Empirical Investigation on Deposit Guarantee Schemes

Francesca Arnaboldi

Chapter 4 in Deposit Guarantee Schemes: A European Perspective, 2014, pp 86-117 from Palgrave Macmillan

Abstract: Abstract This chapter first describes two models that rely on the use of accounting-based indicators to assess the risk profile of banks in European DGSs. The single indicator model uses only one indicator at a time to assess the risk-based components of the schemes. The multiple indicators model applies a set of indicators to compute the relative risk weight of each bank. Then it investigates how current contributions to the DGS will change for a group of member states when the new directive comes into force. The final section analyses the introduction of a pan-European scheme, which presupposes full harmonization of regulation and DGSs across countries.

Keywords: Member State; Total Deposit; Capital Adequacy; Supplementary Indicator; Core Indicator (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-39087-5_5

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DOI: 10.1057/9781137390875_5

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