Essays on banking theory

Detalhes bibliográficos
Autor(a) principal: Silva, Diego Martins
Data de Publicação: 2019
Tipo de documento: Tese
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/27863
Resumo: Nesta tese, nós estudamos a literatura de corrida bancária seguindo a abordagem de desenho de mecanismo. No primeiro capítulo, nós estudamos o impacto de depositantes cautelosos no contrato ótimo oferecido pelo banco. Além disso, nós estudamos as condições para a existência de múltiplo equilílibrio no modelo. No capítulo dois, nóss estudamos depósito interbancário como um mecanismo para evitar corrida bancária. Nós procuramos a rede financeira mais resiliente que não expõe os bancos ao risco de contágio. O último capítulo é sobre seguro-depósito. Nós discutimos sobre os efeitos do seguro-depósito no contrato de pagamento.
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spelling Silva, Diego MartinsEscolas::EPGEMonteiro, Paulo KlingerBertolai, Jefferson Donizeti PereiraCunha, Alexandre Barros daBarbachan, José Santiago FajardoCavalcanti, Ricardo de Oliveira2019-08-13T14:20:49Z2019-08-13T14:20:49Z2019-05-31https://hdl.handle.net/10438/27863Nesta tese, nós estudamos a literatura de corrida bancária seguindo a abordagem de desenho de mecanismo. No primeiro capítulo, nós estudamos o impacto de depositantes cautelosos no contrato ótimo oferecido pelo banco. Além disso, nós estudamos as condições para a existência de múltiplo equilílibrio no modelo. No capítulo dois, nóss estudamos depósito interbancário como um mecanismo para evitar corrida bancária. Nós procuramos a rede financeira mais resiliente que não expõe os bancos ao risco de contágio. O último capítulo é sobre seguro-depósito. Nós discutimos sobre os efeitos do seguro-depósito no contrato de pagamento.In this thesis, we study the bank-run literature following the mechanism-design approach. In first chapter, we study the impact of wariness on optimal payment contract offered by bank, and we study the conditions to multiple equilibria in the model. In chapter two, we study interbank deposit as a mechanism to avoid bank-run. We look for the most resilient network without exposing banks to the risk of contagion. The last chapter is about deposit insurance. We discuss about the effects of deposit insurance on payment contract.engBank runMechanism designWarinessCorrida bancáriaDesenho de mecanismoCautelaEconomiaBancosCrise financeiraSeguro de depósitosEssays on banking theoryinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesis2019-05-31info:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf2530245https://repositorio.fgv.br/bitstreams/5f388f89-7357-4901-a5fd-e091fb33b7f4/downloaddcd5db1cfce323d05efc7c5b24f0e2abMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/637e5fa4-1f8f-46a0-87c8-b2dfacb3113f/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTDiego_EssaysOnBankingTheory.pdf.txtDiego_EssaysOnBankingTheory.pdf.txtExtracted 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dc.title.eng.fl_str_mv Essays on banking theory
title Essays on banking theory
spellingShingle Essays on banking theory
Silva, Diego Martins
Bank run
Mechanism design
Wariness
Corrida bancária
Desenho de mecanismo
Cautela
Economia
Bancos
Crise financeira
Seguro de depósitos
title_short Essays on banking theory
title_full Essays on banking theory
title_fullStr Essays on banking theory
title_full_unstemmed Essays on banking theory
title_sort Essays on banking theory
author Silva, Diego Martins
author_facet Silva, Diego Martins
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.member.none.fl_str_mv Monteiro, Paulo Klinger
Bertolai, Jefferson Donizeti Pereira
Cunha, Alexandre Barros da
Barbachan, José Santiago Fajardo
dc.contributor.author.fl_str_mv Silva, Diego Martins
dc.contributor.advisor1.fl_str_mv Cavalcanti, Ricardo de Oliveira
contributor_str_mv Cavalcanti, Ricardo de Oliveira
dc.subject.eng.fl_str_mv Bank run
Mechanism design
Wariness
topic Bank run
Mechanism design
Wariness
Corrida bancária
Desenho de mecanismo
Cautela
Economia
Bancos
Crise financeira
Seguro de depósitos
dc.subject.por.fl_str_mv Corrida bancária
Desenho de mecanismo
Cautela
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Bancos
Crise financeira
Seguro de depósitos
description Nesta tese, nós estudamos a literatura de corrida bancária seguindo a abordagem de desenho de mecanismo. No primeiro capítulo, nós estudamos o impacto de depositantes cautelosos no contrato ótimo oferecido pelo banco. Além disso, nós estudamos as condições para a existência de múltiplo equilílibrio no modelo. No capítulo dois, nóss estudamos depósito interbancário como um mecanismo para evitar corrida bancária. Nós procuramos a rede financeira mais resiliente que não expõe os bancos ao risco de contágio. O último capítulo é sobre seguro-depósito. Nós discutimos sobre os efeitos do seguro-depósito no contrato de pagamento.
publishDate 2019
dc.date.accessioned.fl_str_mv 2019-08-13T14:20:49Z
dc.date.available.fl_str_mv 2019-08-13T14:20:49Z
dc.date.issued.fl_str_mv 2019-05-31
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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