Abstract

https://ssrn.com/abstract=2392778
 


 



A Model of Self-Regulation in Banking Industry


Sofiane Aboura


Université Paris XIII Nord - Department of Economics and Management

Emmanuel Lepinette


Université Paris-Dauphine - CEREMADE, CNRS

February 8, 2014


Abstract:     
This article derives a model of self-regulation where banks issue insurance products to hedge their leverage ratio. This approach is an alternative policy to Basel regulation for controlling systemic risk without increasing equity level. We show some conditions under which the model can be applied to each of the 22 banks of 5 major countries from 2005 to 2012.

Number of Pages in PDF File: 11

Keywords: Self-regulation, banking regulation, systemic risk, insurance

JEL Classification: E44, E58, G01, G21, G28


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Date posted: February 9, 2014  

Suggested Citation

Aboura, Sofiane and Lepinette, Emmanuel, A Model of Self-Regulation in Banking Industry (February 8, 2014). Available at SSRN: https://ssrn.com/abstract=2392778 or http://dx.doi.org/10.2139/ssrn.2392778

Contact Information

Sofiane Aboura (Contact Author)
Université Paris XIII Nord - Department of Economics and Management ( email )
99 avenue Jean-Baptiste
Clément, Villetaneuse 93430
France
Emmanuel Lepinette
Université Paris-Dauphine - CEREMADE, CNRS ( email )
Place du Marechal de Lattre de Tassigny
Paris Cedex 16, 75775
France

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