In this paper we examine the quantitative effects of margin regulation on volatility in asset markets. We consider a … of collateral constraints leads to strong excess volatility. Thus, a regulation of margin requirements may have … stabilizing effects. However, in line with the empirical evidence on margin regulation in U.S. stock markets, we show that changes …

has partial control over bank regulation it can exercise regulatory lenience. Two, the Fed's stronger output orientation … procyclical capital regulation …

In this paper, we investigate how the introduction of sophisticated, model-based capital regulation affected the … measurement of credit risk by financial institutions. Model-based regulation was meant to enhance the stability of the financial … challenges that accompanies complex regulation are too high simpler rules may increase the efficacy of financial regulation …

Prior to the financial crisis, prudential regulation in the EU was implemented non-uniformly across countries, as … crisis. Prudential frameworks also explain banks' liquidity buffers even in absence of a specific liquidity regulation, which …

has partial control over bank regulation it can exercise regulatory lenience. Two, the Fed’s stronger output orientation … procyclical capital regulation. …