Banking risks around the world : the implicit safety net subsidy approach

Banking risks around the world : the implicit safety net subsidy approach / Luc Laeven

The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets

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Bibliographic Details
Main Authors:Laeven, Luc
Corporate Authors:World Bank
Format: Online-Resource
Language:English
Published:Washington, D.C : World Bank, Financial Sector Strategy and Policy Dept, 2000
Series:Policy research working paper
Subjects:
Ökonometrisches Modell
Bank capital > Econometric models
Deposit insurance > Econometric models
Risk > Econometric models
Online Access:URL des Erstveröffentlichers
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