Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/39333
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dc.contributor.authorKönig, Philipp Johannen_US
dc.date.accessioned2010-06-16en_US
dc.date.accessioned2010-08-26T11:57:30Z-
dc.date.available2010-08-26T11:57:30Z-
dc.date.issued2010en_US
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_US
dc.language.isoengen_US
dc.publisher|aSFB 649, Economic Risk |cBerlinen_US
dc.relation.ispartofseries|aSFB 649 discussion paper |x2010,027en_US
dc.subject.jelG21en_US
dc.subject.jelG28en_US
dc.subject.ddc330en_US
dc.subject.keywordprudential regulationen_US
dc.subject.keywordliquidity requirementsen_US
dc.subject.keywordminimum capital requirementsen_US
dc.subject.keywordglobal gamesen_US
dc.subject.stwBankinsolvenzen_US
dc.subject.stwBankenaufsichten_US
dc.subject.stwMindestreservepolitiken_US
dc.subject.stwEigenkapitalvorschriftenen_US
dc.subject.stwBankenliquiditäten_US
dc.subject.stwSpieltheorieen_US
dc.subject.stwTheorieen_US
dc.titleLiquidity and capital requirements and the probability of bank failureen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn628583729en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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