Microeconomics of Financial Stability and Banking Regulation
| Project/Area Number |
15K03369
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Economic theory
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| Research Institution | Ritsumeikan University |
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Principal Investigator |
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| Project Period (FY) |
2015-04-01 – 2018-03-31
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| Project Status |
Completed (Fiscal Year 2017)
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| Budget Amount *help |
¥2,990,000 (Direct Cost: ¥2,300,000、Indirect Cost: ¥690,000)
Fiscal Year 2017: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Keywords | ミクロ経済学 / 契約理論 / 銀行論 / 金融システム / 銀行規制 / 銀行間市場 / 銀行システム / 金融危機 / 金利政策 / アナウンスメント効果 / 自己資本比率規制 / 金融ショック |
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| Outline of Final Research Achievements |
A massive amount of liquidity provided by uninsured wholesale depositors makes modern banks more vulnerable to an exogenous financial shock. The purpose of this research is to explore the liquidity management of banks to protect the safety of uninsured deposits against the shock. The main result shows that an appropriately designed regulatory framework can resolve the conflict of interest between shareholder-centered banks and their depositors, by inducing the banks to maintain the safety of their deposits by reallocating liquidity through the interbank trading.
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Report
(4 results)
Research Products
(9 results)
