Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition /

We study a simple general equilibrium model in which investment in a risky technology is subject to moral hazard and banks can extract market power rents. We show that more bank competition results in lower economy-wide risk, lower bank capital ratios, more efficient production plans and Pareto-rank...

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Bibliographic Details
Main Author: De Nicolo, Gianni
Other Authors: Lucchetta, Marcella
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/105
Online Access:Full text available on IMF