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Journal of Financial Stability Vol. 33 2017

An overlapping generations model of taxpayer bailouts of banks

Oz Shy1; Rune Stenbacka2

1 University of Massachusetts Lowell · 2 Hanken School of Economics

Abstract

The paper constructs an overlapping generations model to evaluate how different bank rescue plans affect banks’ risk-taking incentives. For a non-competitive banking industry, we find bailout with tax imposed on the old generation or equity bail-in to be efficient policies in the sense that they implement socially optimal risk-taking. In a competitive banking sector, no-bailout implements the socially-optimal risk-taking. Bailout policies financed by a tax imposed on the young generation always induce excessive risk-taking.

DOI
10.1016/j.jfs.2017.10.003
Volume
33
Pages
71-80
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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