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DP15841 The long-run effects of risk: an equilibrium approach 智库出版物
2022
作者:  Christiaan van der Kwaak;  João Madeira;  Nuno Palma
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Financial intermediation  Risk  investment  Regulation  Endogenous leverage  Limited liability  Costly state verification  Deposit insurance  
DP11940 Global Banking: Endogenous Competition and Risk Taking 智库出版物
2017
作者:  Ester Faia;  Gianmarco Ottaviano
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Global bank  Oligopoly  Oligopsony  Endogenous risk taking  Expectation of rents extraction  Appetite for leverage  
DP11678 Divergent Reference-Dependent Risk-Attitudes and Endogenous Collateral Constraints 智库出版物
2016
作者:  Ester Faia
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Loss averse borrowers  Risk-tolerance  Endogenous price of risk  Excessive leverage  Occasionally binding constraints