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.
If you are using pip, 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
The full project documentation is available here for detailed specifications.
The documentation was built with pdoc.