Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework
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DOI: 10.1007/s10693-010-0097-0
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Cited by:
- Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2016. "A note on the adequacy of the EU scheme for bank recovery, resolution and deposit insurance in Spain," Journal of Banking Regulation, Palgrave Macmillan, vol. 17(4), pages 332-337, November.
- Muhammad Afdi Nizar & Alfan Mansur, 2023.
"Can the Indonesian banking industry benefit from a risk-based deposit insurance system?,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 16(1), pages 177-196, January.
- Nizar, Muhammad Afdi & Mansur, Alfan, 2021. "Can the Indonesian banking industry benefit from a risk-based deposit insurance system?," MPRA Paper 109083, University Library of Munich, Germany.
- Fernández-Aguado, Pilar Gómez & Martínez, Eduardo Trigo & Ruíz, Rafael Moreno & Ureña, Antonio Partal, 2022. "Evaluation of European Deposit Insurance Scheme funding based on risk analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 234-247.
- Kusaya, Charles & O’Keefe, John P. & Ufier, Alexander B., 2023. "Bridging the gap from the current deposit insurance fund to a fund target," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 148-157.
- Kevin Davis, 2020. "Regulatory changes to bank liability structures: implications for deposit insurance design," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(1), pages 95-106, March.
- Pilar G -Fernᮤez-Aguado & Antonio Partal-Ure & Antonio Trujillo-Ponce, 2014. "Moving toward risk-based deposit insurance premiums in the European Union: the case of Spain," Applied Economics, Taylor & Francis Journals, vol. 46(13), pages 1547-1564, May.
- Clara Galliani & Stefano Zedda, 2015. "Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 597-614, April.
- Ronal Muresano & Andrea Pagano, 2016. "Adapting and Optimizing the Systemic Model of Banking Originated Losses (SYMBOL) Tool to the Multi-core Architecture," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 253-280, August.
- International Association of Deposit Insurers, 2018. "Deposit Insurance Fund Target Ratio," IADI Research Papers 18-07, International Association of Deposit Insurers.
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Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(12), pages 1503-1511, December.
- Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
- Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
- Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
- Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, vol. 33(C), pages 207-223.
- Stefano Zedda & Simone Sbaraglia, 2020. "Which interbank net is the safest?," Risk Management, Palgrave Macmillan, vol. 22(1), pages 65-82, March.
- Carone, Giuseppe & Berti, Katia, 2014. "Assessing public debt sustainability in EU member states:a guide," MPRA Paper 62570, University Library of Munich, Germany.
- Xiaoming Zhang & Chunyan Wei & Stefano Zedda, 2019. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach," Sustainability, MDPI, vol. 12(1), pages 1-15, December.
- Paola Cerchiello & Paolo Giudici, 2014. "Conditional graphical models for systemic risk measurement," DEM Working Papers Series 087, University of Pavia, Department of Economics and Management.
- Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Nicodème, Gaëtan & Langedijk, Sven & Rossi, Alessandro & Pagano, Andrea, 2015. "Debt Bias in Corporate Income Taxation and the Costs of Banking Crises," CEPR Discussion Papers 10616, C.E.P.R. Discussion Papers.
- Langedijk, Sven & Fontana, Alessandro, 2019. "The Bank-Sovereign Loop and Financial Stability in the Euro Area," Working Papers 2019-10, Joint Research Centre, European Commission.
- Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2013. "Evaluating the effects of the EU directive proposal for risk-based deposit insurance premiums in Spain," Working Papers 13.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
- Serena Fatica & Wouter Heynderickx & Andrea Pagano, 2020.
"Banks, Debt And Risk: Assessing The Spillovers Of Corporate Taxes,"
Economic Inquiry, Western Economic Association International, vol. 58(2), pages 1023-1044, April.
- Fatica, Serena & Heynderickx, Wouter & Pagano, Andrea, 2018. "Banks, debt and risk: assessing the spillovers of corporate taxes," Working Papers 2018-09, Joint Research Centre, European Commission.
- George ANTON & Cosmin-Octavian CEPOI & Cătălin-Emilian HUIDUMAC-PETRESCU, 2022. "Estimating Probability of Default for Systemically Important Financial Institutions during Covid-19 Pandemic. Evidence from Europe and USA," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 44-53, April.
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More about this item
Keywords
Deposit insurance; Basel 2; Systemic risk; Contagion risk; Financial safety net; G21; G22;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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