in the safety net and the integrated risk management over bank and insurance industry. First, the safety net institutions … regulatory regimes over bank and insurance industry may induce the regulatory capital arbitrage chances, and lead to the risk …

English Abstract: This paper examines how global expansion affects the performance of bank headquarters and foreign …

the central bank …

common shock, largely related with FX-related funding needs, there are limits to single out individual contribution to …

fair value measurement. The discount rate for the fair value measurement and re-investment rate are utilized to model a … fair value of deposit insurance in option pricing theory. The fair value depends on current deposit-to-asset ratio and …

). The model reveals a dynamic relationship between an individual bank and the banking system by help of the DCC (dynamic … informative, and furthermore that the systemic risk contribution of an individual bank has a nonlinear relationship with the size … of the bank …