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Bank Runs: Deposit Insurance and Capital Requirements

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Author Info
Russell Cooper (Boston University, U.S.A.)
Thomas W. Ross (University of British Columbia, Canada)

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Abstract

Diamond and Dybvig provide a model of intermediation in which deposit insurance can avoid socially undesirable bank runs. We extend the Diamond-Dybvig model to evaluate the costs and benefits of deposit insurance in the presence of moral hazard by banks and monitoring by depositors. We find that complete deposit insurance alone will not support the first-best outcome: depositors will not have adequate incentives for monitoring and banks will invest in excessively risky projects. However, an additional capital requirement for banks can restore the first-best allocation. Copyright 2002 by the Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Resarch Association

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File URL: http://openurl.ingenta.com/content?genre=article&issn=0020-6598&volume=43&spage=55
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Publisher Info
Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

Volume (Year): 43 (2002)
Issue (Month): 1 (February)
Pages: 55-72
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Handle: RePEc:ier:iecrev:v:43:y:2002:i:1:p:55-72

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  1. Geethanjali Selvaretnam, 2006. "How Noisy Should a Noisy Signal be: A Model of Bank Runs," Economics Discussion Papers 606, University of Essex, Department of Economics. [Downloadable!]
  2. Antoine Martin, 2008. "Reconciling Bagehot with the Fed's response to September 11," Staff Reports 217, Federal Reserve Bank of New York. [Downloadable!]
  3. François Marini, 2003. "Bank Insolvency, Deposit Insurance, and Capital Adequacy," Journal of Financial Services Research, Springer, vol. 24(1), pages 67-78, August. [Downloadable!] (restricted)
  4. Haibin Zhu, 2000. "Optimal Bank Runs without Self-Fulfilling Prophecies," Econometric Society World Congress 2000 Contributed Papers 1753, Econometric Society. [Downloadable!]
  5. Deep, Akash & Schaefer, Guido, 2004. "Are Banks Liquidity Transformers?," Working Paper Series rwp04-022, Harvard University, John F. Kennedy School of Government. [Downloadable!]
  6. Marie Hoerova, 2007. "Run-prone banking and asset markets," Working Paper Series 845, European Central Bank. [Downloadable!]
  7. Moheeput, Ashwin, 2008. "Financial Systems, Micro-Systemic Risks and Central Bank Policy : An Analytical Taxonomy of the Literature," The Warwick Economics Research Paper Series (TWERPS) 856, University of Warwick, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-17.


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