Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2011
Volume: 43
Issue: 8
Pages: 1625-1661

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

The current U.S. bank capital regulation features prompt corrective action, which mandates regulators to intervene in and liquidate banks based on their book‐value capital ratios. To see if prompt corrective action is optimal, I build a dynamic model of repeated interactions between a banker and a regulator. Under hidden choice of risk, private information on returns and limited commitment by the banker, and costly liquidation, I first characterize the optimal incentive‐feasible allocation. I then demonstrate that the optimal allocation is implementable through the combination of a risk‐based deposit insurance premium and a book‐value capital regulation with stochastic liquidation.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:43:y:2011:i:8:p:1625-1661
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29