Evaluation of European Deposit Insurance Scheme funding based on risk analysis
Authors:
- Pilar Gómez Fernández-AguadoPFPilar Gómez Fernández-Aguado
- Eduardo Trigo MartínezEMEduardo Trigo Martínez
- Rafael Moreno RuízRRRafael Moreno Ruíz
- Antonio Partal UreñaAntonio Partal Ureña
Open Access
- 1 March 2022
- journal article
- research article
- Published by Elsevier in International Review of Economics & Finance
- Vol. 78, 234-247
Abstract
No abstract availableKeywords
This publication has 32 references indexed in Scilit:
- Evaluating value‐at‐risk models before and after the financial crisis of 2008Managerial Finance, 2012
- Modelling Deposit Insurance Scheme Losses in a Basel 2 FrameworkJournal of Financial Services Research, 2010
- Estimating the cost of deposit insurance with stochastic interest rates: the case of TaiwanQuantitative Finance, 2009
- Bank capital regulation in a barrier option frameworkJournal of Banking & Finance, 2008
- Risk-based capital standards, deposit insurance, and procyclicalityJournal of Financial Intermediation, 2005
- Applying credit risk models to deposit insurance pricing: Empirical evidence from the Italian banking systemJournal of Banking Regulation, 2004
- The implied reserves of the Bank Insurance FundJournal of Banking & Finance, 2004
- Mersenne twisterACM Transactions on Modeling and Computer Simulation, 1998
- The Aggregate Cost of Deposit Insurance: A Multiperiod AnalysisJournal of Financial Intermediation, 1995
- Deposit Insurance and Regulatory Forbearance: Are Caps on Insured Deposits Optimal?Journal of Money, Credit and Banking, 1994