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Reviewing Bank Regulatory Objectives Under Uncertail Information

  • Elettra Agliardi

A bank liquidation policy problem is analysed within a Merton framework where an appropriate notion of capital adequacy is introduced. The value of the deposit insurance liabilities and bank equity are derived. The effects of capital requirements on risk-shifting and bank reorganization are discussed, with a comparison of different regulatory regimes (in keeping with the Basel I and II Accords) and their impact on banks’ behaviour.

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Article provided by FrancoAngeli Editore in its journal STUDI ECONOMICI.

Volume (Year): LXV (2010)
Issue (Month): 100 ()
Pages: 19-39

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Handle: RePEc:fan:steste:v:html10.3280/ste2010-100003
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