SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks
16 references·16 citing·34 second hopsampled
Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks (1994)Deposit insurance, market discipline and …Risk-based capital and deposit insurance reform (1991)Risk-based capital and deposi…Loan commitments and bank risk exposure (1991)Loan commitments and bank ris…Market Discipline and Bank Subordinated Debt: Note (1990)Market Discipline and Bank Su…The use of loan sales and standby letters of credit by commercial banks (1988)The use of loan sales and sta…Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets (1988)Market Discipline in Regulati…Loan Sales and the Cost of Bank Capital (1988)Loan Sales and the Cost of Ba…Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Insolvency Risk and the …A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance (1987)A Reexamination of the Over- …Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model (1986)Pricing Risk-Adjusted Deposit…On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)On the Cost of Deposit Insura…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Proceedings of a Conference on Bank Structure and Competition. (1969)Proceedings of a Conference o…Deriving value or risk? Determinants and the impact of emerging market banks’ derivative usage (2021)Deriving value or risk? Deter…Derivatives usage for banking industry: evidence from the European markets (2018)Derivatives usage for banking…Financial statements based bank risk aggregation (2017)Financial statements based ba…Vulnerability and profitability of MENA banking system: Islamic versus commercial banks (2016)Vulnerability and profitabili…Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks (2016)Pricing beliefs: Empirical ev…Financial Intermediation, Leverage, and Macroeconomic Instability (2016)Financial Intermediation, Lev…Role of off-balance sheet operations on bank scale economies: Evidence from China's banking sector (2014)Role of off-balance sheet ope…Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia (2014)Impact of off-balance sheet b…Financing as a Supply Chain: The Capital Structure of Banks and Borrowers (2013)Financing as a Supply Chain: …Financing as a Supply Chain: The Capital Structure of Banks and Borrowers (2013)Financing as a Supply Chain: …Earnings response coefficients of OECD banks: Tests extended to include bank risk factors (2013)Earnings response coefficient…A Panel Data Analysis of Fee Income Activities in Islamic Banks (2006)A Panel Data Analysis of Fee …Diversification, Fee Income, and Credit Union Risk (2005)Diversification, Fee Income, …Nontraditional activities and bank efficiency revisited: a distributional analysis for Spanish financial institutions (2003)Nontraditional activities and…Bank moral hazard and the introduction of official deposit insurance in Canada (2003)Bank moral hazard and the int…Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks (1997)Derivative Exposure and the I…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Does the debt market assess large banks, risk? (1992)Market discipline of bank risk: Evidence from subordinated debt contracts (2004)Theory of Rational Option Pricing (1973)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)Risk‐Based Premiums for Insurance Guaranty Funds (1988)Is Fairly Priced Deposit Insurance Possible? (1992)Moral Hazard and Observability (1979)Financial Intermediation and Delegated Monitoring (1984)Syndicated Loans (2000)Risk management, capital structure and lending at banks (2003)Loan Sales and Relationship Banking (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The cost of capital, corporation finance and the theory of investment (2008)Prudential Regulation for Banks (1995)Imperfect competition, risk taking, and regulation in banking (2000)New Evidence on the Lending Channel (2006)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Market Discipline of Banks: The Asset Test (2001)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Market discipline and deposit insurance (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1988Bank Insolvency Risk and the Market for Large Certificates of Deposit567 cited
  • 1988Loan Sales and the Cost of Bank Capital467 cited
  • 1978On the Cost of Deposit Insurance When There Are Surveillance Costs395 cited
  • 1988Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets243 cited
  • 1990Market Discipline and Bank Subordinated Debt: Note224 cited
  • 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
  • 1969Proceedings of a Conference on Bank Structure and Competition.211 cited
  • 1991Risk-based capital and deposit insurance reform196 cited
  • 1988The use of loan sales and standby letters of credit by commercial banks192 cited
  • 1986Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

169 cited
  • 1991Loan commitments and bank risk exposure160 cited
  • Cited by

    • 2005Diversification, Fee Income, and Credit Union Risk86 cited
    • 2003Nontraditional activities and bank efficiency revisited: a distributional analysis for Spanish financial institutions71 cited
    • 2003Bank moral hazard and the introduction of official deposit insurance in Canada61 cited
    • 1997Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks59 cited
    • 2016Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks51 cited
    • 2016Financial Intermediation, Leverage, and Macroeconomic Instability50 cited
    • 2014Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia43 cited
    • 2013Financing as a Supply Chain: The Capital Structure of Banks and Borrowers37 cited
    • 2016Vulnerability and profitability of MENA banking system: Islamic versus commercial banks30 cited
    • 2018Derivatives usage for banking industry: evidence from the European markets29 cited
    • 2013Financing as a Supply Chain: The Capital Structure of Banks and Borrowers29 cited
    • 2013Earnings response coefficients of OECD banks: Tests extended to include bank risk factors26 cited
    • 2006A Panel Data Analysis of Fee Income Activities in Islamic Banks24 cited
    • 2014Role of off-balance sheet operations on bank scale economies: Evidence from China's banking sector23 cited
    • 2017Financial statements based bank risk aggregation21 cited
    • 2021Deriving value or risk? Determinants and the impact of emerging market banks’ derivative usage20 cited