DEPOSIT INSURANCE MODEL INCORPORATING INCENTIVES USING BLACK-SCHOLES AND HESTON-NANDI GARCH
Deposit insurance is a financial mechanism that protects bank depositors if the bank is unable to maintain its assets. The deposit insurance institution will charge a premium to the bank as a form of compensation for the guarantee provided, regardless of whether or not the bank will fail at matur...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/76271 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |