@techreport{Konig2010Liquidity,
abstract = {Using the model of Rochet and Vives (2004), this note shows that a prudential regulator can in general not mitigate a bank's failure risk solely by means of liquidity requirements. However, their effectiveness can be restored if, in addition, minimum capital requirements are met. This provides a rationale for capital requirements beyond the commonly envoked reasoning that they are to be used to control the riskiness of banks' asset portfolios.},
address = {Berlin},
author = {Philipp Johann K\"{o}nig},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {G21; G28; 330; prudential regulation; liquidity requirements; minimum capital requirements; global games; Bankinsolvenz; Bankenaufsicht; Mindestreservepolitik; Eigenkapitalvorschriften; Bankenliquidit\"{a}t; Spieltheorie; Theorie},
language = {eng},
number = {2010,027},
publisher = {SFB 649, Economic Risk},
title = {Liquidity and capital requirements and the probability of bank failure},
type = {SFB 649 discussion paper},
url = {http://hdl.handle.net/10419/39333},
year = {2010}
}
