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Systemic Risk and Deposit Insurance Premiums
16 references·13 citing·46 second hop
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this work references cited by second hop

References

  • 2000Financial Contagion3,393 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1988Corporate Finance and Corporate Governance2,253 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 2009A theory of systemic risk and design of prudential bank regulation831 cited
  • 2006Too many to fail—An analysis of time-inconsistency in bank closure policies730 cited
  • 2009Restoring Financial Stability720 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries700 cited
  • 1998Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions681 cited
  • 1996Investor valuation of the abandonment option642 cited
  • 1993Limited market participation and volatility of asset prices604 cited
  • 1990Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"527 cited
  • 2002Costs of banking system instability: Some empirical evidence480 cited
  • 1991The Losses Realized in Bank Failures

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416 cited
  • 2007Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures396 cited
  • Cited by

    • 2014E uropean Deposit Insurance and Resolution in the Banking Union90 cited
    • 2016Macroprudential policy: A review83 cited
    • 2011A Theory of Failed Bank Resolution: Technological Change and Political Economics60 cited
    • 2016Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?53 cited
    • 2014The pricing of deposit insurance in the presence of systematic risk50 cited
    • 2012Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis49 cited
    • 2023SVB and Beyond: The Banking Stress of 202346 cited
    • 2012Taxation and the Financial Crisis38 cited
    • 2011Robust Capital Regulation37 cited
    • 2011Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises36 cited
    • 2012Systemic risk components and deposit insurance premia31 cited
    • 2022Systemic risk and CO2 emissions in the U.S.30 cited
    • 2011Global Financial Stability Report, April 2011: Durable Financial Stability: Getting There from Here30 cited