Mohammad Ali Rastegar
School of Industrial and Systems Engineering, Tarbiat Modares University
[ 1 ] - Does One Size Fit All? The Impact of Liquidity Requirements on Bank\'s Insolvency: Evidence from Iranian Listed Banks
According to the Basel III regulatory framework, uniform minimum liquidity requirements have been imposed on all types of banks. Using an agent-based model of a banking system, we investigate the effects of liquidity requirements on banks' insolvency under two policy experiments in one of which the minimum liquidity requirements are applied uniformly and in the other differentially across banks...
نویسندگان همکار