Optimal capital requirements with noisy signals on banking risk

DOI10.1007/s00199-020-01310-zzbMath1484.91506OpenAlexW3085994035MaRDI QIDQ825196

Enoch Hill, David Perez-Reyna, Kai Ding

Publication date: 17 December 2021

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-020-01310-z

zbMATH Keywords

asymmetric informationcapital requirementsbanking regulation

Mathematics Subject Classification ID

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

Cites Work

• Chaotic banking crises and regulations
• Sources of TFP growth: occupational choice and financial deepening
• Deposit insurance and bank regulation in a monetary economy: a general equilibrium exposition
• Bank capital, fire sales, and the social value of deposits

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