The Pricing of Bank Debt Guarantees
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- Arping, Stefan, 2010. "The pricing of bank debt guarantees," Economics Letters, Elsevier, vol. 108(2), pages 119-121, August.
References listed on IDEAS
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- Lorenzo Gai & Federica Ielasi, 2014. "Operational drivers affecting credit risk of mutual guarantee institutions," Journal of Risk Finance, Emerald Group Publishing, vol. 15(3), pages 275-293, May.
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- Andrea Zaghini, 2014. "Bank bonds: size, systemic relevance and the sovereign," Temi di discussione (Economic working papers) 966, Bank of Italy, Economic Research and International Relations Area.
- Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
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More about this item
Keywords
Debt Guarantees; Fair Pricing; Financial Stability;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2009-08-16 (Banking)
- NEP-FMK-2009-08-16 (Financial Markets)
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