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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Bibliographic Details
Main Author: Nadia
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/76271
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Institution: Institut Teknologi Bandung
Language: Indonesia
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