haku: @indexterm BANK DEPOSITS / yhteensä: 63
viite: 32 / 63
| Tekijä: | Acharya, S. Dreyfus, J. F. |
| Otsikko: | Optimal bank reorganization policies and the pricing of Federal Deposit Insurance |
| Lehti: | Journal of Finance
1989 : DEC, VOL. 44:5, p. 1313-1333 |
| Asiasana: | BANK DEPOSITS PRICING INSURANCE INTEREST RATES FINANCIAL RISK |
| Kieli: | eng |
| Tiivistelmä: | Optimal dynamic regulatory policies for closing ailing banks and for deposit insurance premium are derived as functions of the rate of flow of bank deposits, and interest rate on deposits, the economy's risk-free interest rate, and the regulators' bank audit/administration costs. Under competitive conditions, the threshold assets-to-deposits ratio below which a bank should be closed is shown to be greater than or equal to one. Optimal deposit insurance premium and probabilities of bank closure are non-decreasing in the bank's risk on investment and non-increasing in the bank's current assets-to-deposits ratio. |
SCIMA