https://github.com/pechouc/bank_regulation_project

Academic project on bank regulation conducted in the 1st year of the Master in Economics of Institut Polytechnique de Paris.
https://github.com/pechouc/bank_regulation_project

banking economics-models

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Academic project on bank regulation conducted in the 1st year of the Master in Economics of Institut Polytechnique de Paris.

• Host: GitHub
• URL: https://github.com/pechouc/bank_regulation_project
• Owner: pechouc
• Created: 2021-02-13T10:57:26.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2021-04-06T22:07:53.000Z (almost 4 years ago)
• Last Synced: 2024-11-19T19:07:08.366Z (2 months ago)
• Topics: banking, economics-models
• Language: Jupyter Notebook
• Homepage:
• Size: 1.84 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Project Presentation

This repository is part of an academic project conducted by Aurel Mélard, Victor Morisson and Paul-Emmanuel Chouc in the first year of the Master in Economics of Institut Polytechnique de Paris and under the supervision of Prof. Jean-Marc Bourgeon.

The goal of this project is to explore the rationale behind regulatory policies imposed to the financial sector and to analyse, from a theoretical standpoint, their efficiency. It mainly builds up on the "The three pillars of Basel II: optimizing the mix", a paper published by Jean-Paul Decamps, Jean-Charles Rochet and Benoît Roger in the *Journal of Financial Intermediation* in 2002.

This repository hosts the code written so as to run simulations of the model developed by aforementioned authors and to test its applicability to macroeconomic shock scenarios.

# How to Use the Code in this Repository?

## Install the Python Package

If you are using [pip](https://pip.pypa.io/en/stable/), you can run the following command to install the `bank_regulation_project` package:

```pip install --upgrade git+https://github.com/pechouc/bank_regulation_project.git```

## Refer to the Documentation

The full project documentation is available [here](https://pechouc.github.io/bank_regulation_project/) for detailed specifications.

The documentation was built with [pdoc](https://pdoc3.github.io/pdoc/).