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  1. 133 社会科学研究所
  2. 社會科學研究
  3. 64
  4. 3
  1. 0 資料タイプ別
  2. 30 紀要・部局刊行物
  3. 社會科學研究
  4. 64
  5. 3

Bank Runs and Interbank Markets : A Heuristic Example

http://hdl.handle.net/2261/61134
41d82066-8498-4186-96be-d58fdb0dfbd8
名前 / ファイル ライセンス アクション
shk064003007.pdf shk064003007.pdf (988.8 kB)
Item type 紀要論文 / Departmental Bulletin Paper(1)
公開日 2016-11-20
タイトル
タイトル Bank Runs and Interbank Markets : A Heuristic Example
言語
言語 eng
キーワード
主題 Bank runs
主題Scheme Other
キーワード
主題 Interbank Markets
主題Scheme Other
キーワード
主題 Coordination Failure
主題Scheme Other
キーワード
主題 Bayesian Perfect Equilibrium
主題Scheme Other
キーワード
主題 Mismatch of Maturity between Lending and Borrowing
主題Scheme Other
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ departmental bulletin paper
著者 西島, 益幸

× 西島, 益幸

WEKO 161104

西島, 益幸

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著者別名
識別子
識別子 161105
識別子Scheme WEKO
姓名
姓名 NISHIJIMA, Masuyuki
著者所属
著者所属 横浜市立大学国際総合科学部
抄録
内容記述タイプ Abstract
内容記述 This paper offers an example of the game in which banks make lending and borrowing decisions while depositors choose when to withdraw, to better understand how the interbank market rescues a bank at risk of bank runs. Our example is based on Postlewaite & Vives (1987) and adds banks and the interbank market. We show that there is a Bayesian perfect equilibrium in which the interbank market collapses and a bank run occurs. There is also an equilibrium where banks refuse to lend and a bank run happens when a situation of the bank run (strategic withdrawal) is associated with a situation of default of the rescue loan. Therefore, the interbank market alone does not necessarily save a bank at risk of bank runs.
内容記述
内容記述タイプ Other
内容記述 特集 新しい金融経済学
書誌情報 社會科學研究

巻 64, 号 3, p. 101-113, 発行日 2013-03-26
ISSN
収録物識別子タイプ ISSN
収録物識別子 2189-4256
書誌レコードID
収録物識別子タイプ NCID
収録物識別子 AN00108966
著者版フラグ
値 publisher
出版者
出版者 東京大学社会科学研究所
出版者別名
Institute of Social Science, The University of Tokyo
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