The effectiveness of capital requirements

Bank liquidity is a key component of the post Global Crisis environment. In this video, Kebin Ma discusses the interaction between market liquidity risk and funding liquidity risk. Capital requirements for preventing bank losses might not be as effective as we thought. The video was recorded in April 2016 at the First Annual Spring Symposium on Financial Economics organised by CEPR and the Brevan Howard Centre at Imperial College.

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Topics:  Financial markets Financial regulation and banking Global crisis

Tags:  capital requirements, market liquidity, global crisis

Kebin Ma

Assistant Professor of Finance, Warwick Business School

Events

CEPR Policy Research