Banking risks around the world
Subtitle: the implicit safety net subsidy approach
By: Luc Laeven.
Contributors: World Bank. Financial Sector Strategy and Policy Dept.
Series: Policy research working paper ;; 2473; Policy Research Working Papers ;; 2473.
Publisher: World Bank, Financial Sector Strategy and Policy Dept.
Published: 2000
Place of publication: Washington, D.C
Language: eng
Format: Electronic resource
Subjects: Bank capital -- Econometric models.; Deposit insurance -- Econometric models.; Risk -- Econometric models.
Other titles: Implicit safety net subsidy approach
Description: The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets.
Notes: Includes bibliographical references (p. 22-23).
Title from title screen as viewed on Oct. 04, 2002.
"November 2000"--Cover.
Also available in print.
Mode of access: World Wide Web.