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Citations for "An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory"

by Merton, Robert C.

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  1. repec:eee:jbrese:v:76:y:2017:i:c:p:52-66 is not listed on IDEAS
  2. Kanagaretnam, Kiridaran & Zhang, Gaiyan & Zhang, Sanjian Bill, 2016. "CDS pricing and accounting disclosures: Evidence from U.S. bank holding corporations around the recent financial crisis," Journal of Financial Stability, Elsevier, vol. 22(C), pages 33-44.
  3. Enrique Benito, 2008. "Size, growth and bank dynamics," Working Papers 0801, Banco de España;Working Papers Homepage.
  4. Freixas, Xavier & Loranth, Gyongyi & Morrison, Alan D., 2007. "Regulating financial conglomerates," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 479-514, October.
  5. Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
  6. Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian, 2016. "What determines how banks respond to changes in capital requirements?," Bank of England working papers 593, Bank of England.
  7. Klaus P. Fischer & Jean-Pierre Gueyie & Edgar Ortiz, 1997. "Financial Liberalization: Commercial Bank's Blessing or Curse?," Finance 9705003, EconWPA.
  8. William P. Osterberg & James B. Thomson, 1990. "The effect of subordinated debt and surety bonds on banks' cost of capital and on the value of federal deposit insurance," Working Paper 9012, Federal Reserve Bank of Cleveland.
  9. Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
  10. Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
  11. Hentschel, Ludger & Smith, Clifford Jr., 1997. "Derivatives regulation: Implications for central banks," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 305-346, October.
  12. Mohamed Belhaj & Nataliya Klimenko, 2012. "Optimal Preventive Bank Supervision Combining Random Audits and Continuous Intervention," AMSE Working Papers 1201, Aix-Marseille School of Economics, Marseille, France.
  13. Robert A. Taggart, Jr., 1982. "Effects of Regulation on Utility Financing: Theory and Evidence," NBER Working Papers 0866, National Bureau of Economic Research, Inc.
  14. Baranoff, Etti G. & Sager, Thomas W., 2002. "The relations among asset risk, product risk, and capital in the life insurance industry," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1181-1197, June.
  15. Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
  16. Petr Pavlík, 2016. "Theoretical backgrounds of modern bank regulation," Český finanční a účetní časopis, University of Economics, Prague, vol. 2016(2), pages 5-33.
  17. Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2004. "Transactions accounts and loan monitoring," Working Papers 04-20, Federal Reserve Bank of Philadelphia.
  18. Hirbod Assa, 2015. "Risk management under a prudential policy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(2), pages 217-230, October.
  19. 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.
  20. Agnès Bénassy-Quéré & Guillaume Roussellet, 2014. "Fiscal sustainability in the presence of systemic banks: the case of EU countries," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(3), pages 436-467, June.
  21. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008. "Market Pricing of Deposit Insurance," World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 22, pages 551-577 World Scientific Publishing Co. Pte. Ltd..
  22. Rym Ayadi & Emrah Arbak & Willem Pieter De Groen, 2012. "Executive Compensation and Risk-taking in European Banking," Chapters,in: Research Handbook on International Banking and Governance, chapter 8 Edward Elgar Publishing.
  23. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
  24. Zhu, Wenyu & Yang, Jiawen, 2016. "State ownership, cross-border acquisition, and risk-taking: Evidence from China’s banking industry," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 133-153.
  25. Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
  26. Ritchken, Peter & Thomson, James B. & DeGennaro, Ramon P. & Li, Anlong, 1993. "On flexibility, capital structure and investment decisions for the insured bank," Journal of Banking & Finance, Elsevier, vol. 17(6), pages 1133-1146, December.
  27. repec:hal:journl:dumas-00643745 is not listed on IDEAS
  28. John Krainer, 2000. "The separation of banking and commerce," Economic Review, Federal Reserve Bank of San Francisco, pages 15-24.
  29. Reint Gropp & Christian Gruendl & Andre Guettler, 2014. "The Impact of Public Guarantees on Bank Risk-Taking: Evidence from a Natural Experiment," Review of Finance, European Finance Association, vol. 18(2), pages 457-488.
