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Reviewing Bank Regulatory Objectives Under Uncertail Information

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  • Elettra Agliardi

Abstract

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.

Suggested Citation

  • Elettra Agliardi, 2010. "Reviewing Bank Regulatory Objectives Under Uncertail Information," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 19-39.
    • Handle: RePEc:fan:steste:v:html10.3280/ste2010-100003
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    More about this item

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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