A multiperiod model for estimating the cost of deposit insurance under the Basel III minimum capital requirement

DOI10.1002/MMA.6248zbMath1452.91328OpenAlexW3004269185MaRDI QIDQ5116859

Grant E. Muller

Publication date: 19 August 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6248

zbMATH Keywords

capitalliabilitiesassetscapital adequacy ratiodeposit insurance premium

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Actuarial mathematics (91G05) Financial markets (91G15)

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