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
Na minha lista:
| 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 |
| 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) |