Bank capital regulation with random audits.

DOI10.1016/S0165-1889(01)00045-8zbMath1033.91013OpenAlexW2158110003MaRDI QIDQ1605428

Günter Strobl, Manfred Plank, Josef Zechner, Sudipto Bhattacharya

Publication date: 15 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00045-8

zbMATH Keywords

Excessive risksOptimal bank closure rulesPoisson-distributed auditsUnderlying assets

Mathematics Subject Classification ID

Related Items (5)

Unintended consequences of the market risk requirement in banking regulation ⋮ Excess capital, operational disaster risk, and capital requirements for banks ⋮ Capital regulation and auditing ⋮ On the regulator-insurer interaction in a structural model ⋮ Optimal bailouts, bank's incentive and risk

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