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A contingent claim analysis of a regulated depository institution · Study

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ArticleA contingent claim analysis of a regulated depository institution

Michel Crouhy1991

Article1991

A contingent claim analysis of a regulated depository institution

Michel Crouhy · Dan Galai

66 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Stochastic processes and financial applications Economic theories and models

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References

1985A Theory of the Term Structure of Interest Rates 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1976The valuation of options for alternative stochastic processes 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 1980Regulation of Bank Capital and Portfolio Risk 1980Banking in the theory of finance 1971A Theory of the Banking Firm

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1996THEORIES OF THE BANKING FIRM: A REVIEW OF THE LITERATURE*2008Bank capital regulation in a barrier option framework

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Year1991

Typearticle

Published1991-02-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations66

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/0378-4266(91)90038-n

openalex_workW2085644210

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