A loss default simulation model of the federal bank deposit insurance funds

This paper discusses a simulation model that is used in a martingale valuation approach to measure and value the risk of the FDIC deposit insurance funds. The FDIC insurance funds capitalize a portfolio of insurance policies, each issued to depositors of an individual commercial bank. To evaluate th...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Bennett, R.L., Nuxoll, D.A., Jarrow, R.A., Fu, M.C., Huiju Zhang
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Aggregates Business Cost accounting Economic indicators Insurance Multidimensional systems Portfolios Reactive power Regulators Risk management
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!