Working Paper No. 15-20 on the Welfare Properties of Fractional Reserve Banking

نویسندگان

  • Daniel R. Sanches
  • Mitchell Berlin
  • Douglas Gale
  • Chao Gu
  • Todd Keister
  • Guido Menzio
  • Will Roberds
  • David Skeie
چکیده

Monetary economists have long recognized a tension between the bene…ts of fractional reserve banking, such as the ability to undertake more pro…table (long-term) investment opportunities, and the di¢ culties associated with it, such as the risk of insolvency for each bank and the associated losses to bank liability holders. I show that a speci…c banking arrangement (a joint-liability scheme) provides an e¤ective mechanism for ensuring the ex-post transfer of reserves from liquid banks to illiquid banks, so it is possible to select a socially e¢ cient reserve ratio in the banking system that preserves the safety of bank liabilities as a store of value and maximizes the rate of return paid to bank liability holders. Keywords: fractional reserve banking, reserve management, risk sharing JEL classi…cations: E42, G21

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تاریخ انتشار 2015