Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/39333 
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dc.contributor.authorKönig, Philipp Johannen
dc.date.accessioned2010-06-16-
dc.date.accessioned2010-08-26T11:57:30Z-
dc.date.available2010-08-26T11:57:30Z-
dc.date.issued2010-
dc.identifier.urihttp://hdl.handle.net/10419/39333-
dc.description.abstractUsing 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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |cBerlinen
dc.relation.ispartofseries|aSFB 649 Discussion Paper |x2010,027en
dc.subject.jelG21en
dc.subject.jelG28en
dc.subject.ddc330en
dc.subject.keywordprudential regulationen
dc.subject.keywordliquidity requirementsen
dc.subject.keywordminimum capital requirementsen
dc.subject.keywordglobal gamesen
dc.subject.stwBankinsolvenzen
dc.subject.stwBankenaufsichten
dc.subject.stwMindestreservepolitiken
dc.subject.stwEigenkapitalvorschriftenen
dc.subject.stwBankenliquiditäten
dc.subject.stwSpieltheorieen
dc.subject.stwTheorieen
dc.titleLiquidity and capital requirements and the probability of bank failure-
dc.type|aWorking Paperen
dc.identifier.ppn628583729en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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