On run-preventing contract design

DOI10.1515/BEJTE-2014-0007MaRDI QIDQ1675005zbMATH OpenOpenAlexFDO

Authors Yoshihiro Ohashi

Publication date 26 October 2017

Published in The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL https://www.degruyter.com/view/j/bejte.2015.15.issue-1/bejte-2014-0007/bejte-2014-0007.xml?format=INT

zbMATH Keywords

bank runsdeposit contractsimplementationmechanism designstrategy-proof

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Financial applications of other theories (91G80)

Recommendations

• Run equilibria in the Green-Lin model of financial intermediation
• Preventing bank runs
• Implementing efficient allocations in a model of financial intermediation
• Optimal banking contracts and financial fragility
• Financial intermediaries and markets.

Cites work

• Bank incentives, contract design and bank runs
• Bank Runs, Deposit Insurance, and Liquidity
• Implementing efficient allocations in a model of financial intermediation
• Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard
• Run equilibria in the Green-Lin model of financial intermediation
• Subgame Perfect Implementation
• Virtual Implementation in Iteratively Undominated Strategies: Complete Information

Cited in

(7)

• Deposit contract design with relatively partially honest agents
• Implementing efficient allocations in a model of financial intermediation
• Efficient ex-ante stabilization of firms
• Optimal banking contracts and financial fragility
• Preventing bank runs
• Constraining Delimited Control with Contracts
• Run equilibria in the Green-Lin model of financial intermediation

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