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Credit risk and the deposit insurance premium: a note

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  • Dermine, Jean
  • Lajeri, Fatma

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  • Dermine, Jean & Lajeri, Fatma, 2001. "Credit risk and the deposit insurance premium: a note," Journal of Economics and Business, Elsevier, vol. 53(5), pages 497-508.
    • Handle: RePEc:eee:jebusi:v:53:y:2001:i:5:p:497-508
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    2. Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2022. "Banks’ risk taking and creditors’ bargaining power," Journal of Corporate Finance, Elsevier, vol. 74(C).
    3. Fu-Wei Huang & Panpan Lin & Jyh-Horng Lin & Ching-Hui Chang, 2023. "The impact of war on insurer safety: a contingent claim model analysis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-6, December.
    4. Liu, Hailong & Li, Rui & Yuan, Jinjian, 2018. "Deposit insurance pricing under GARCH," Finance Research Letters, Elsevier, vol. 26(C), pages 242-249.
    5. Stefan Nagel & Amiyatosh Purnanandam, 2020. "Banks’ Risk Dynamics and Distance to Default," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2421-2467.
    6. Chen, Shi & Yang, Yang & Lin, Jyh-Horng, 2020. "Capped borrower credit risk and insurer hedging during the COVID-19 outbreak," Finance Research Letters, Elsevier, vol. 36(C).
    7. Giandomenico, Rossano, 2014. "Finance & Stochastic," MPRA Paper 71627, University Library of Munich, Germany.
    8. Chen, Shi & Huang, Fu-Wei & Lin, Jyh-Horng, 2023. "Green technology choices under the cap-and-trade mechanism with insurer green finance in a dragon-king environment," Energy Economics, Elsevier, vol. 117(C).
    9. Li, Xuelian & Chen, Lingzhi & Lin, Jyh-Horng, 2023. "Cap-and-trade mechanisms, green technology investment, and shadow insurance in a black swan environment," Energy Economics, Elsevier, vol. 124(C).
    10. Shi Chen & Fu-Wei Huang & Jyh-Horng Lin, 2022. "Borrowing-Firm Emission Trading, Bank Rate-Setting Behavior, and Carbon-Linked Lending under Capital Regulation," Sustainability, MDPI, vol. 14(11), pages 1-14, May.
    11. Dermine, Jean, 2015. "Basel III leverage ratio requirement and the probability of bank runs," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 266-277.
    12. Chang, Chuen-Ping, 2012. "Default probability of a captive credit bank with government capital injections: A capped barrier option approach," Economic Modelling, Elsevier, vol. 29(6), pages 2444-2450.
    13. Jou, Rosemary & Chen, Shi & Tsai, Jeng-Yan, 2017. "Politically connected lending, government capital injection, and bank performance," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 220-232.
    14. Hwei-Lin Chuang & Shih-Cheng Lee & Yi-Chun Lin & Min-Teh Yu, 2009. "Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan," Quantitative Finance, Taylor & Francis Journals, vol. 9(1), pages 1-8.
    15. Sharon Peleg†Lazar & Alon Raviv, 2017. "Bank Risk Dynamics Where Assets are Risky Debt Claims," European Financial Management, European Financial Management Association, vol. 23(1), pages 3-31, January.
    16. Bojidar Bojinov, 2003. "The Deposit Insurance in Bulgaria: Is the time for change?," Finance 0310013, University Library of Munich, Germany.
    17. Michel Crouhy & Dan Galai, 2018. "Are Banks Special?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 1-19, December.
    18. Chen, Shi & Lin, Ku-Jun, 2016. "Effects of government capital injection on bank and bank-dependent borrower," Economic Modelling, Elsevier, vol. 52(PB), pages 618-629.
    19. Li, Xuelian & Zhou, Wei & Lin, Jyh-Jiuan & Chang, Ching-Hui, 2023. "Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades," Energy Economics, Elsevier, vol. 121(C).
    20. Peleg Lazar, Sharon & Raviv, Alon, 2019. "The risk spiral: The effects of bank capital and diversification on risk taking," International Review of Financial Analysis, Elsevier, vol. 65(C).
    21. Shi Chen & Fu-Wei Huang & Jyh-Horng Lin, 2022. "Effects of Cap-and-Trade Mechanism and Financial Gray Rhino Threats on Insurer Performance," Energies, MDPI, vol. 15(15), pages 1-20, July.
    22. Atreya, Nikhil & Mjøs, Aksel & Persson, Svein-Arne, 2015. "Making Bank: Why High Bank Leverage is Optimal - for the Bank's Shareholders," Discussion Papers 2015/33, Norwegian School of Economics, Department of Business and Management Science.
    23. Homolle, Susanne, 2004. "Bank capital regulation, asset risk, and subordinated uninsured debt," Journal of Economics and Business, Elsevier, vol. 56(6), pages 443-468.
    24. Chen, Shi & Huang, Fu-Wei & Lin, Jyh-Horng, 2022. "Life insurance policyholder protection, government green subsidy, and cap-and-trade transactions in a black swan environment," Energy Economics, Elsevier, vol. 115(C).
    25. Li, Xuelian & Lin, Jyh-Horng, 2016. "Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 98-109.

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