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City Falkenheim / / Company Hudson United Bancorp / Moody's / Provident Bank PNC Bank Sovereign Bancorp Inc. / JPMorgan-Chase Citigroup Bank / Bank of America Wachovia / Cox / Bloomberg / / Country Netherlands / United States / / Currency cent / USD / / IndustryTerm bank failure / insurance/bif200202.html / insurance contract / hypothetical bank / deposit insurance premium / insurance claims liabilities / deposit insurance contract / deposit insurance liabilities / bank assets / given bank / annualized fair-market deposit insurance premium / quarterly deposit insurance payment / target bank / comparable banks / bank failure risk / insurance liability / fair-market deposit insurance premium / modeled fairmarket deposit insurance premia / deposit insurance pricing / insurance claim / Fair-market deposit insurance / fair-market deposit insurance premia / recent bank failures / insurance contract period / bank fails / market insurance premia / modeled market deposit-insurance premia / gross domestic product / short-term fair-market deposit insurance premium / investment-grade banks / insurance pricing / low deposit insurance premia / bank / risk-neutral bank default intensity model / insurance cap / bank size / deposit insurance contracts / long-horizon insurance liabilities / fair-market insurance premia / insurance premia / actual insurance rates / deposit insurance premia / deposit insurance / bank credit spreads / deposit insurance premium equal / fair-market deposit insurance premiums / fair-market insurance premium / insurance contracts / bank risks / short-term fair-market deposit insurance premia / fair-market deposit insurance rate / / Organization Cornell University / Stanford University / United States Federal Deposit Insurance Corporation / / Person DUFFIE ET AL / ROBERT JARROW / WEI YANG / Arthur Merton / DARRELL DUFFIE / / Position rt / Director / representative / / URL www.fdic.gov/bank/individual/bank / www.fdic.gov/deposit / www.fdic.gov/about/learn/symbol/index.html / / SocialTag 
Journal of Financial Services Research 24:2/3 93±119, 2003 # 2003 Kluwer Academic Publishers. Manufactured in The Netherlands. Market Pricing of Deposit Insurance DARRELL DUFFIE Stanford University