Tightening," Working papers 947, Banque de France.
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More about this item
Keywords
Capital shortfall; Systemic risk; Leverage; Financial system; Euro area; DSGE model;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Statistics
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