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Optimal bank reorganization and the fair pricing of deposit guarantees

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  • Fries, Steven
  • Mella-Barral, Pierre
  • Perraudin, William

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  • Fries, Steven & Mella-Barral, Pierre & Perraudin, William, 1997. "Optimal bank reorganization and the fair pricing of deposit guarantees," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 441-468, April.
  • Handle: RePEc:eee:jbfina:v:21:y:1997:i:4:p:441-468
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    References listed on IDEAS

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    1. Acharya, Sankarshan & Dreyfus, Jean-Francois, 1989. " Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance," Journal of Finance, American Finance Association, vol. 44(5), pages 1313-1333, December.
    2. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
    3. Dreyfus, Jean-Francois & Saunders, Anthony & Allen, Linda, 1994. "Deposit Insurance and Regulatory Forbearance: Are Caps on Insured Deposits Optimal?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 412-438, August.
    4. Allen, Linda & Saunders, Anthony, 1993. "Forbearance and valuation of deposit insurance as a callable put," Journal of Banking & Finance, Elsevier, vol. 17(4), pages 629-643, June.
    5. Pierre Mella-Barral, 1996. "The Dynamics of Corporate Debt forgiveness and Contract Renegotiation," FMG Discussion Papers dp230, Financial Markets Group.
    6. Fries Steven & Mason Robin & Perraudin William, 1993. "Evaluating Deposit Insurance for Japanese Banks," Journal of the Japanese and International Economies, Elsevier, vol. 7(4), pages 356-386, December.
    7. Dumas, Bernard, 1991. "Super contact and related optimality conditions," Journal of Economic Dynamics and Control, Elsevier, vol. 15(4), pages 675-685, October.
    8. James, Christopher, 1991. " The Losses Realized in Bank Failures," Journal of Finance, American Finance Association, vol. 46(4), pages 1223-1242, September.
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    Cited by:

    1. Ulrich Erlenmaier & Hans Gersbach, 2001. "The Funds Concentration Effect and Discriminatory Bailout," CESifo Working Paper Series 591, CESifo Group Munich.
    2. Jijun Niu, 2008. "Bank Competition, Risk, and Subordinated Debt," Journal of Financial Services Research, Springer;Western Finance Association, vol. 33(1), pages 37-56, February.
    3. Kenneth Kasa & Mark M. Spiegel, 2008. "The role of relative performance in bank closure decisions," Economic Review, Federal Reserve Bank of San Francisco, pages 17-29.
    4. Cornelia Holthausen & Thomas Rønde, 2003. "Cooperation in International Banking Supervision," CIE Discussion Papers 2004-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
    5. Mohamed Belhaj & Nataliya Klimenko, 2012. "Optimal Preventive Bank Supervision: Combining Random Audits and Continuous Intervention," Working Papers halshs-00790464, HAL.
    6. Iulia Iuga, 2011. "Comparative Study On The Evolution Of Loans Anddeposits Between The Romanian Bank For Development (Brd) - Groupe Societe Generale And The Romanian Banking System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(13), pages 1-27.
    7. repec:eee:jfinec:v:125:y:2017:i:2:p:266-285 is not listed on IDEAS
    8. Koziol, Christian & Lawrenz, Jochen, 2009. "What makes a bank risky? Insights from the optimal capital structure of banks," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 861-873, May.
    9. Lambrecht, Bart & Perraudin, William, 1996. "Creditor races and contingent claims," European Economic Review, Elsevier, vol. 40(3-5), pages 897-907, April.
    10. Kahn, Charles M. & Santos, Joao A.C., 2005. "Allocating bank regulatory powers: Lender of last resort, deposit insurance and supervision," European Economic Review, Elsevier, vol. 49(8), pages 2107-2136, November.
    11. Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004. "The three pillars of Basel II: optimizing the mix," Journal of Financial Intermediation, Elsevier, pages 132-155.
    12. Loriana Pelizzon & Stephen Schaefer, 2007. "Pillar 1 versus Pillar 2 under Risk Management," NBER Chapters,in: The Risks of Financial Institutions, pages 377-416 National Bureau of Economic Research, Inc.
    13. Peter D Spencer, "undated". "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers 03/16, Department of Economics, University of York.
    14. João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements.
    15. Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
    16. Bhattacharya, Sudipto & Plank, Manfred & Strobl, Gunter & Zechner, Josef, 2002. "Bank capital regulation with random audits," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1301-1321, July.
    17. Pagès, H. & Santos, J., 2002. "Optimal Supervisory Policies and Depositor-Preferences Laws," Working papers 91, Banque de France.
    18. Loriana Pelizzon & Stephen Schaefer, 2005. "Pillar 1 vs. Pillar 2 Under Risk Management," NBER Working Papers 11666, National Bureau of Economic Research, Inc.
    19. Marco A Espinosa-Vega & Rafael Matta & Charles M. Kahn & Juan Sole, 2011. "Systemic Risk and Optimal Regulatory Architecture," IMF Working Papers 11/193, International Monetary Fund.
    20. Mella-Baral, Pierre & Tychon, Pierre, 1996. "Default risk in asset pricing," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    21. Spencer, Peter, 2016. "US bank credit spreads during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 168-182.
    22. Dangl, Thomas & Lehar, Alfred, 2004. "Value-at-risk vs. building block regulation in banking," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 96-131, April.
    23. Dadang Muljawan & Humayon Dar & Maximilian Hall, 2004. "A capital adequacy framework for Islamic banks: the need to reconcile depositors' risk aversion with managers' risk taking," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 429-441.
    24. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
    25. Rochet, Jean-Charles, 2003. "Rebalancing the 3 Pillars of Basel 2," IDEI Working Papers 224, Institut d'Économie Industrielle (IDEI), Toulouse.

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