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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | König, Philipp Johann | en |
dc.date.accessioned | 2010-06-16 | - |
dc.date.accessioned | 2010-08-26T11:57:30Z | - |
dc.date.available | 2010-08-26T11:57:30Z | - |
dc.date.issued | 2010 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aHumboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |cBerlin | en |
dc.relation.ispartofseries | |aSFB 649 Discussion Paper |x2010,027 | en |
dc.subject.jel | G21 | en |
dc.subject.jel | G28 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | prudential regulation | en |
dc.subject.keyword | liquidity requirements | en |
dc.subject.keyword | minimum capital requirements | en |
dc.subject.keyword | global games | en |
dc.subject.stw | Bankinsolvenz | en |
dc.subject.stw | Bankenaufsicht | en |
dc.subject.stw | Mindestreservepolitik | en |
dc.subject.stw | Eigenkapitalvorschriften | en |
dc.subject.stw | Bankenliquidität | en |
dc.subject.stw | Spieltheorie | en |
dc.subject.stw | Theorie | en |
dc.title | Liquidity and capital requirements and the probability of bank failure | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 628583729 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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