Stress tests and information disclosure

DOI10.1016/j.jet.2018.05.013zbMath1417.91323OpenAlexW3121952712WikidataQ129739902 ScholiaQ129739902MaRDI QIDQ1622350

Yaron Leitner, Itay Goldstein

Publication date: 19 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jet.2018.05.013

zbMATH Keywords

adverse selectionBayesian persuasionbank regulationoptimal disclosurestress tests

Mathematics Subject Classification ID

Economics of information (91B44) Signaling and communication in game theory (91A28)

Related Items (20)

Algorithmic Aspects of Private Bayesian Persuasion. ⋮ Dynamic information design: a simple problem on optimal sequential information disclosure ⋮ Bubbles and persuasion with uncertainty over market sentiment ⋮ Monotone persuasion ⋮ Disclosure in epidemics ⋮ Optimal persuasion via bi‐pooling ⋮ Censorship as optimal persuasion ⋮ Optimal disclosure of information to privately informed agents ⋮ Optimal stress tests and liquidation cost ⋮ Public disclosure and private information acquisition: a global game approach ⋮ Trustworthy by design ⋮ Conveying value via categories ⋮ Voluntary disclosure in bilateral transactions ⋮ Test design under voluntary participation ⋮ Mandatory disclosure and financial contagion ⋮ Rollover risk and stress test credibility ⋮ Bayesian persuasion and information design: perspectives and open issues. Introduction to the special issue on communication and persuasion ⋮ Algorithmic Bayesian Persuasion ⋮ Buyer-optimal extensionproof information ⋮ Algorithms for Persuasion with Limited Communication

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