  30. Angoua, Paul & Lai, Van Son & Soumare, Issouf, 2008. "Project risk choices under privately guaranteed debt financing," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 123-152, February.
  31. Robert R. Bliss, 2000. "The pitfalls in inferring risk from financial market data," Working Paper Series WP-00-24, Federal Reserve Bank of Chicago.
  32. Gruben, William C. & McComb, Robert P., 2003. "Privatization, competition, and supercompetition in the Mexican commercial banking system," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 229-249, February.
  33. Luis Brandão Brandao Marques & Ricardo Correa & Horacio Sapriza, 2013. "International Evidence on Government Support and Risk Taking in the Banking Sector," IMF Working Papers 13/94, International Monetary Fund.
  34. Cheng-Few Lee & Yibing Chen & John Lee, 2016. "Alternative methods to derive option pricing models: review and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 417-451, August.
  35. Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2014. "How does competition affect bank systemic risk?," Journal of Financial Intermediation, Elsevier, vol. 23(1), pages 1-26.
  36. 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.
  37. Sofiane Aboura & Emmanuel Lépinette, 2015. "Do banks satisfy the Modigliani-Miller theorem?," Economics Bulletin, AccessEcon, vol. 35(2), pages 924-935.
  38. Javier Suárez, 1998. "Risk-taking and the prudential regulation of banks," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 307-336, September.
  39. International Monetary Fund, 2009. "South Africa; Selected Issues," IMF Staff Country Reports 09/276, International Monetary Fund.
  40. Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012. "Robust capital regulation," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
  41. Kose John & Hamid Mehran & Yiming Qian, 2007. "Regulation, subordinated debt, and incentive features of CEO compensation in the banking industry," Staff Reports 308, Federal Reserve Bank of New York.
  42. Konishi, Masaru & Yasuda, Yukihiro, 2004. "Factors affecting bank risk taking: Evidence from Japan," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 215-232, January.
  43. Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Working Paper 1024, Federal Reserve Bank of Cleveland.
  44. William P. Osterberg & James B. Thomson, 1992. "Forbearance, subordinated debt, and the cost of capital for insured depository institutions," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 16-26.
  45. Whidbee, David A. & Wohar, Mark, 1999. "Derivative activities and managerial incentives in the banking industry," Journal of Corporate Finance, Elsevier, vol. 5(3), pages 251-276, September.
  46. Kariastanto, Bayu, 2011. "Blanket guarantee, deposit insurance, and risk-shifting incentive: evidence from Indonesia," MPRA Paper 35557, University Library of Munich, Germany.
  47. Gropp, R. & Grundl, C. & Guttler, A., 2012. "Does Discretion in Lending Increase Bank Risk? Borrower Self-Selection and Loan Officer Capture Effects," Discussion Paper 2012-030, Tilburg University, Center for Economic Research.
  48. Brahim Guizani & Wako Watanabe, 2010. "The Deposit Insurance and the Risk-Shifting Incentive Evidence from the Blanket Deposit Insurance in Japan," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-004, Keio/Kyoto Joint Global COE Program.
  49. Steven R. Grenadier & Brian J. Hall, 1995. "Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks," NBER Working Papers 5178, National Bureau of Economic Research, Inc.
  50. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Oxford Review of Economic Policy, Oxford University Press, vol. 25(4), pages 630-653, Winter.
  51. Calomiris, Charles W., 1999. "Building an incentive-compatible safety net," Journal of Banking & Finance, Elsevier, vol. 23(10), pages 1499-1519, October.
  52. repec:eee:mulfin:v:41:y:2017:i:c:p:61-79 is not listed on IDEAS
  53. Antonio Roma, 2006. "Common factors and balance sheet structure of major European banks," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(237), pages 123-170.
