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Have large banks become riskier? recent evidence from option markets. (1991). Levonian, Mark E..
In: Economic Review.
RePEc:fip:fedfer:y:1991:i:fall:p:3-17.

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Cited: 7

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Cites: 24

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Cocites: 28

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  1. Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile. (2011). García, Carlos ; Luna, Leonardo ; Restrepo, Jorge ; Gray, Dale F ; Garcia, Carlos.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/228.

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  2. Financial Linkages Across Korean Banks. (2011). Aydin, Burcu ; Kim, Myeongsuk ; Moon, Ho-Seong.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/201.

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  3. South Africa: Selected Issues. (2009). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2009/276.

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  4. Banks responses to binding regulatory capital requirements. (1996). Wall, Larry ; Peterson, Pamela P..
    In: Economic Review.
    RePEc:fip:fedaer:y:1996:i:mar:p:1-17:n:v.80no.2.

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  5. Reduced deposit insurance risk. (1995). Furlong, Frederick ; Levonian, Mark E..
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:1995:i:feb24:n:95-08.

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  6. A market evaluation of the risk-based capital standards for the U.S. financial system. (1995). Cordell, Lawrence R. ; King, Kathleen Kuester .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:531-562.

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  7. A Decade of Australian Banking Risk: Evidence from Share Prices. (1993). Levonian, Mark ; Gizycki, Marianne .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9302.

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References

References cited by this document

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  6. Deposit Insurance Using Option-pricing Estimates. Journa/ of Money, Credit, and Banking 16(4) pp.446460. McDonald, R., and 0. Siegel. 1984. Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note. Journal of Finance 39(1) (March) pp. 261-265.

  7. Feinstein, S. 1988. A Source of Implied Volatility Estimates.
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  8. Haley C., and L. Schall. 1979. The Theory of Financial Decisions. New York: McGraw-Hill.
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  10. Kendall, S., and M. Levonian. 1991. A Simple Approach to Better Deposit Insurance Pricing. Journal of Banking and Finance 15, pp. 999-1018.

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  14. Levonian, M. 1988. The Value of F.D.I.C. Insurance Using Prices of Listed Options. Paper presented at the meeting of the Financial Management Association, October 12-15, New Orleans, LA.
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  15. May 6-8. Federal Reserve Bank of Chicago, Chicago, IL. Marcus, A. 1984. Deregulation and Bank Financial Policy.
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  16. Merton, A. 1974. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. Journal of Finance 29(3) pp. 449-470.

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  18. Ronn, F., and A. Verma. 1986. Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model. Journal of Finance 41(4) pp.871-896.

  19. Schellhorn, C., and L. Spellman. 1991. Subordinated Debt Market Information and the Pricing of Deposit Insurance. In Rebuilding Banking: Proceedings of the 27th Annual Conference on Bank Structure and Competition, May 6-8, Federal Reserve Bank of Chicago, Chicago, IL.

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  11. Regulation and Banking Stability: A Survey of Empirical Studies. (2008). Tchana Tchana, Fulbert.
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  13. Capital Regulation and Bank Risk Taking: Completing Blum’s Picture. (2007). Silva, Nancy .
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  22. Comments on George Sheldon Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis. (1996). Spremann, Klaus.
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  28. Have large banks become riskier? recent evidence from option markets. (1991). Levonian, Mark E..
    In: Economic Review.
    RePEc:fip:fedfer:y:1991:i:fall:p:3-17.

    Full description at Econpapers || Download paper

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