Banking risks around the world : the implicit safety net subsidy approach / Luc Laeven Laeven, Luc

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Laeven, Luc
Banks and banking - Econometric models.; Bank capital - Econometric models.; Deposit insurance - Econometric models.
The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets.
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