Excess capital, operational disaster risk, and capital requirements for banks

DOI10.1080/14697688.2010.481631zbMath1217.91197OpenAlexW2082921988MaRDI QIDQ3005359

Mohamed Belhaj

Publication date: 7 June 2011

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2010.481631

Mathematics Subject Classification ID

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

Cites Work

• Risk vs. profit potential:
• Firm behaviour under the threat of liquidation
• Bank capital regulation with random audits.
• Bank Runs, Deposit Insurance, and Liquidity
• Optimization of the flow of dividends
• Optimal Dividends

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