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Credit risk and the deposit insurance premium: a note
- Source :
- Journal of Economics and Business. Sept-Oct, 2001, Vol. 53 Issue 5, p497, 12 p.
- Publication Year :
- 2001
-
Abstract
- A model examines bank assets' risk characteristics. Estimates of deposit insurance premium amounts that are based on the market need to include a 'capped' call option due to the loan function, to avoid underestimating the premium.
Details
- ISSN :
- 01486195
- Volume :
- 53
- Issue :
- 5
- Database :
- Gale General OneFile
- Journal :
- Journal of Economics and Business
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.82627175