Banking risks around the world the implicit safety net subsidy approach
The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets
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| Format: | eBook |
| Language: | English |
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Washington, D.C
World Bank, Financial Sector Strategy and Policy Dept
2000
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| Series: | Policy research working paper
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| Collection: | World Bank E-Library Archive - Collection details see MPG.ReNa |
| Summary: | The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets |
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| Item Description: | "November 2000"--Cover. - Includes bibliographical references (p. 22-23). - Title from title screen as viewed on Oct. 04, 2002 |