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文章基本信息

  • 标题:Policies for banking crises: A theoretical framework
  • 本地全文:下载
  • 作者:Rafael Repullo
  • 期刊名称:CEMFI Working Papers / Centro de Estudios Monetarios y Financieros, Madrid
  • 出版年度:2004
  • 卷号:2004
  • 出版社:Centro de Estudios Monetarios y Financieros, Madrid
  • 摘要:

    This paper analyzes the effects on ex ante risk-shifting incentives and ex post fiscal costs of three policies that are frequently used in dealing with banking crises, namely, forbearance from prudential regulations, extension of blanket deposit guarantees, and provision of unrestricted liquidity support. In the context of a simple model of information-based bank runs, where banks are funded with both insured and uninsured deposits, the paper shows that the expectation of implementation of any of these policies leads to a reduction in the interest rate of uninsured deposits and in the banks incentives to take risk, but increases the expected fiscal costs of the crises.

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