메뉴 건너뛰기




Volumn 16, Issue 2-3, 1999, Pages 153-180

The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves

Author keywords

Deposit insurance; FDIC

Indexed keywords


EID: 0033258595     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008188308504     Document Type: Article
Times cited : (26)

References (22)
  • 2
    • 85015692260 scopus 로고
    • The Pricing of Options and Corporate Liabilities
    • Black, F., and M. Scholes. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81 (1973), 637-654.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-654
    • Black, F.1    Scholes, M.2
  • 3
    • 0000605667 scopus 로고
    • Options Pricing: A Monte Carlo Approach
    • Boyle, P. "Options Pricing: A Monte Carlo Approach." Journal of Financial Economics 4 (1977), 323-338.
    • (1977) Journal of Financial Economics , vol.4 , pp. 323-338
    • Boyle, P.1
  • 4
    • 84977720836 scopus 로고
    • Is Fairly Priced Deposit Insurance Possible?
    • Chan, Y.-S., S. Greenbaum, and A. Thakor. "Is Fairly Priced Deposit Insurance Possible?" Journal of Finance 47 (1992), 227-246.
    • (1992) Journal of Finance , vol.47 , pp. 227-246
    • Chan, Y.-S.1    Greenbaum, S.2    Thakor, A.3
  • 6
    • 33847554918 scopus 로고
    • The Valuation of Options for Alternative Stochastic Processes
    • Cox, J., and S. Ross. "The Valuation of Options for Alternative Stochastic Processes." Journal of Financial Economics 3 (1976), 145-166.
    • (1976) Journal of Financial Economics , vol.3 , pp. 145-166
    • Cox, J.1    Ross, S.2
  • 7
    • 0003681997 scopus 로고
    • Washington, DC: FDIC
    • Federal Deposit Insurance Corporation. The First Fifty Years. Washington, DC: FDIC, 1984.
    • (1984) The First Fifty Years
  • 8
    • 0042179818 scopus 로고    scopus 로고
    • When Should the FDIC Act Like a Private Insurance Company? When It Comes to Pricing, Not Reserves
    • Federal Reserve Bank of Minneapolis
    • Feldman, R. "When Should the FDIC Act Like a Private Insurance Company? When It Comes to Pricing, Not Reserves." Federal Reserve Bank of Minneapolis, The Region 12, no. 3 (1998), 43-50.
    • (1998) The Region , vol.12 , Issue.3 , pp. 43-50
    • Feldman, R.1
  • 9
    • 0002461685 scopus 로고
    • Capital Regulation and Bank Lending
    • Federal Reserve Bank of San Francisco
    • Furlong, F. "Capital Regulation and Bank Lending." Federal Reserve Bank of San Francisco, Economic Review 3 (1992), 23-33.
    • (1992) Economic Review , vol.3 , pp. 23-33
    • Furlong, F.1
  • 10
    • 84977725920 scopus 로고
    • The Losses Realized in Bank Failures
    • James, C. "The Losses Realized in Bank Failures." Journal of Finance 46 (1991), 1223-1242.
    • (1991) Journal of Finance , vol.46 , pp. 1223-1242
    • James, C.1
  • 11
    • 0001493392 scopus 로고
    • Deregulation and Bank Financial Policy
    • Marcus, A. "Deregulation and Bank Financial Policy." Journal of Banking and Finance 8 (1984), 557-565.
    • (1984) Journal of Banking and Finance , vol.8 , pp. 557-565
    • Marcus, A.1
  • 12
    • 0000915244 scopus 로고
    • The Valuation of FDIC Deposit Insurance Using Option-pricing Estimates
    • Marcus, A., and I. Shaked. "The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates." Journal of Money, Credit and Banking 16 (1984), 446-460.
    • (1984) Journal of Money, Credit and Banking , vol.16 , pp. 446-460
    • Marcus, A.1    Shaked, I.2
  • 15
    • 49449127434 scopus 로고
    • An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory
    • Merton, R.C. "An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory." Journal of Banking and Finance 1 (1977), 3-11.
    • (1977) Journal of Banking and Finance , vol.1 , pp. 3-11
    • Merton, R.C.1
  • 16
    • 38249037293 scopus 로고
    • Alternative Forms of Deposit Insurance: Pricing and Bank Incentive Issues
    • Pennacchi, G. "Alternative Forms of Deposit Insurance: Pricing and Bank Incentive Issues." Journal of Banking and Finance 11 (1987a), 291-312.
    • (1987) Journal of Banking and Finance , vol.11 , pp. 291-312
    • Pennacchi, G.1
  • 17
    • 0001703693 scopus 로고
    • A Reexamination of the over- (or under-) Pricing of Deposit Insurance
    • Pennacchi, G. "A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance." Journal of Money, Credit and Banking 19 (1987b), 340-360.
    • (1987) Journal of Money, Credit and Banking , vol.19 , pp. 340-360
    • Pennacchi, G.1
  • 18
    • 0016997122 scopus 로고
    • The Valuation of Uncertain Income Streams and the Pricing of Options
    • Rubinstein, M. "The Valuation of Uncertain Income Streams and the Pricing of Options." Bell Journal of Economics 7 (1976), 407-425.
    • (1976) Bell Journal of Economics , vol.7 , pp. 407-425
    • Rubinstein, M.1
  • 19
    • 2442653732 scopus 로고    scopus 로고
    • Division of Research and Statistics, Federal Deposit Insurance Corporation, Working Paper 98-1
    • Sheehan, K. "Capitalization of the Bank Insurance Fund." Division of Research and Statistics, Federal Deposit Insurance Corporation, Working Paper 98-1, 1998.
    • (1998) Capitalization of the Bank Insurance Fund
    • Sheehan, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.