  54. Elijah Brewer III & Thomas H. Mondschean & Philip Strahan, 1996. "The Role of Monitoring in Reducing the Moral Hazard Problem Associated with Government Guarantees: Evidence from the Life Insurance Industry," Center for Financial Institutions Working Papers 96-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
  55. Markus R. Kosters & Stefan T.M. Streatmans & Mario Maggi, 2011. "Pricing Full Deposit Insurance in Germany amidst the Financial Crisis 2008-2010," Quaderni di Dipartimento 143, University of Pavia, Department of Economics and Quantitative Methods.
  56. Christophe Godlewski, 2004. "Modélisation de la Prévision de Défaillance Bancaire et Facteurs Réglementaires Une Application aux Banques des Pays Emergents," Finance 0409027, EconWPA.
  57. Andy Mullineux, 2012. "The Governance of ‘Too Big to Fail’ Banks," Chapters,in: Research Handbook on International Banking and Governance, chapter 15 Edward Elgar Publishing.
  58. Athanasoglou, Panayiotis, 2011. "Bank capital and risk in the South Eastern European region," MPRA Paper 32002, University Library of Munich, Germany.
  59. Bo Becker & Jens Josephson, 2016. "Insolvency Resolution and the Missing High-Yield Bond Markets," Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2814-2849.
  60. Beck, Thorsten, 2008. "Bank competition and financial stability : friends or foes ?," Policy Research Working Paper Series 4656, The World Bank.
  61. Anginer, Deniz & Demirguc-Kunt, Asli, 2014. "Bank capital and systemic stability," Policy Research Working Paper Series 6948, The World Bank.
  62. Gorton, Gary & Winton, Andrew, 2003. "Financial intermediation," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 8, pages 431-552 Elsevier.
  63. Calomiris, Charles W. & Carlson, Mark, 2016. "Corporate governance and risk management at unprotected banks: National banks in the 1890s," Journal of Financial Economics, Elsevier, vol. 119(3), pages 512-532.
  64. Fernández, Ana I. & González, Francisco & Suárez, Nuria, 2010. "How institutions and regulation shape the influence of bank concentration on economic growth: International evidence," International Review of Law and Economics, Elsevier, vol. 30(1), pages 28-36, March.
  65. Chang, Chuang-Chang & Chung, San-Lin & Yu, Min-Teh, 2006. "Loan guarantee portfolios and joint loan guarantees with stochastic interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 16-35, February.
  66. Milne, Alistair, 2014. "Distance to default and the financial crisis," Journal of Financial Stability, Elsevier, vol. 12(C), pages 26-36.
  67. Robert C. Merton & Richard T. Thakor, 2015. "Customers and Investors: A Framework for Understanding Financial Institutions," NBER Working Papers 21258, National Bureau of Economic Research, Inc.
  68. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "Bank risk behavior and connectedness in EMU countries," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 161-184.
  69. Carlos E. Cuevas & Klaus P. Fischer, 2006. "Cooperative Financial Institutions : Issues in Governance, Regulation, and Supervision," World Bank Publications, The World Bank, number 7107, December.
  70. Acharya, Viral V. & Thakor, Anjan V., 2016. "The dark side of liquidity creation: Leverage and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 4-21.
  71. Thorsten Beck, 2007. "Bank Concentration and Fragility. Impact and Mechanics," NBER Chapters,in: The Risks of Financial Institutions, pages 193-234 National Bureau of Economic Research, Inc.
  72. M. Kabir Hassan & Issouf Soumaré, 2015. "Guarantees and Profit-Sharing Contracts in Project Financing," Journal of Business Ethics, Springer, vol. 130(1), pages 231-249, August.
  73. repec:dau:papers:123456789/13839 is not listed on IDEAS
  74. Thakor, Anjan V., 1996. "Financial conglomeration: Issues and questions," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 135-145.
  75. Tracey, Belinda & Schnittker, Christian & Sowerbutts, Rhiannon, 2017. "Bank capital and risk-taking: evidence from misconduct provisions," Bank of England working papers 671, Bank of England.
  76. Eccher, Elizabeth A. & Ramesh, K. & Thiagarajan, S. Ramu, 1996. "Fair value disclosures by bank holding companies," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 79-117, October.
