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Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees

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  • Fries,S.
  • Mella-Barral,P.
  • Perraudin,W.R.M.

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Suggested Citation

  • Fries,S. & Mella-Barral,P. & Perraudin,W.R.M., 1995. "Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees," Cambridge Working Papers in Economics 9417, Faculty of Economics, University of Cambridge.
    • Handle: RePEc:cam:camdae:9417
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    References listed on IDEAS

    as
    1. Leland, Hayne E, 1994. "Corporate Debt Value, Bond Covenants, and Optimal Capital Structure," Journal of Finance, American Finance Association, vol. 49(4), pages 1213-1252, September.
    2. repec:bla:jfinan:v:44:y:1989:i:5:p:1313-33 is not listed on IDEAS
    3. Dumas, Bernard, 1991. "Super contact and related optimality conditions," Journal of Economic Dynamics and Control, Elsevier, vol. 15(4), pages 675-685, October.
    4. Kane, Edward J., 1986. "Appearance and reality in deposit insurance: The case for reform," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 175-188, June.
    5. Allen, Linda & Saunders, Anthony, 1993. "Forbearance and valuation of deposit insurance as a callable put," Journal of Banking & Finance, Elsevier, vol. 17(4), pages 629-643, June.
    6. Fries Steven & Mason Robin & Perraudin William, 1993. "Evaluating Deposit Insurance for Japanese Banks," Journal of the Japanese and International Economies, Elsevier, vol. 7(4), pages 356-386, December.
    7. James, Christopher, 1991. "The Losses Realized in Bank Failures," Journal of Finance, American Finance Association, vol. 46(4), pages 1223-1242, September.
    8. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
    9. Pennacchi, George G., 1987. "Alternative forms of deposit insurance : Pricing and bank incentive issues," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 291-312, June.
    10. Dreyfus, Jean-Francois & Saunders, Anthony & Allen, Linda, 1994. "Deposit Insurance and Regulatory Forbearance: Are Caps on Insured Deposits Optimal?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 412-438, August.
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    banks ; management;

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