Optimal bank regulation and fiscal capacity

DOI10.1093/RESTUD/RDZ012MaRDI QIDQ5110014zbMATH OpenOpenAlexWikidataFDO

Authors Vania Stavrakeva

Publication date 14 May 2020

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://lbsresearch.london.edu/id/eprint/1117/1/Stavrakeva_2018_Final.pdf

zbMATH Keywords

moral hazardfiscal capacitypecuniary externalitiesderivatives regulation``too-big-to-failoptimal bank regulation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial networks (including contagion, systemic risk, regulation) (91G45)

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(10)

• Unbounded liabilities, capital reserve requirements and the taxpayer put option
• Allocating losses: bail-ins, bailouts and bank regulation
• Too domestic to fail: liquidity provision and national champions
• Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum
• Optimal bailouts, bank's incentive and risk
• State-contingent bank regulation with unobserved actions and unobserved characteristics
• Financial Regulation in a Quantitative Model of the Modern Banking System
• Bank capital regulation with random audits.
• An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem
• Optimal design of bank regulation under aggregate risk

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