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Systemic risk components and deposit insurance premia
Quantitative Finance, 2010In light of recent events, there have been proposals to establish a theory of financial system risk management analogous to portfolio risk management. One important aspect of portfolio risk management is risk attribution, the process of decomposing a risk measure into components that are attributed to individual assets or activities.
Ming Liu, Jeremy C. Staum
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The Payouts Choice for Deposit Insurance System
Journal of Systems Science and Complexity, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chang, Yiming, Zhao, Shangmei, Hu, Fei
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Instituting a deposit insurance system: Why? How?
Journal of Banking Regulation, 2006The number of countries either establishing or considering establishing a deposit insurance system has expanded rapidly in recent years. By 2005, 78 countries had instituted some form of an explicit deposit guarantee programme. In establishing a deposit insurance programme, each country must consider what it hopes to achieve and whether the system that
Christine E. Blair +2 more
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Theoretical aspects of the deposit insurance system
Экономика и предпринимательство, 2021В настоящее время сложно найти человека, который не пользовался бы банковскими услугами, а в частности хранением средств на счетах банка. Данные учреждения являются важными финансовыми посредниками в современном мире, без которых не представляется функционирование финансовой сферы в целом, а надежность является ключевым фактором взаимодействия банка с ...
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Azerbaijan: deposit insurance system
Journal of Financial Regulation and Compliance, 2009Purpose – The purpose of this paper is to investigate a deposit insurance program for household deposits, which is designed to act as safety net in order to minimize or eliminate the risk of loss of depositors' funds with banks represents a primary element of this reform.Design/methodology/approach – This research paper is scientific investigation ...
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Research on pricing of deposit insurance system
2009 16th International Conference on Industrial Engineering and Engineering Management, 2009The Deposit Insurance System is an important and fundamental system in finance under the condition of market economy. The article, taking foreign experience into consideration and by the means of system engineering, complex system modeling and BSDE and on the purpose of protecting the depositors, integrates the financing income and payment into one ...
H. F. Zhang, D. Ren
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A Risk-Based Deposit Insurance System [PDF]
The assessments and the role for Federal and State deposit insurance funds have been public policy concerns since the banking holiday of 1932 and the Federal Deposit Insurance Act of 1933. … This study provides for adjusting the deposit insurance premium cost to credit a risk-based dividend toward an institution's current insurance premium.
David P. Rochester, David A. Walker
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SSRN Electronic Journal, 2012
Korean Abstract: 2008년 세계적(global) 금융위기 이후 세계 각국은 금융위기 대응 과정에서 나타난 문제점을 보완하기 위한 각종 조치를 취하고 있으며, 국제적으로도 금융 개혁에 대한 논의가 활발히 진행되고 있다. 이와 관련하여 금융위기 이후 나타난 예금보험제도의 문제점을 시정하고 효율적인 예금보험제도를 위한 국제적인 기준을 제시하기 위해서 2009년 6월 바젤은행감독위원회(BCBS)와 국제예금보험기구협회(IADI)는 공동으로 「효율적인 예금보험제도를 위한 핵심원칙」(Core Principles for Effective Deposit Insurance Systems)을 발표하였다.
Dong Won Ko, Tae Seok Roh
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Korean Abstract: 2008년 세계적(global) 금융위기 이후 세계 각국은 금융위기 대응 과정에서 나타난 문제점을 보완하기 위한 각종 조치를 취하고 있으며, 국제적으로도 금융 개혁에 대한 논의가 활발히 진행되고 있다. 이와 관련하여 금융위기 이후 나타난 예금보험제도의 문제점을 시정하고 효율적인 예금보험제도를 위한 국제적인 기준을 제시하기 위해서 2009년 6월 바젤은행감독위원회(BCBS)와 국제예금보험기구협회(IADI)는 공동으로 「효율적인 예금보험제도를 위한 핵심원칙」(Core Principles for Effective Deposit Insurance Systems)을 발표하였다.
Dong Won Ko, Tae Seok Roh
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