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Banking risks around the world

Banking risks around the world

Luc Laeven

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

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Open Library
Book data from Open Library. Cover images courtesy of Open Library.