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Queuing theory applied to the optimal management of bank excess reserves

Taufemback, Cleiton and Da Silva, Sergio (2011): Queuing theory applied to the optimal management of bank excess reserves. Unpublished.

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Abstract

Although 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.

Item Type:MPRA Paper
Language:English
Keywords:bank reserves; queuing theory
Subjects:G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
ID Code:33529
Deposited By:Sergio Da Silva
Deposited On:20. Sep 2011 03:36
Last Modified:20. Sep 2011 03:36
References:

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[2] T. Keister, J. McAndrews, Why are banks holding so many excess reserves?, Federal Reserve Bank of New York staff reports, 380, 2009.

[3] Greenspan, A., Banks need more capital, The Economist, December, 18th 2008.

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[6] E. Jallath-Coria, T. Mukhopadhyay, A. Yaron, How well do banks manage their reserves? NBER working paper, 9388, 2002.

[7] D.R. Skeie, Banking with nominal deposits and inside money, Journal of Financial Intermediation 17 (2008) 562.

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[10] T.S. Rappaport, Wireless Communications: Principles and Practice, 2nd edition, Upper Saddle River, Prentice Hall, 2002.

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