Systemic risk components and deposit insurance premia
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DOI: 10.1080/14697688.2012.664942
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Citations
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Cited by:
- Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2013. "Evaluating the effects of the EU directive proposal for risk-based deposit insurance premiums in Spain," Working Papers 13.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
- Jose Fique, 2016. "A Microfounded Design of Interconnectedness-Based Macroprudential Policy," Staff Working Papers 16-6, Bank of Canada.
- Lim, Hanah, 2022. "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, vol. 45(C).
- Mainik Georg & Schaanning Eric, 2014. "On dependence consistency of CoVaRand some other systemic risk measures," Statistics & Risk Modeling, De Gruyter, vol. 31(1), pages 49-77, March.
- Drehmann, Mathias & Tarashev, Nikola, 2013.
"Measuring the systemic importance of interconnected banks,"
Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 586-607.
- Nikola Tarashev & Mathias Drehmann, 2011. "Measuring the systemic importance of interconnected banks," BIS Working Papers 342, Bank for International Settlements.
- Pilar G -Fernᮤez-Aguado & Antonio Partal-Ure & Antonio Trujillo-Ponce, 2014. "Moving toward risk-based deposit insurance premiums in the European Union: the case of Spain," Applied Economics, Taylor & Francis Journals, vol. 46(13), pages 1547-1564, May.
- Jose Fique, 2015. "A Microfounded Design of Interconnectedness-Based Macroprudential Regulation," CAEPR Working Papers 2015-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- International Association of Deposit Insurers, 2020. "Evaluation of Differential Premium Systems for Deposit Insurance," IADI Research Papers 20-06, International Association of Deposit Insurers.
- Chen Chen & Garud Iyengar & Ciamac C. Moallemi, 2013. "An Axiomatic Approach to Systemic Risk," Management Science, INFORMS, vol. 59(6), pages 1373-1388, June.
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