Bank Runs and Systemic Risk

Name: Bank Runs and Systemic Risk
Rating: 5 (1 reviews)

Edwin H. Neave

2010年12月 · Wiley Global Finance Executive Select 第 174 本图书 · John Wiley and Sons

5.0

1 条评价

电子书

页

评分和评价未经验证了解详情

关于此电子书

This chapter examines performance and stability issues associated with bank operations. It first shows how bank portfolio structures pose a trade-off for both bank and system stability. It next considers policies for reducing the likelihood of speculative bank runs, examining the roles of lender of last resort, deposit insurance, and information production. Finally, the chapter considers how system risks differ from the risk of individual bank operations, and sketches policies for dealing with them.

评分和评价

5.0

1 条评价

作者简介

Edwin H. Neave, PhD, is a former departmental editor of finance for Management Science. He has written more than fifty articles and fifteen books focusing on asset pricing, derivatives pricing, financial system theory, and financial system practice. Neave is the sole academic who is an Honorary Fellow of the Institute of Canadian Bankers, and his banking education programs are currently used in more than forty countries. Neave has held positions as associate professor, Northwestern University; Bank of Montreal Professor of Business and Finance, School of Business, Queen's University; as well as director, Queen's Financial Economics, and professor of economics, both at Queen's University.