The pricing of deposit insurance considering regulatory capital and bankruptcy costs
From MaRDI portal
Publication:3307484
DOI10.3969/J.ISSN.1001-4268.2019.05.008zbMATH Open1449.91095MaRDI QIDQ3307484FDOQ3307484
Authors: Xiaoqiang Cheng 
Publication date: 12 August 2020
Recommendations
- Pricing fair deposit insurance: structural model approach
- Pricing of deposit insurance considering capital forbearance and jump risk
- Random deposits, technical insolvency and deposit insurance pricing
- Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan
- Study on the deposit insurance pricing of the income tax on the excess of the income tax
Actuarial mathematics (91G05) Financial networks (including contagion, systemic risk, regulation) (91G45)
Cited In (19)
- Interval pricing study of deposit insurance in China
- The payouts choice for deposit insurance system
- Study on the deposit insurance pricing of the income tax on the excess of the income tax
- A deposit insurance pricing with a multi-state regime-switching volatility
- Strategic bank closure and deposit insurance valuation
- Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan
- Regulatory measures for distressed insurance undertakings: a comparative study
- Optimal bank loan rate and default risk in equity return under capital regulation and deposit insurance
- The informational content of subordinated debt and equity prices in the presence of bankruptcy costs
- A multiperiod model for estimating the cost of deposit insurance under the Basel III minimum capital requirement
- Random deposits, technical insolvency and deposit insurance pricing
- O-SII designation and deposit funding costs
- Risk management of deposit insurance corporations with risk-based premiums and credit default swaps
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail
- Deposit insurance and bank regulation in a monetary economy: a general equilibrium exposition
- Pricing of deposit insurance considering capital forbearance and jump risk
- Pricing fair deposit insurance: structural model approach
- Municipal bond insurance, capital regulation and optimal bank interest margin: an option-based optimization
- The bankruptcy cost of the life insurance industry under regulatory forbearance: an embedded option approach
This page was built for publication: The pricing of deposit insurance considering regulatory capital and bankruptcy costs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3307484)
