Deposit Competition and Financial Fragility: Evidence from the US Banking Sector

S-Tier
Journal: American Economic Review
Year: 2017
Volume: 107
Issue: 1
Pages: 169-216

Authors (3)

Mark Egan (not in RePEc) Ali Hortaçsu (University of Chicago) Gregor Matvos (not in RePEc)

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

We develop a structural empirical model of the US banking sector. Insured depositors and run-prone uninsured depositors choose between differentiated banks. Banks compete for deposits and endogenously default. The estimated demand for uninsured deposits declines with banks? financial distress, which is not the case for insured deposits. We calibrate the supply side of the model. The calibrated model possesses multiple equilibria with bank-run features, suggesting that banks can be very fragile. We use our model to analyze proposed bank regulations. For example, our results suggest that a capital requirement below 18 percent can lead to significant instability in the banking system.

Technical Details

RePEc Handle
repec:aea:aecrev:v:107:y:2017:i:1:p:169-216
Journal Field
General
Author Count
3
Added to Database
2026-02-02