  77. Necula, Ciprian & Radu, Alina-Nicoleta, 2012. "Quantifying the recapitalization fund premium using option pricing techniques," Economics Letters, Elsevier, vol. 114(3), pages 249-251.
  78. Anlong Li & Peter H. Ritchken & L. Sankarasubramanian & James B. Thomson, 1993. "Regulatory taxes, investment, and financing decision for insured banks," Working Paper 9303, Federal Reserve Bank of Cleveland.
  79. Beltratti, Andrea & Stulz, Rene M., 2009. "Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," Working Paper Series 2009-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  80. Simon H. Kwan & Robert A. Eisenbeis, 1996. "An analysis of inefficiencies in banking: a stochastic cost frontier approach," Economic Review, Federal Reserve Bank of San Francisco, pages 16-26.
  81. Grenadier, Steven R. & Hall, Brian J., 1996. "Risk-based capital standards and the riskiness of bank portfolios: Credit and factor risks," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 433-464, June.
  82. Emmanuel Farhi & Mikhail Golosov & Aleh Tsyvinski, 2009. "A Theory of Liquidity and Regulation of Financial Intermediation," Review of Economic Studies, Oxford University Press, vol. 76(3), pages 973-992.
  83. Fernando MIERZEJEWSKI & Katholieke Universiteit, 2009. "Towards A General Theory Of Liquidity Preference," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(2(8)_ Sum).
  84. Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank, 2014. "Bank income smoothing, ownership concentration and the regulatory environment," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 253-270.
  85. Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2016. "Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees," American Economic Review, American Economic Association, vol. 106(6), pages 1278-1319, June.
  86. Beltratti, Andrea & Stulz, René M., 2012. "The credit crisis around the globe: Why did some banks perform better?," Journal of Financial Economics, Elsevier, vol. 105(1), pages 1-17.
  87. Elijah Brewer & William C. Hunter & William E. Jackson, 2004. "Investment opportunity set, product mix, and the relationship between bank CEO compensation and risk-taking," FRB Atlanta Working Paper 2004-36, Federal Reserve Bank of Atlanta.
  88. Frederic Malherbe, 2015. "Optimal Capital Requirements over the Business and Financial Cycles," 2015 Meeting Papers 1154, Society for Economic Dynamics.
  89. Morrison, Alan D. & White, Lucy, 2011. "Deposit insurance and subsidized recapitalizations," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3400-3416.
  90. Repullo, Rafael & Suarez, Javier, 2004. "Loan pricing under Basel capital requirements," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
  91. Requejo, Alejandro & Padilla, A. Jorge, 1999. "Conflicts of interest, employment decisions, and debt restructuring: evidence from Spanish firms in financial distress," DEE - Working Papers. Business Economics. WB 6432, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  92. Fischer, Klaus P. & Fournier, Eric M., 2002. "Does Corporate Governance Matter in Deposit Insurance? DI and Moral Hazard in Joint Stock and Mutual Financial Intermediaries," Cahiers de recherche 0206, CIRPEE.
  93. Carmine DiNoia, 1994. "Structuring Deposit Insurance in Europe: Some Considerations and a Regulatory Game," Center for Financial Institutions Working Papers 94-31, Wharton School Center for Financial Institutions, University of Pennsylvania.
  94. John, Kose & Mehran, Hamid & Qian, Yiming, 2010. "Outside monitoring and CEO compensation in the banking industry," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 383-399, September.
  95. Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004. "The three pillars of Basel II: optimizing the mix," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
  96. Mollah, Sabur & Liljeblom, Eva, 2016. "Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable com," Journal of Financial Stability, Elsevier, vol. 27(C), pages 59-73.
  97. John S. Jordan, 1998. "Resolving a banking crisis: what worked in New England," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 49-62.
  98. Avramidis, Panagiotis & Cabolis, Christos & Serfes, Konstantinos, 2016. "Does one bank size fit all? The role of diversification and monitoring," School of Economics Working Paper Series 2016-7, LeBow College of Business, Drexel University, revised 17 Oct 2016.
