Banking risks around the world
Banking risks around the world
About this book
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.
Details
- OL Work ID
- OL5699054W
Subjects
Bank capitalDeposit insuranceEconometric modelsRisk