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Liquidation Costs and Risk- Based Bank Capital

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Author Info
Helena M. Mullins and David H. Pyle.
Abstract

Bank capital rules which do not recognize audit costs, liquidation costs and portfolio diversification can seriously underestimate actuarially fair capital requirements. If depositors do not have access to low cost alternatives, the effect of higher requirements can be imposed on them. Otherwise, they need absorb only costs associated with minimum-risk, minimum-cost assets. If borrowers have direct access to financial markets or can borrow from uninsured, less highly levered institutions, insured banks facing a fair risk-based capital requirement and fixed premium cannot attract them. A schedule of required capital and insurance premium pairs would allow banks to retain investment flexibility.

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Publisher Info
Paper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number RPF-225.

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Date of creation: 01 Jan 1993
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Handle: RePEc:ucb:calbrf:rpf-225

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