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Alternative forms of deposit insurance : Pricing and bank incentive issues

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Cited by:

  1. Carbó-Valverde, Santiago & Kane, Edward J. & Rodriguez-Fernandez, Francisco, 2013. "Safety-net benefits conferred on difficult-to-fail-and-unwind banks in the US and EU before and during the great recession," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1845-1859.
  2. Duan, Jin-Chuan & Simonato, Jean-Guy, 2002. "Maximum likelihood estimation of deposit insurance value with interest rate risk," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 109-132, January.
  3. 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.
  4. Antonio Falato & David Scharfstein, 2016. "The Stock Market and Bank Risk-Taking," NBER Working Papers 22689, National Bureau of Economic Research, Inc.
  5. Jacky So & Jason Z. Wei, 2004. "Deposit Insurance and Forbearance Under Moral Hazard," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 707-735, December.
  6. Chiang, Shu Ling & Tsai, Ming Shann, 2020. "The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 345-356.
  7. Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2009. "Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany," European Journal of Law and Economics, Springer, vol. 27(2), pages 177-209, April.
  8. Jin-Chuan, Duan & Moreau, Arthur F. & Sealey, C. W., 1995. "Deposit insurance and bank interest rate risk: Pricing and regulatory implications," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1091-1108, September.
  9. Camara, Antonio & Davidson, Travis & Fodor, Andrew, 2020. "Bank asset structure and deposit insurance pricing," Journal of Banking & Finance, Elsevier, vol. 114(C).
  10. Acharya, Sankarshan, 1996. "Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium," Journal of Banking & Finance, Elsevier, vol. 20(2), pages 351-375, March.
  11. Liu, Hailong & Li, Rui & Yuan, Jinjian, 2018. "Deposit insurance pricing under GARCH," Finance Research Letters, Elsevier, vol. 26(C), pages 242-249.
  12. Michael Falkenheim & George Pennacchi, 2003. "The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 121-148, October.
  13. Reza Vaez-Zadeh & Danyang Xie & Edda Zoli, 2002. "MODIS: A Market-Oriented Deposit Insurance Scheme," Finance 0212001, University Library of Munich, Germany.
  14. William P. Osterberg & James B. Thomson, 1992. "Forbearance, subordinated debt, and the cost of capital for insured depository institutions," Economic Review, Federal Reserve Bank of Cleveland, vol. 28(Q III), pages 16-26.
  15. Kahn, Charles M. & Santos, Joao A.C., 2005. "Allocating bank regulatory powers: Lender of last resort, deposit insurance and supervision," European Economic Review, Elsevier, vol. 49(8), pages 2107-2136, November.
  16. Epps, T. W. & Pulley, Lawrence B. & Humphrey, David B., 1996. "Assessing the FDIC's premium and examination policies using 'Soviet' put options," Journal of Banking & Finance, Elsevier, vol. 20(4), pages 699-721, May.
  17. Bhagat, Sanjai & Bolton, Brian & Lu, Jun, 2015. "Size, leverage, and risk-taking of financial institutions," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 520-537.
  18. Jan Bartholdy & Glenn Boyle & Roger Stover, 2004. "Deposit insurance and the stock market: evidence from Denmark," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 567-578.
  19. Stone, Anna-Leigh, 2021. "Double the insurance, double the funds?," Journal of Banking & Finance, Elsevier, vol. 133(C).
  20. Bakirov Rustam & Grishan Maxim, 2003. "Banking regulation and financial stability," EERC Working Paper Series 99-088e, EERC Research Network, Russia and CIS.
  21. Alkis Georgiadis-Harris & Maxi Guennewig, 2023. "Bank Resolution, Deposit Insurance, and Fragility," CRC TR 224 Discussion Paper Series crctr224_2023_477, University of Bonn and University of Mannheim, Germany.
  22. Aerdt Houben & Jan Kakes & Garry Schinasi, 2004. "Towards a framework for financial stability," DNB Occasional Studies 201, Netherlands Central Bank, Research Department.
