Banking risks around the world
the implicit safety net subsidy approach
We couldn't estimate the reading time for this book.
Author
Contributions
- World Bank. Financial Sector Strategy and Policy Dept. - Contributor
Publication
2000 - World Bank, Financial Sector Strategy and Policy Dept., Washington, D.C, District of Columbia
Language
English
Word Count
0 words, Guess
Page Count
0 pages
Physical Format
Electronic resource
Identifiers
- Library of Congress Control Number2002616164
- Open LibraryOL3669327M
Classifications
- LCCHG3881.5.W57
Alternate Titles
- Implicit safety net subsidy approach
Description
The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets.
Subjects
Topics
RiskBank capitalDeposit insuranceEconometric modelsRisk -- Econometric modelsBank capital -- Econometric modelsDeposit insurance -- Econometric models
Series Statement
- Policy research working paper ;
- 2473
- Policy Research Working Papers ;
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!