The pricing of bank debt guarantees

Authors
Publication date 2010
Journal Economics Letters
Volume | Issue number 108 | 2
Pages (from-to) 119-121
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam Business School Research Institute (ABS-RI)
Abstract We analyze the desirability of fair pricing of government guarantees for bank liabilities. Fair pricing is desirable only if the banking sector is sufficiently transparent. In opaque banking systems, fair pricing may exacerbate banks' incentive to take excessive risks.
Document type Article
Language English
Published at https://doi.org/10.1016/j.econlet.2010.04.045
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