Rollover risk and stress test credibility

DOI10.1016/J.GEB.2021.06.006MaRDI QIDQ2049489zbMATH OpenOpenAlexFDO

Authors Ana Elisa Pereira

Publication date 25 August 2021

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.geb.2021.06.006

zbMATH Keywords

bank runsinformation disclosureinformation manipulationstrategic complementarities

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Recommendations

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• Bank Stress Testing: Public Interest or Regulatory Capture?
• Optimal disclosure policy and undue diligence

Cites work

• Advances in economics and econometrics. Theory and applications. Papers from the 8th World Congress of the Econometric Society, Seattle, WA, USA, August 2000. Vol. 2.
• Apparent overconfidence
• Bank Runs, Deposit Insurance, and Liquidity
• Bayesian persuasion with multiple senders and rich signal spaces
• Credulity, lies, and costly talk
• Efficient Use of Information and Social�Value�of�Information
• Endogenous information acquisition in Bayesian games with strategic complementarities
• Global Games and Equilibrium Selection
• Government guarantees and financial stability
• Information Manipulation, Coordination, and Regime Change*
• Information quality and crises in regime-change games
• Minimizing a Submodular Function on a Lattice
• Runs versus lemons: information disclosure and fiscal capacity
• Selection-free predictions in global games with endogenous information and multiple equilibria
• Signaling Games and Stable Equilibria
• Stackelberg versus Cournot equilibrium
• Stress tests and information disclosure

Cited in

(4)

• Stress tests and information disclosure
• Runs versus lemons: information disclosure and fiscal capacity
• Optimal stress tests and liquidation cost
• Persuading large investors

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