  23. Laeven, Luc, 2002. "Pricing of deposit insurance," Policy Research Working Paper Series 2871, The World Bank.
  24. Chuang‐Chang Chang & San‐Lin Chung & Ruey‐Jenn Ho & Yu‐Jen Hsiao, 2022. "Revisiting the valuation of deposit insurance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 77-103, January.
  25. Armen Hovakimian & Edward Kane & Luc Laeven, 2003. "How Country and Safety-Net Characteristics Affect Bank Risk-Shifting," Journal of Financial Services Research, Springer;Western Finance Association, vol. 23(3), pages 177-204, June.
  26. Laeven, Luc, 2002. "International evidence on the value of deposit insurance," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 721-732.
  27. Michael B. Imerman, 2020. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1371-1406, November.
  28. Pennacchi, George G., 2005. "Risk-based capital standards, deposit insurance, and procyclicality," Journal of Financial Intermediation, Elsevier, vol. 14(4), pages 432-465, October.
  29. Gillian Garcia & Henriëtte Prast, 2004. "Depositor and investor protection in the Netherlands: past, present and future," DNB Occasional Studies 202, Netherlands Central Bank, Research Department.
  30. Michael B. Imerman, 0. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-36.
  31. Duan, Jin-Chuan & Yu, Min-Teh, 2005. "Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2435-2454, October.
  32. Hangsuck Lee & Seongjoo Song & Gaeun Lee, 2023. "Insurance guaranty premiums and exchange options," Mathematics and Financial Economics, Springer, volume 17, number 3, March.
  33. Ms. Edda Zoli & Danyang Xie & Reza Vaez-Zadeh, 2002. "Modis: A Market-Oriented Deposit Insurance Scheme," IMF Working Papers 2002/207, International Monetary Fund.
  34. Pagès, H. & Santos, J., 2002. "Optimal Supervisory Policies and Depositor-Preferences Laws," Working papers 91, Banque de France.
  35. Gersbach, Hans & Haller, Hans & Volker, Britz, 2017. "Deposit Insurance and Reinsurance: A General Equilibrium Perspective," CEPR Discussion Papers 11947, C.E.P.R. Discussion Papers.
  36. Ioannidou, Vasso P. & Penas, María Fabiana, 2010. "Deposit insurance and bank risk-taking: Evidence from internal loan ratings," Journal of Financial Intermediation, Elsevier, vol. 19(1), pages 95-115, January.
  37. Lamm-Tennant, Joan & Starks, Laura & Stokes, Lynne, 1996. "Considerations of cost trade-offs in insurance solvency surveillance policy," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 835-852, June.
  38. Dangl, Thomas & Lehar, Alfred, 2004. "Value-at-risk vs. building block regulation in banking," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 96-131, April.
  39. Duan, Jin-Chuan & Yu, Min-Teh, 1999. "Capital standard, forbearance and deposit insurance pricing under GARCH," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1691-1706, November.
  40. Ho, Chia-Ling & Lai, Gene C. & Lee, Jin-Ping, 2014. "Financial reform and the adequacy of deposit insurance fund: Lessons from Taiwanese experience," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 57-77.
  41. Dahl, Bruce L. & Wilson, William W. & Gustafson, Cole R., 1995. "Valuing Option Provisions for Export Credit Guarantees," Agricultural Economics Reports 23269, North Dakota State University, Department of Agribusiness and Applied Economics.
  42. Dahl, Bruce L. & Wilson, William W. & Gustafson, Cole R., 1999. "Option Values For Provisions In Export Credit Guarantees," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-19, December.
  43. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
  44. George Pennacchi, 1999. "The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves," Journal of Financial Services Research, Springer;Western Finance Association, vol. 16(2), pages 153-180, December.
  45. Marco A Espinosa-Vega & Mr. Rafael Matta & Mr. Charles M. Kahn & Mr. Juan Sole, 2011. "Systemic Risk and Optimal Regulatory Architecture," IMF Working Papers 2011/193, International Monetary Fund.
  46. Hwang, Dar-Yeh & Shie, Fu-Shuen & Wang, Kehluh & Lin, Jung-Chu, 2009. "The pricing of deposit insurance considering bankruptcy costs and closure policies," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1909-1919, October.
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