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Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin >
SFB 649 Discussion Papers, HU Berlin >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/39333
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | König, Philipp Johann | | en_US |
| dc.date.accessioned | | 2010-06-16 | | en_US |
| dc.date.accessioned | | 2010-08-26T11:57:30Z | | - |
| dc.date.available | | 2010-08-26T11:57:30Z | | - |
| dc.date.issued | | 2010 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/39333 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | SFB 649, Economic Risk Berlin | | en_US |
| dc.relation.ispartofseries | | SFB 649 discussion paper 2010,027 | | en_US |
| dc.subject.jel | | G21 | | en_US |
| dc.subject.jel | | G28 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | prudential regulation | | en_US |
| dc.subject.keyword | | liquidity requirements | | en_US |
| dc.subject.keyword | | minimum capital requirements | | en_US |
| dc.subject.keyword | | global games | | en_US |
| dc.subject.stw | | Bankinsolvenz | | en_US |
| dc.subject.stw | | Bankenaufsicht | | en_US |
| dc.subject.stw | | Mindestreservepolitik | | en_US |
| dc.subject.stw | | Eigenkapitalvorschriften | | en_US |
| dc.subject.stw | | Bankenliquidität | | en_US |
| dc.subject.stw | | Spieltheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Liquidity and capital requirements and the probability of bank failure | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 628583729 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | SFB 649 Discussion Papers, HU Berlin
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