Logo
Munich Personal RePEc Archive

Do banks need a supervisor?

Osadchiy, Maksim and Sidorov, Alexander (2019): Do banks need a supervisor?

This is the latest version of this item.

[thumbnail of MPRA_paper_95290.pdf] PDF
MPRA_paper_95290.pdf

Download (629kB)

Abstract

The paper studies a simple microeconomic stochastic model of a bank operating in a competitive environment. The model allows us to describe the conditions on the model parameters that generate both the formation of bubbles in the credit market and the formation of stable banks with self-restrictive behavior, that do not require the intervention of the regulator. The comparative statics of equilibria is studied with respect to the basic parameters of the model, a theoretical assessment is carried out of the probability of bank default based on the values of exogenous factors in both the short and long term.

Available Versions of this Item

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.