The Welfare Costs of Self‐Fulfilling Bank Runs

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2021
Volume: 53
Issue: 2-3
Pages: 401-440

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the welfare implications of self‐fulfilling bank runs and liquidity requirements, in a growth model where banks, facing persistent possible runs, can choose in any period a run‐proof asset portfolio. In this framework, runs distort banks' insurance provision against idiosyncratic shocks, and liquidity requirements resolve this distortion at the cost of a credit tightening. Quantitatively, the welfare costs of self‐fulfilling bank runs are equivalent to a constant consumption loss of up to 2.3% of U.S. GDP. Liquidity requirements might increase these welfare costs by up to 2.4%.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:53:y:2021:i:2-3:p:401-440
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25