Persuasion by stress testing: optimal disclosure of supervisory information in the banking sector
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2012
|
| Series: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012, 32 |
| Links: | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_12_04_dkp_32.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025468468&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Item Description: | Zsfassungen in dt. und engl. Sprache. - Online-Ausg. im Internet |
| Physical Description: | 39 S. graph. Darst. |
| ISBN: | 9783865588678 9783865588685 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | Titel: Persuasion by stress testing
Autor: Gick, Wolfgang
Jahr: 2012
Contents
1 Introduction 1
2 Model 5
2.1 Primitives................................. 5
2.2 Timing................................... 6
2.3 Preferences ................................ 7
2.4 Investor beliefs.............................. 8
2.4.1 Bayesian updating........................ 8
2.4.2 Distribution of investors posterior beliefs and uncertainty . . 10
2.4.3 Investor decisions......................... 12
2.4.4 Bayesian Plausibility and the value of informative disclosure . 13
3 Optimal disclosure 16
3.1 The supervisor s problem......................... 16
3.2 Optimality of informative disclosure................... 17
3.3 Welfare .................................. 20
4 Conclusion 20
A Proof of Lemma 1: FSD shift of investor beliefs distribution 21
B Proof of Lemma 2: Bayesian Plausibility 23
C Bayesian Plausibility in the supervisor s optimization problem 24
|
| any_adam_object | 1 |
| author | Gick, Wolfgang 1961- Pausch, Thilo 1977- |
| author_GND | (DE-588)171404173 (DE-588)132178176 |
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| dewey-full | 330 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330 |
| dewey-search | 330 |
| dewey-sort | 3330 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV040641406 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:19:29Z |
| institution | BVB |
| isbn | 9783865588678 9783865588685 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025468468 |
| oclc_num | 823262300 |
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| owner | DE-12 DE-355 DE-BY-UBR DE-188 DE-945 |
| owner_facet | DE-12 DE-355 DE-BY-UBR DE-188 DE-945 |
| physical | 39 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank |
| spellingShingle | Gick, Wolfgang 1961- Pausch, Thilo 1977- Persuasion by stress testing optimal disclosure of supervisory information in the banking sector |
| title | Persuasion by stress testing optimal disclosure of supervisory information in the banking sector |
| title_auth | Persuasion by stress testing optimal disclosure of supervisory information in the banking sector |
| title_exact_search | Persuasion by stress testing optimal disclosure of supervisory information in the banking sector |
| title_full | Persuasion by stress testing optimal disclosure of supervisory information in the banking sector Wolfgang Gick ; Thilo Pausch |
| title_fullStr | Persuasion by stress testing optimal disclosure of supervisory information in the banking sector Wolfgang Gick ; Thilo Pausch |
| title_full_unstemmed | Persuasion by stress testing optimal disclosure of supervisory information in the banking sector Wolfgang Gick ; Thilo Pausch |
| title_short | Persuasion by stress testing |
| title_sort | persuasion by stress testing optimal disclosure of supervisory information in the banking sector |
| title_sub | optimal disclosure of supervisory information in the banking sector |
| url | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_12_04_dkp_32.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025468468&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV040156046 |
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