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Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance
11 references·16 citing·36 second hop
Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance (1989)Optimal Bank Reorganization Policies and …On the Pricing of Contingent Claims and the Modigliani–Miller Theorem (2019)On the Pricing of Contingent …Alternative forms of deposit insurance (1987)Alternative forms of deposit …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…The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)On the Cost of Deposit Insura…On the pricing of contingent claims and the Modigliani-Miller theorem (1977)On the pricing of contingent …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…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany (2008)Bank regulation and supervisi…Bank capital regulation in a barrier option framework (2008)Bank capital regulation in a …Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision (2005)Allocating Bank Regulatory Po…Cooperation in International Banking Supervision (2004)Cooperation in International …Is the International Convergence of Capital Adequacy Regulation Desirable? (2000)Is the International Converge…Optimal Regulation of a Fully Insured Deposit Banking System (1999)Optimal Regulation of a Fully…Risk-taking behavior of banks under regulation (1997)Risk-taking behavior of banks…Optimal bank reorganization and the fair pricing of deposit guarantees (1997)Optimal bank reorganization a…Forecasting bank failures and deposit insurance premium (1997)Forecasting bank failures and…Deposit Insurance (1996)Deposit InsuranceCharter value, minimum bank capital requirement and deposit insurance pricing in equilibrium (1996)Charter value, minimum bank c…The implementation of prompt corrective action: An assessment (1995)The implementation of prompt …Forbearance, deposit insurance pricing, and incentive compatible bank regulation (1995)Forbearance, deposit insuranc…The Role of Forbearance and its Costs in Handling Troubled and Failed Depository Institutions (1994)The Role of Forbearance and i…Pension Benefit Guarantees in the United States: A Functional Analysis (1993)Pension Benefit Guarantees in…Deposit insurance reform: What are the issues and what needs to be fixed? (1991)Deposit insurance reform: Wha…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)Risk‐Based Premiums for Insurance Guaranty Funds (1988)Is Fairly Priced Deposit Insurance Possible? (1992)Bank Risk, Capitalization, and Operating Efficiency (1997)Theory of rational option pricing (2005)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The effect of estimation risk on optimal portfolio choice (1976)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of games and economic behavior (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance (1989)A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities (1997)Application of option-pricing theory: twenty five years later (1998)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)Determinants of deposit-insurance adoption and design (2008)Deposit insurance and bank risk-taking: Evidence from internal loan ratings (2009)Stabilizing Large Financial Institutions with Contingent Capital Certificates (2009)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)Investments in flexible production capacity (1992)A Theory of Bank Liquidity Requirements (2014)
this work references cited by second hop

References

  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1978On the Cost of Deposit Insurance When There Are Surveillance Costs395 cited
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 1977On the pricing of contingent claims and the Modigliani-Miller theorem266 cited
  • 1987A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance220 cited
  • 2019On the Pricing of Contingent Claims and the Modigliani–Miller Theorem177 cited
  • 1987Alternative forms of deposit insurance119 cited

Cited by

  • 2005Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision111 cited
  • 1995The implementation of prompt corrective action: An assessment104 cited
  • 2004Cooperation in International Banking Supervision93 cited
  • 1996

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

Deposit Insurance
92 cited
  • 2000Is the International Convergence of Capital Adequacy Regulation Desirable?73 cited
  • 1997Risk-taking behavior of banks under regulation71 cited
  • 1996Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium70 cited
  • 1993Pension Benefit Guarantees in the United States: A Functional Analysis67 cited
  • 1997Optimal bank reorganization and the fair pricing of deposit guarantees62 cited
  • 1995Forbearance, deposit insurance pricing, and incentive compatible bank regulation61 cited
  • 2008Bank capital regulation in a barrier option framework57 cited
  • 1991Deposit insurance reform: What are the issues and what needs to be fixed?54 cited
  • 2008Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany46 cited
  • 1994The Role of Forbearance and its Costs in Handling Troubled and Failed Depository Institutions45 cited
  • 1997Forecasting bank failures and deposit insurance premium44 cited
  • 1999Optimal Regulation of a Fully Insured Deposit Banking System41 cited