Optimal banking contracts and financial fragility

DOI10.1007/s00199-015-0899-2zbMath1367.91112OpenAlexW2129164460MaRDI QIDQ255169

Todd Keister, Huberto M. Ennis

Publication date: 9 March 2016

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

Full work available at URL: https://doi.org/10.1007/s00199-015-0899-2

zbMATH Keywords

bank runsdemand depositsliquidity insurancesequential service

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

Related Items (7)

Inefficient liquidity provision ⋮ The optimal bailout policy in an interbank network ⋮ Bank bailouts: moral hazard and commitment ⋮ Sophisticated banking contracts and fragility when withdrawal information is public ⋮ Interacting information cascades: on the movement of conventions between groups ⋮ The effect of the central bank's standing facilities on interbank lending and bank liquidity holding ⋮ Introduction to the symposium on bubbles, multiple equilibria, and economic activities

Cites Work

• Enriching information to prevent bank runs
• A bank runs model with a continuum of types
• Run theorems for low returns and large banks
• Herding and bank runs
• Run equilibria in the Green-Lin model of financial intermediation
• Implementing efficient allocations in a model of financial intermediation
• Optimal Diamond-Dybvig mechanism in large economies with aggregate uncertainty
• The role of independence in the Green-Lin Diamond-Dybvig model
• Bank Runs, Deposit Insurance, and Liquidity
• Bailouts and Financial Fragility
• Preventing bank runs
• NOISY SUNSPOTS AND BANK RUNS

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