Concepedia

Risk-based Premiums

Risk-Based Premiums is a pricing mechanism within deposit guarantee schemes whereby the premium rate assigned to a financial institution is systematically differentiated based on its individual risk profile, such as asset volatility, leverage, and governance quality, thereby aligning insurance costs with the institution’s contribution to potential fund losses.

204

Publications

19.5K

Citations

376

Authors

206

Institutions

Publications per year

2017–2026

34

Parents

Publications

204

Equilibrium in a Capital Asset Market

Jan Mossin · Econometrica · 1966 · 4.9K citations

, , +16

Empirical Asset Pricing via Machine Learning

Shihao Gu, Bryan Kelly, Dacheng Xiu · Review of Financial Studies · 2020 · 2.2K citations · Full text

, , +14

Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model

Ehud I. Ronn, Avinash K. Verma · The Journal of Finance · 1986 · 730 citations

, , +12

How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1

Giorgio De Santis, Bruno Gérard · Journal of Financial Economics · 1998 · 493 citations

, , +16

Baby Boom, Population Aging, and Capital Markets

Gurdip Bakshi, Zhiwu Chen · The Journal of Business · 1994 · 430 citations

, , +14

1–5 of 204

Authors

376

  1. PF
    Pablo Fernández

    IESE Business School, Spain

    7 publications · 207 citations

    7

    h-index

  2. JA
    Javier Aguirreamalloa

    IESE Business School, Spain

    4 publications · 139 citations

    4

    h-index

  3. DH
    Diana Hancock

    Federal Reserve, United States

    3 publications · 268 citations

    3

    h-index

  4. JG
    Joseph Gagnon

    Peterson Institute for International Economics, United States

    3 publications · 710 citations

    3

    h-index

  5. DX
    Dacheng Xiu

    University of Chicago, United States

    3 publications · 2.3K citations

    3

    h-index

1–5 of 376

Institutions

206

  1. University of Pennsylvania

    Philadelphia, United States

    10 h-index

    14 publications

    782 citations

  2. IESE Business School

    Barcelona, Spain

    7 h-index

    14 publications

    508 citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    7 h-index

    10 publications

    938 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    13 publications

    927 citations

  5. Federal Reserve

    Washington D.C., United States

    6 h-index

    9 publications

    920 citations

  6. Federal Reserve Bank of New York

    New York, United States

    5 h-index

    5 publications

    824 citations

  7. Cornell University

    Ithaca, United States

    4 h-index

    6 publications

    485 citations

  8. Capital University

    Bexley, United States

    4 h-index

    4 publications

    2.4K citations

1–8 of 206

Venues

  1. SSRN Electronic Journal

    Repository · 36 publications · 2.1K citations

    22

    h-index

  2. The Journal of Finance

    12 publications · 1.6K citations

    11

    h-index

  3. Astin Bulletin

    8 publications · 311 citations

    8

    h-index

  4. Insurance Mathematics and Economics

    7 publications · 244 citations

    7

    h-index

  5. Journal of Risk & Insurance

    6 publications · 216 citations

    6

    h-index

1–5