Market Pricing of Deposit Insurance

• 1 October 2003
• journal article
• Published by Springer Nature in Journal of Financial Services Research
• Vol. 24  (2/3) , 93-119
• https://doi.org/10.1023/b:fina.0000003319.53270.73

Abstract

Keywords

• MODELS
• MARKET
• PRICING
• VALUATION
• BANK
• DEFAULT
• DEPOSIT INSURANCE
• FAIR
• NEUTRAL