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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Detalhes bibliográficos
Main Authors:Laeven, Luc
Corporate Authors:World Bank
Formato: Online-Resource
Idioma:English
Publicado em:Washington, D.C : World Bank, Financial Sector Strategy and Policy Dept, 2000
Colecção:Policy research working paper
Assuntos:
Acesso em linha:URL des Erstveröffentlichers
Descrição
Resumo: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
Descrição do item:"November 2000"--Cover. - Includes bibliographical references (p. 22-23). - Title from title screen as viewed on Oct. 04, 2002
Nebentitel: Implicit safety net subsidy approach
Descrição Física:1 Online-Ressource (34 Seiten)