Avoiding bank runs in transition economies: the role of risk neutral capital

Article Abstract:

A model permitting banks to sell equity and deposits indicates that it is possible for panic runs to be avoided even when deposit insurance is not in place. There is an amount of risk neutral capital that is sufficient to permit a run-free optimal outcome, with risk averse depositors being completely insured.

Prevention, Bank runs

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Are scale economies in banking elusive or illusive? Evidence obtained by incorporating capital structure and risk-taking into models of bank production

Article Abstract:

Risk-taking and bank capital models are analyzed to find productivity models for commercial banks. A gap in banking literature concerning microeconomics and productions hazards is also discussed.

United States, Statistical Data Included, Models, Economies of scale, Bank capital

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A note on market-neutral portfolio selection

Article Abstract:

Banks using long-short equity investment strategies under conditions brought by market-neutral strategy are capable of accurately capturing institutional procedures for short selling. The long-short model encapsulates economic and analytical properties that help filter specific securities, which are undesirable. The model, which requires offsetting long and short equity holdings are established jointly, was developed without constraints from the market index.

Research, Portfolio management, Bank investments

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