  99. Peter H. Ritchken & James B. Thompson & Ivilina Popova, 1995. "The changing role of banks and the changing value of deposit guarantees," Working Paper 9502, Federal Reserve Bank of Cleveland.
  100. Caterina Mendicino & Kalin NikolovAuthor-Name: Javier Suarez, 2017. "Equity versus bail-in debt in banking: an agency perspective," ESRB Working Paper Series 50, European Systemic Risk Board.
  101. repec:hal:wpaper:hal-00916674 is not listed on IDEAS
  102. Richard D. Phillips & J. David Cummins & Franklin Allen, 1996. "Financial Pricing of Insurance in the Multiple Line Insurance Company," Center for Financial Institutions Working Papers 96-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
  103. Imai, Masami, 2006. "Market discipline and deposit insurance reform in Japan," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3433-3452, December.
  104. Höwer, Daniel, 2016. "The role of bank relationships when firms are financially distressed," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 59-75.
  105. Williams, Barry, 2014. "Bank risk and national governance in Asia," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 10-26.
  106. Williams, Barry, 2016. "The impact of non-interest income on bank risk in Australia," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 16-37.
  107. Gary Richardson, 2007. "Deposit Insurance and Moral Hazard: Capital, Risk, Malfeasance, and Mismanagement," Econ Journal Watch, Econ Journal Watch, vol. 4(3), pages 296-302, September.
  108. Bhagat, Sanjai & Bolton, Brian & Lu, Jun, 2015. "Size, leverage, and risk-taking of financial institutions," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 520-537.
  109. Srivastav, Abhishek & Armitage, Seth & Hagendorff, Jens, 2014. "CEO inside debt holdings and risk-shifting: Evidence from bank payout policies," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 41-53.
  110. Charles W. Calomiris & Matthew Jaremski, 2016. "Deposit Insurance: Theories and Facts," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 97-120, October.
  111. repec:oup:rcorpf:v:5:y:2016:i:1:p:36-75. is not listed on IDEAS
  112. Luis Eduardo Giron & Ferney Herrera Cruz, 2015. "Calculo y comparacion de la prima de un reaseguro de salud usando el modelo de opciones de Black-Scholes y el modelo actuarial," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, vol. 18(2), pages 211-248, December.
  113. Diwan, Ishac & Spiegel, Mark M., 1994. "Are buybacks back? Menu-driven debt reduction schemes with heterogeneous creditors," Journal of Monetary Economics, Elsevier, vol. 34(2), pages 279-293, October.
  114. Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha, 2014. "What factors drive systemic risk during international financial crises?," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 78-96.
  115. Akhigbe, Aigbe & Madura, Jeff & Marciniak, Marek, 2012. "Bank capital and exposure to the financial crisis," Journal of Economics and Business, Elsevier, vol. 64(5), pages 377-392.
  116. Gropp, Reint & Gruendl, Christian & Guettler, Andre, 2013. "Hidden gems and borrowers with dirty little secrets: Investment in soft information, borrower self-selection and competition," SAFE Working Paper Series 19, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  117. Guillermo Alger & Ingela Alger, 1999. "Liquid Assets in Banks: Theory and Practice," Boston College Working Papers in Economics 446, Boston College Department of Economics.
  118. Cordell, Lawrence R. & King, Kathleen Kuester, 1995. "A market evaluation of the risk-based capital standards for the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 531-562, June.
  119. James B. Bullard & Christopher J. Neely & David C. Wheelock, 2009. "Systemic risk and the financial crisis: a primer," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 403-418.
  120. Jules H. van Binsbergen & Robert Novy-Marx & Joshua Rauh, 2014. "Financial Valuation of PBGC Insurance with Market‐Implied Default Probabilities," NBER Chapters,in: Tax Policy and the Economy, Volume 28, pages 133-154 National Bureau of Economic Research, Inc.
  121. Linda M. Hooks & Kenneth J. Robinson, 1996. "Moral hazard and Texas banking in the 1920s," Financial Industry Studies Working Paper 96-1, Federal Reserve Bank of Dallas.
