Bankacılık denetleme ve düzenlemesinin içselleştirilmesi: Bir dinamik denge yaklaşımı

This thesis presents a modified 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 (alpha) in order to ensure the banking sector's long term profitability. We solve the model to examine the effects of alpha on the optimizing agents, which are households, firms and banks. The level of bank regulation and supervision quality affects households, through the fraction of savings that are deposited in the banking system; firms, 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 affects the steady state levels of capital and output positively; and affects 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.