Banking risks around the world the implicit safety net subsidy approach

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

Bibliographische Detailangaben

1. Verfasser:	Laeven, Luc (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C World Bank, Financial Sector Strategy and Policy Dept 2000
Schriftenreihe:	Policy research working paper 2473
Schlagworte:	Ökonometrisches Modell Bank capital > Econometric models Deposit insurance > Econometric models Risk > Econometric models
Online-Zugang:	URL des Erstveröffentlichers
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