Financial crisis and bank run: an analysis through game theory

Mancini, Gianmarco (A.A. 2024/2025) Financial crisis and bank run: an analysis through game theory. Tesi di Laurea in Microeconomics, Luiss Guido Carli, relatore Luigi Marengo, pp. 51. [Bachelor's Degree Thesis]

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Abstract/Index

Liquidity risk and intertemporal investment choices. Introduction to liquidity needs. The structure of the model. Investments under autarky. Investment model with market participation. Investment model with the presence of a planner. Bank fragility and multiple equilibria: the diamond-DYBVIG model. Banking efficiency and fragility. Bank run model. Shadow banking system. The eurozone crisis and central bank intervention. Coordination in sovereign markets. Monetary union without fiscal backing. OMT and credible commitment. Incentives and perspective.

References

Bibliografia: pp. 48-50. Sitografia: p. 51.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair: Microeconomics
Thesis Supervisor: Marengo, Luigi
Academic Year: 2024/2025
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 01 Sep 2026 12:11
Last Modified: 01 Sep 2026 12:11
URI: https://tesi.luiss.it/id/eprint/46633

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