[[abstract]]The purpose of this article is to employ a deposit insurance pricing model to estimate the costs of deposit insurance considering liquidity risk. We use Monte Carlo simulation method for the premium evaluation and analysis. Our empirical results find that the premiums levied by the Central Deposit Insurance Corporation (CDIC) are lower for those listed institutions over the sample period. The technical insolvency does have its role in the deposit insurance premium. Even it is much lower than the cost of real insolvency
Deposit insurance is a type of shelter for banks depositors. The main purpose of this system is stab...
This paper argues that information about the value of the deposit-insurance guarantee is available f...
It is generally agreed that like other types of insurance, deposit insurance premiums should be prop...
This paper outlines a method for estimating the value of deposit insurance based on option pricing t...
In this paper, we present alternative pricing models of deposit insurance under capital forbearance....
In this paper we employ the theory of the term structure of interest rates and the pricing of intere...
Based on the Merton (1977) put option framework, we develop a deposit insurance pricing model that i...
We apply the isomorphic relationship between deposit insurance and the put option to derive the pric...
This paper aims to provide guidelines for the pricing of deposit insurance in different countries. W...
The pricing of bank deposit insurance is the starting point in understanding how the design of a dep...
Currently, all federally-insured depository institutions (banks) pay the same percentage of their in...
[[abstract]]This paper aims to value deposit insurance when the asset allocations of the bank's depo...
This paper develops a global game model that allows for a rigorous analysis of partial deposit insur...
Currently, all federally-insured depository institutions (banks) pay the same percentage of their in...
Currently, all federally-insured depository institutions (banks) pay the same percentage of their in...
Deposit insurance is a type of shelter for banks depositors. The main purpose of this system is stab...
This paper argues that information about the value of the deposit-insurance guarantee is available f...
It is generally agreed that like other types of insurance, deposit insurance premiums should be prop...
This paper outlines a method for estimating the value of deposit insurance based on option pricing t...
In this paper, we present alternative pricing models of deposit insurance under capital forbearance....
In this paper we employ the theory of the term structure of interest rates and the pricing of intere...
Based on the Merton (1977) put option framework, we develop a deposit insurance pricing model that i...
We apply the isomorphic relationship between deposit insurance and the put option to derive the pric...
This paper aims to provide guidelines for the pricing of deposit insurance in different countries. W...
The pricing of bank deposit insurance is the starting point in understanding how the design of a dep...
Currently, all federally-insured depository institutions (banks) pay the same percentage of their in...
[[abstract]]This paper aims to value deposit insurance when the asset allocations of the bank's depo...
This paper develops a global game model that allows for a rigorous analysis of partial deposit insur...
Currently, all federally-insured depository institutions (banks) pay the same percentage of their in...
Currently, all federally-insured depository institutions (banks) pay the same percentage of their in...
Deposit insurance is a type of shelter for banks depositors. The main purpose of this system is stab...
This paper argues that information about the value of the deposit-insurance guarantee is available f...
It is generally agreed that like other types of insurance, deposit insurance premiums should be prop...