Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Article Abstract:
A model for assessing the cost implications for insurance guaranty funds of United States in the event of insolvency of insurers is presented. The model integrates risk-based capital regulations and risks related to interests and catastrophes.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Deposit insurance and bank interest rate risk: Pricing and regulatory implications
Article Abstract:
This paper evaluates the relationship between the interest rate risk management of banks and its impact on liabilities of a deposit insuring agency like the Federal Deposit Insurance Corp.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1995
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Dynamic depositor discipline in US banks
Article Abstract:
The prices and quantity of unsecured deposits in banks of America are analyzed.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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