Queuing theory applied to the optimal management of bank excess reserves
AbstractAlthough the economic literature on the optimal management of bank excess reserves is age-old and large, here we suggest a fresh, more practical approach based on queuing theory.
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Bibliographic InfoArticle provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.
Volume (Year): 391 (2012)
Issue (Month): 4 ()
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Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/
Commercial bank excess reserves; Queuing theory;
Other versions of this item:
- Taufemback, Cleiton & Da Silva, Sergio, 2011. "Queuing theory applied to the optimal management of bank excess reserves," MPRA Paper 33529, University Library of Munich, Germany.
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Banking with nominal deposits and inside money,"
Journal of Financial Intermediation,
Elsevier, vol. 17(4), pages 562-584, October.
- Geethanjali Selvaretnam, 2007. "Regulation of Reserves and Interest Rates in a Model of Bank Runs," CDMA Working Paper Series 200714, Centre for Dynamic Macroeconomic Analysis.
- Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron, 2002. "How Well Do Banks Manage Their Reserves?," NBER Working Papers 9388, National Bureau of Economic Research, Inc.
- Todd Keister & James J. McAndrews, 2009.
"Why are banks holding so many excess reserves?,"
Current Issues in Economics and Finance,
Federal Reserve Bank of New York, vol. 15(Dec).
- Frost, Peter A, 1971. "Banks' Demand for Excess Reserves," Journal of Political Economy, University of Chicago Press, vol. 79(4), pages 805-25, July-Aug..
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