Optimal bailouts, bank's incentive and risk

DOI10.1007/S10436-019-00346-ZzbMath1426.91299OpenAlexW2944993095MaRDI QIDQ2334408

Bruno M. Parigi, Marcella Lucchetta, Michele Moretto

Publication date: 7 November 2019

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10278/3713763

zbMATH Keywords

real optionbank closureliquidity assistance

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

Cites Work

• Unnamed Item
• Martingales and arbitrage in multiperiod securities markets
• Optimal contracts and competitive markets with costly state verification
• Bank capital regulation with random audits.
• Balance Sheet Effects, Bailout Guarantees and Financial Crises
• Brownian Models of Performance and Control

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