We analyze optimal risk management strategies for a regulatory restricted bank financed with deposits and equity in an … infinite horizonmodel. The bank has a positive franchise value from rents coming from deposit related services (liquidity … franchise value and the liquidation costs in case of a bank run give the bank a motivation for risk management. The franchise …

Die folgende Vorlage will als Hilfe bei der Entwicklung, Formulierung und Überprüfung der Risikopolitk einer Bank …

and avoiding bank failures through suitable regulation are also treated in a rigorous, yet easy-to-understand way …. Economics of Banking: [bullet] treats financial intermediation both from the point of view of the bank itself and from that of …