A Study of Mutual Insurance for Bank Deposits

Carole Bernard, Olivier Le Courtois and François Quittard-Pinon
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Carole Bernard: Ph.D. Student, Teaching Assistant, ISFA, University of Lyon 1, France
Olivier Le Courtois: Associate Professor of Finance, EM Lyon, France, e-mail: lecourtois@em-lyon.com
François Quittard-Pinon: Professor of Finance, ISFA, University of Lyon 1, France

The Geneva Risk and Insurance Review, 2005, vol. 30, issue 2, 129-146

Abstract: This article displays a study on the mutual insurance of bank deposits. A system where deposits are first insured by a consortium then by the Government is envisaged. We wish to compute the fair premia due to both the consortium and the Government. Various types of covenants aiming at making banks reduce their risks are detailed. These provisions can be, as is the case in Chapter 11, of a Parisian type. This means that surveillance is based on the path followed by the assets or the leverage. We compare these various types of covenants and conclude on the proposal for new regulatory provisions. The Geneva Risk and Insurance Review (2005) 30, 129–146. doi:10.1007/s10713-005-4675-2

Date: 2005
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