Uncertainty as commitment

A-Tier
Journal: Journal of Monetary Economics
Year: 2016
Volume: 80
Issue: C
Pages: 124-140

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

When governments cannot commit to not providing bailouts, banks may take excessive risks and generate crises. At the outbreak of a financial crisis, however, governments are usually uncertain about its systemic nature, and may delay intervention to learn more from endogenous market outcomes. We show such delay introduces strategic restraint: banks restrict their portfolio riskiness relative to their peers to avoid being the worst performers and bearing the costs of delay. Hence, uncertainty has the potential to self-discipline banks and mitigate crises in the absence of commitment. We study the effects of standard regulations on these novel forces.

Technical Details

RePEc Handle
repec:eee:moneco:v:80:y:2016:i:c:p:124-140
Journal Field
Macro
Author Count
2
Added to Database
2026-01-26