Skip to main content
Log in

Introduction: Special Issue on Pricing the Risks of Deposit Insurance

  • Published:
Journal of Financial Services Research Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  • Duffie, Darrell, and Kenneth Singleton. “Modeling Term Structures of Defaultable Bonds.” Review of Financial Studies 12 (1999), 687–720.

    Google Scholar 

  • Duffie, D., R. Jarrow, A. Purnanandam, and W. Yang. “Market Pricing of Deposit Insurance.” Journal of Financial Services Research 24 (2003).

  • Falkenheim, M., and G. Pennacchi. “The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach.” Journal of Financial Services Research 24 (2003).

  • Fan, R., J. G. Haubrich, P. Ritchken, and J. Thomson. “Getting the Most out of a Mandotory Subordinated Debt Requirement.” Journal of Financial Services Research 24 (2003).

  • Jarrow, Robert A., David Lando, and Stuart Turnbull. “A Markov Model of the Term Structure of Credit Spreads.” Review of Financial Studies 10 (1997), 481–523.

    Google Scholar 

  • Madan, D. B., and H. Unal. “Pricing the Risks of Default.” Review of Derivatives Research 2,no. 2/3 (1998), 121–160.

    Google Scholar 

  • Marcus, Alan, and Israel Shaked. “The Valuation of FDIC Deposit Insurance Using Option Pricing Estimates.” Journal of Money, Credit and Banking 16 (1984), 446–460.

    Google Scholar 

  • Merton, Robert C. “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.” Journal of Finance 29 (1974), 449–970.

    Google Scholar 

  • Merton, Robert C. “An Analytical 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.

    Google Scholar 

  • Morgan, D., and A. B. Ashcraft. “Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal.” Journal of Financial Services Research 24 (2003).

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Madan, D., Pennacchi, G. Introduction: Special Issue on Pricing the Risks of Deposit Insurance. Journal of Financial Services Research 24, 89–92 (2003). https://doi.org/10.1023/B:FINA.0000003318.37611.b9

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/B:FINA.0000003318.37611.b9

Keywords

Navigation