Optimal Regulation of a Fully Insured Deposit Banking System.

We analyze risk sensitive incentive compatible deposit insurance in the presence of private information when the market value of deposit insurance can be determined using Merton's (1977, 3-11) formula.

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Year of publication:	1998
Authors:	Freixas, X. ; Gabillon, E.
Institutions:	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
Subject:	RISK \| BANKS \| INSURANCE

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Series:	Toulouse - GREMAQ.
Type of publication:	Book / Working Paper
Notes:	50 pages
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G22 - Insurance; Insurance Companies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005486537