Optimal bank portfolio choice under fixed-rate deposit insurance

Anlong Li

No 9111, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: An analysis of the investment decisions of a bank whose deposits are fully insured under fixed-rate insurance, showing how banks dynamically adjust their investment portfolios in response to market information and how this flexibility affects both investment decisions and the fair cost of deposit insurance.

Keywords: Deposit insurance; Bank investments (search for similar items in EconPapers)
Date: 1991
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://fraser.stlouisfed.org/scribd/?item_id=4945 ... 1-11.pdf#scribd-open Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:9111

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers (Old Series) from Federal Reserve Bank of Cleveland Contact information at EDIRC.
Bibliographic data for series maintained by 4D Library ().