Some statistical aspects of precautionary reserves in banking

被引：0

作者：

O'Neill, Ben ^{[1
]}

机构：

[1] Univ New South Wales, Dept Phys Environm & Math Sci, Northcott Dr, Canberra, ACT 2601, Australia

来源：

REVIEW OF AUSTRIAN ECONOMICS | 2015年 / 28卷 / 02期

关键词：

Fractional reserve banking; Precautionary reserves;

D O I：

10.1007/s11138-014-0264-x

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

We examine the volatility of overall withdrawal demands in banking using a model allowing for correlation between individual withdrawal demands. We derive various volatility and elasticity results which show the effects of correlated withdrawals in setting precautionary reserves. We discuss the implications of this analysis for fractional reserve banking.

引用

页码：179 / 193

页数：15

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