Bank Leverage and Social Welfare

S-Tier
Journal: American Economic Review
Year: 2016
Volume: 106
Issue: 5
Pages: 560-64

Authors (2)

Lawrence Christiano (not in RePEc) Daisuke Ikeda (Bank of Japan)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

We describe a general equilibrium model in which an agency problem arises because bankers must exert an unobserved and costly effort to perform their task. Suppose aggregate banker net worth is too low to insulate creditors from bad outcomes on their balance sheet. Then, banks borrow too much in equilibrium because there is a pecuniary externality associated with bank borrowing. Social welfare is increased by imposing a binding leverage restriction on banks. We formalize this argument and provide a numerical example.

Technical Details

RePEc Handle
repec:aea:aecrev:v:106:y:2016:i:5:p:560-64
Journal Field
General
Author Count
2
Added to Database
2026-01-25