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The Foundations of Banks' Risk Regulation : A Review of the Literature

Dionne, Georges - 2004

Persistent link: https://www.econbiz.de/10012738753

Ahnert, Toni; Martinez-Miera, David - 2021

We model asset opacity and deposit rate choices of banks who imperfectly compete for uninsured deposits, are subject to runs, and face a threat of entry. Higher competition increases deposit rates and bank fragility, resulting in an intermediate socially optimal level of bank competition. We...

Persistent link: https://www.econbiz.de/10013329652

Decision-Making During the Crisis : Why Did the Treasury Let Commercial Banks Fail?

Croci, Ettore - 2015

Limited attention has been paid to the comparative fate of banks benefiting from TARP Capital Purchase Program (CPP) funding and less fortunate banks subject to FDIC resolution. We address this omission by investigating two core issues. One is whether commercial banks that ended up being subject...

Persistent link: https://www.econbiz.de/10013029215

Preventing (panic) bank runs

Kiss, Hubert J.; Rodríguez-Lara, Ismael; Rosa-Garcia, … - 2022

Andolfatto et al. (2017) proposes a mechanism to eliminate bank runs that occur as a coordination problem among … depositors (Diamond and Dybvig, 1983). Building on their work, we conduct a laboratory experiment where we offer depositors the … occur because of a coordination problem among depositors but also panic bank runs (Kiss et al., 2018) that occur when …

Persistent link: https://www.econbiz.de/10014451902

Bank Runs : The Pre-Deposit Game

Shell, Karl - 2016

We analyze in some detail the full pre-deposit game in a simple, tractable, yet very rich, banking environment. How does run-risk affect the optimal deposit contract? If there is a run equilibrium in the post-deposit game, then the optimal contract in the pre-deposit game tolerates runs for...

Persistent link: https://www.econbiz.de/10013002827

Bank Runs, Prudential Tools and Social Welfare in a Global Game General Equilibrium Model

Ikeda, Daisuke - 2020

The regulatory framework of Basel III features joint requirements on bank capital and liquidity. I study such requirements by developing a general equilibrium model with bank runs in a global game framework. The model highlights the role of noisy information for studying liquidity and shows that...

Persistent link: https://www.econbiz.de/10012852107

System Stability and (Bad) Experience : An Experimental Study of Banking Crises

Hegglin, René - 2015

-based bank runs. In this paper we implement an experiment based on a global games approach. We investigate the effects of …

Persistent link: https://www.econbiz.de/10013020871

Bailouts of Systemically Relevant Banks Do Not Create Moral Hazard

Birchler, Urs - 2016

Many economists and policy-makers believe that bailouts of systemically important financial institutions (SIFIs), though unavoidable ex post, are inefficient ex ante: The expectation of such bailouts is said to lead to moral hazard in the form of excessive risk taking. We argue that this view...

Persistent link: https://www.econbiz.de/10012986783

Dynamic coordination and bankruptcy regulations

Zhong, Hongda; Zhou, Zhen - 2025

Persistent link: https://www.econbiz.de/10015418999

Dynamic coordination and bankruptcy regulations

Zhong, Hongda; Zhou, Zhen - 2025

Persistent link: https://www.econbiz.de/10015419000