An incentive problem in the dynamic theory of banking.

DOI10.1016/S0304-4068(02)00072-1MaRDI QIDQ1867772zbMATH OpenFDO

Authors Ernst-Ludwig von Thadden

Publication date 2 April 2003

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4068(02)00072-1

zbMATH Keywords

BankingContinuous timeDeposit contractsDynamic programmingIncentive compatibilityLiquidity

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62)

Recommendations

• Banking, incentive constraints, and demand deposit contracts with nonlinear returns
• Bank incentives, contract design and bank runs
• Optimal banking contracts and financial fragility
• Bank Runs, Deposit Insurance, and Liquidity
• Dynamic banking with non-maturing deposits

Cites work

• A Theory of Debt Based on the Inalienability of Human Capital
• Aggregation and Social Choice: A Mean Voter Theorem
• Bank Runs, Deposit Insurance, and Liquidity
• scientific article; zbMATH DE number 3798532 (Why is no real title available?)
• scientific article; zbMATH DE number 1869269 (Why is no real title available?)
• Implementing efficient allocations in a model of financial intermediation
• Labor income, borrowing constraints, and equilibrium asset prices
• The law of large numbers with a continuum of i.i.d. random variables

Cited in

(6)

• Incentive schemes with multiple agents and bankcruptcy constraints
• Banking, incentive constraints, and demand deposit contracts with nonlinear returns
• On the dynamic programming approach to incentive constraint problems
• A mathematical treatment of bank monitoring incentives
• Dynamic banking with non-maturing deposits
• Bank incentives, contract design and bank runs

This page was built for publication: An incentive problem in the dynamic theory of banking.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1867772)