The implied reserves of the Bank Insurance Fund
- 31 July 2004
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 28 (7) , 1617-1635
- https://doi.org/10.1016/s0378-4266(03)00140-7
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- Deposit Insurance and Risk Management: How Much? How Safe? Who Pays?SSRN Electronic Journal, 2002
- Systemic risk and financial consolidation: Are they related?Journal of Banking & Finance, 2002
- Pricing vulnerable European options when the option’s payoff can increase the risk of financial distressJournal of Banking & Finance, 2001
- Pricing Black-Scholes options with correlated credit riskJournal of Banking & Finance, 1996
- The impact of default risk on the prices of options and other derivative securitiesJournal of Banking & Finance, 1995
- Pricing Derivatives on Financial Securities Subject to Credit RiskThe Journal of Finance, 1995
- Forbearance and valuation of deposit insurance as a callable putJournal of Banking & Finance, 1993
- Risk-Based Premiums for Insurance Guaranty FundsThe Journal of Finance, 1988
- The Pricing of Options with Default RiskThe Journal of Finance, 1987
- Contingent Claims Analysis of Corporate Capital Structures: An Empirical InvestigationThe Journal of Finance, 1984