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2010-05-18Buch DOI: 10.18452/4255
Liquidity and Capital Requirements and the Probability of Bank Failure
dc.contributor.authorKönig, Philipp
dc.date.accessioned2017-06-16T00:08:38Z
dc.date.available2017-06-16T00:08:38Z
dc.date.created2010-05-27
dc.date.issued2010-05-18
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4907
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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectprudential regulationeng
dc.subjectliquidity requirementseng
dc.subjectminimum capital requirementseng
dc.subjectglobal gameseng
dc.subject.ddc330 Wirtschaft
dc.titleLiquidity and Capital Requirements and the Probability of Bank Failure
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-100111409
dc.identifier.doihttp://dx.doi.org/10.18452/4255
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages12
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2010
local.edoc.container-issue27
local.edoc.container-year2010
local.edoc.container-erstkatid2195055-6

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