  122. Gersbach, Hans & Haller, Hans & Volker, Britz, 2017. "Deposit Insurance and Reinsurance: A General Equilibrium Perspective," CEPR Discussion Papers 11947, C.E.P.R. Discussion Papers.
  123. Alina Mihaela Dima & Simona Vasilache, 2016. "Credit Risk modeling for Companies Default Prediction using Neural Networks," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 127-143, September.
  124. 0. De Bandt & B. Camara & P. Pessarossi & M. Rose, 2014. "Does the capital structure affect banks’ profitability? Pre- and post financial crisis evidence from significant banks in France," Débats économiques et financiers 12, Banque de France.
  125. Faisul Haque, 2014. "The Impact of Ownership and Regulations on Bank Risk-Taking: Evidence from the Middle East and North Africa (MENA) region," CFI Discussion Papers 1402, Centre for Finance and Investment, Heriot Watt University.
  126. Schlütter, Sebastian, 2011. "Capital requirements or pricing constraints? An economic analysis of measures for insurance regulation," ICIR Working Paper Series 03/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  127. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2001. "Hedging and financial fragility in fixed exchange rate regimes," European Economic Review, Elsevier, vol. 45(7), pages 1151-1193.
  128. Koziol, Christian & Lawrenz, Jochen, 2012. "Contingent convertibles. Solving or seeding the next banking crisis?," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 90-104.
  129. Yu, W. T. & Pang, W. K. & Li, L. K., 2004. "Borrowing cost reduction by interest rate swaps--an option pricing analysis," European Journal of Operational Research, Elsevier, vol. 154(3), pages 764-778, May.
  130. Kogler, Michael, 2015. "Rewarding Prudence: Risk Taking, Pecuniary Externalities and Optimal Bank Regulation," Economics Working Paper Series 1512, University of St. Gallen, School of Economics and Political Science.
  131. Ramon P. DeGennaro & Larry H. Lang & James B. Thomson, 1991. "Troubled savings and loan institutions: voluntary restructuring under insolvency," Working Paper 9112, Federal Reserve Bank of Cleveland.
  132. John H. Boyd & Chun Chang & Bruce D. Smith, 1998. "Moral hazard under commercial and universal banking," Proceedings, Federal Reserve Bank of Cleveland, issue Aug, pages 426-471.
  133. David Bates & Roger Craine, 1998. "Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash," NBER Working Papers 6505, National Bureau of Economic Research, Inc.
  134. John H. Boyd & Stanley L. Graham, 1988. "The profitability and risk effects of allowing bank holding companies to merge with other financial firms: a simulation study," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 3-20.
  135. Lóránth, Gyöngyi & Morrison, Alan, 2003. "Multinational Bank Regulation with Deposit Insurance and Diversification Effects," CEPR Discussion Papers 4148, C.E.P.R. Discussion Papers.
  136. Westman, Hanna, 2014. "Crisis performance of European banks – does management ownership matter?," Research Discussion Papers 28/2014, Bank of Finland.
  137. Ahmet F. Aysan & Mustafa Disli & Huseyin Ozturk & Ibrahim M. Turhan, 2015. "Are Islamic Banks Subject To Depositor Discipline?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-16.
  138. Jones, Kenneth D. & Oshinsky, Robert C., 2009. "The effect of industry consolidation and deposit insurance reform on the resiliency of the U.S. bank insurance fund," Journal of Financial Stability, Elsevier, vol. 5(1), pages 57-88, January.
  139. Roman Kraeussl, "undated". "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers 0315, University of Crete, Department of Economics.
  140. Christophe Godlewski, 2004. "Modélisation de la Prévision de Défaillance Bancaire Une Application aux Banques des Pays Emergents," Finance 0409026, EconWPA.
  141. Guizani, Brahim & Watanabe, Wako, 2016. "The effects of public capital infusions on banks’ risk-shifting to the deposit insurance system in Japan," Journal of Financial Stability, Elsevier, vol. 26(C), pages 15-30.
  142. Boyd, John H., 1999. "Expansion of commercial banking powers ... or, universal banking is the cart, not the horse," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 655-662, February.
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