Endogenizing banking regulation and supervision : a dynamic equilibrium approach

buir.advisorNeyaptı, Bilin
dc.contributor.authorKarakoyun, Oğuz Kaan
dc.date.accessioned2017-09-08T10:48:40Z
dc.date.available2017-09-08T10:48:40Z
dc.date.copyright2017-08
dc.date.issued2017-08
dc.date.submitted2017-09-07
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionThesis (M.S.): Bilkent University, Department of Economics, İhsan Doğramacı Bilkent University, 2017.en_US
dc.descriptionIncludes bibliographical references (leaves 40-42).en_US
dc.description.abstractThis thesis presents a modi ed dynamic general equilibrium model by introducing a supervisory and regulatory agent (RS) that is responsible for setting the level of bank regulation and supervision quality ( ) in order to ensure the banking sector's long term pro tability. We solve the model to examine the e ects of on the optimizing agents, which are households, rms and banks. The level of bank regulation and supervision quality a ects households, through the fraction of savings that are deposited in the banking system; rms, through the fraction of performing loans that they get from the banks; and banks, through the degree of law enforcement on the banks. Our model yields a unique equilibrium with the expected outcomes; that is to say, bank regulation and supervision quality a ects the steady state levels of capital and output positively; and a ects the steady state rates of deposit and loan interest negatively. We also examine the comparative statics of the steady state level of capital, the steady state rates of deposit and loan interest with respect to the rest of the model parameters.en_US
dc.description.provenanceSubmitted by Betül Özen (ozen@bilkent.edu.tr) on 2017-09-08T10:48:40Z No. of bitstreams: 1 10163462.pdf: 739041 bytes, checksum: f312d7abaab110c85c797998e50174da (MD5)en
dc.description.provenanceMade available in DSpace on 2017-09-08T10:48:40Z (GMT). No. of bitstreams: 1 10163462.pdf: 739041 bytes, checksum: f312d7abaab110c85c797998e50174da (MD5) Previous issue date: 2017-09en
dc.description.statementofresponsibilityby Oğuz Kaan Karakoyun.en_US
dc.embargo.release2020-09-07
dc.format.extentxii, 60 leaves : charts (some color) ; 30 cmen_US
dc.identifier.itemidB156135
dc.identifier.urihttp://hdl.handle.net/11693/33582
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBanking Regulatory and Supervisory Agenten_US
dc.subjectFinancial Stabilityen_US
dc.subjectMonetary Policyen_US
dc.titleEndogenizing banking regulation and supervision : a dynamic equilibrium approachen_US
dc.title.alternativeBankacılık denetleme ve düzenlemesinin içselleştirilmesi : bir dinamik denge yaklaşımıen_US
dc.typeThesisen_US
thesis.degree.disciplineEconomics
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMA (Master of Arts)

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