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Asset illiquidity and dynamic bank capital requirements
Hajime Tomura
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peer-review
3
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Business & Economics
Asset Markets
23%
Asset Prices
20%
Assets
48%
Asymmetric Information
59%
Banking
15%
Business Cycles
18%
Capital Requirements
89%
Downside Risk
24%
Dynamic Stochastic General Equilibrium Model
25%
Equity
23%
Friction
21%
Illiquidity
99%
Lemons Problem
32%
Liability
17%
Liquidity
16%
Pooling
22%
Productivity Shocks
25%