Sensitivity analysis of bank deposit insurance based on Merton pricing model

被引：0
|
作者：
机构：
[1] Zhang, Xue-Zhou
[2] Dong, Pei-Wu
[3] Ye, Chen
[4] Yao, Xin
来源：
Dong, P.-W. (dongpeiwu@bit.edu.cn) | 2012年 / Beijing Institute of Technology卷 / 21期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [41] The pricing of deposit insurance in the presence of systematic risk
    Lee, Shih-Cheng
    Lin, Chien-Ting
    Tsai, Ming-Shann
    JOURNAL OF BANKING & FINANCE, 2015, 51 : 1 - 11
  • [42] Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia
    Chernykh, Lucy
    Kotomin, Vladimir
    JOURNAL OF BANKING & FINANCE, 2022, 138
  • [43] DEPOSIT INSURANCE AND BANK REGULATION - THE POLICY CHOICES
    SCOTT, KE
    BUSINESS LAWYER, 1989, 44 (03): : 907 - 933
  • [44] Deposit insurance, bank exit, and spillover effects
    Ji, Yang
    Bian, Wenlong
    Huang, Yiping
    JOURNAL OF BANKING & FINANCE, 2018, 96 : 268 - 276
  • [45] THE SYSTEM OF BANK DEPOSIT INSURANCE IN UKRAINE CHALLENGES
    Glushchenko, V. V.
    Shtompel, I. V.
    FINANCIAL AND CREDIT ACTIVITY-PROBLEMS OF THEORY AND PRACTICE, 2009, 1 (06):
  • [46] Bank Capital, Liquidity Creation and Deposit Insurance
    Fungacova, Zuzana
    Weill, Laurent
    Zhou, Mingming
    JOURNAL OF FINANCIAL SERVICES RESEARCH, 2017, 51 (01) : 97 - 123
  • [47] Limited deposit insurance coverage and bank competition
    Shy, Oz
    Stenbacka, Rune
    Yankov, Vladimir
    JOURNAL OF BANKING & FINANCE, 2016, 71 : 95 - 108
  • [48] Bank capital forbearance and valuation of deposit insurance
    Lee, SC
    Lee, JP
    Yu, MT
    CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES-REVUE CANADIENNE DES SCIENCES DE L ADMINISTRATION, 2005, 22 (03): : 220 - 229
  • [49] Deposit insurance, bank regulation, and narrow banking
    Williamson, Stephen
    JOURNAL OF ECONOMIC THEORY, 2024, 219
  • [50] Bank runs: Deposit insurance and capital requirements
    Cooper, R
    Ross, TW
    INTERNATIONAL ECONOMIC REVIEW, 2002, 43 (01) : 55 - 72
12345