IDEAS home Printed from https://ideas.repec.org/a/fip/fednep/y2010iaugp89-99nv.16no.1.html
   My bibliography  Save this article

Systemic risk and deposit insurance premiums

Author

Abstract

Professor Viral Acharya of the London Business School and New York University collaborates with New York Fed economists Joo Santos and Tanju Yorulmazer to analyze various ways to incorporate systemic risk into deposit insurance premiums. Presented at \\"Central Bank Liquidity Tools and Perspectives on Regulatory Reform\\" a conference sponsored by the Federal Reserve Bank of New York, February 19-20, 2009.

Suggested Citation

  • Viral V. Acharya & João A. C. Santos & Tanju Yorulmazer, 2010. "Systemic risk and deposit insurance premiums," Economic Policy Review, Federal Reserve Bank of New York, vol. 16(Aug), pages 89-99.
    • Handle: RePEc:fip:fednep:y:2010:i:aug:p:89-99:n:v.16no.1
    as

    Download full text from publisher

    File URL: https://www.newyorkfed.org/medialibrary/media/research/epr/10v16n1/1008yoru.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. O'Hara, Maureen & Shaw, Wayne, 1990. "Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail."," Journal of Finance, American Finance Association, vol. 45(5), pages 1587-1600, December.
    2. Demirguc-Kunt, Asli & Karacaovali, Baybars & Laeven, Luc, 2005. "Deposit insurance around the world : a comprehensive database," Policy Research Working Paper Series 3628, The World Bank.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kathryn L. Dewenter & Alan C. Hess & Jonathan Brogaard, 2018. "Institutions and Deposit Insurance: Empirical Evidence," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 269-292, December.
    2. Camara, Antonio & Davidson, Travis & Fodor, Andrew, 2020. "Bank asset structure and deposit insurance pricing," Journal of Banking & Finance, Elsevier, vol. 114(C).
    3. Pascaline Dupas & Sarah Green & Anthony Keats & Jonathan Robinson, 2014. "Challenges in Banking the Rural Poor: Evidence from Kenya's Western Province," NBER Chapters, in: African Successes, Volume III: Modernization and Development, pages 63-101, National Bureau of Economic Research, Inc.
    4. Vittoria Cerasi & Tommaso Oliviero, 2014. "Managerial compensation, regulation and risk in banks: theory and evidence from the financial crisis," Working Papers 279, University of Milano-Bicocca, Department of Economics, revised Jul 2014.
    5. Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016. "Double bank runs and liquidity risk management," Journal of Financial Economics, Elsevier, vol. 122(1), pages 135-154.
    6. Kwan, Simon H., 2003. "Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2231-2248, December.
    7. Ioannidou, V. & de Dreu, J., 2006. "The Impact of Explicit Deposit Insurance on Market Discipline," Other publications TiSEM 693cfa2c-76f1-4304-872f-f, Tilburg University, School of Economics and Management.
    8. Ma, Richie Ruchuan & Xiong, Tao & Bao, Yukun, 2021. "The Russia-Saudi Arabia oil price war during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 102(C).
    9. Acharya, Viral V. & Yorulmazer, Tanju, 2007. "Too many to fail--An analysis of time-inconsistency in bank closure policies," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 1-31, January.
    10. Buch, Claudia M. & Dominguez-Cardoza, Angélica & Völpel, Martin, 2021. "Too-big-to-fail and funding costs: A repository of research studies," Technical Papers 01/2021, Deutsche Bundesbank.
    11. Javed Ahmed & Christopher Anderson & Rebecca Zarutskie, 2015. "Are the Borrowing Costs of Large Financial Firms Unusual?," Working Papers 15-10, Office of Financial Research, US Department of the Treasury.
    12. anonymous, 1999. "Using subordinated debt as an instrument of market discipline," Staff Studies 172, Board of Governors of the Federal Reserve System (U.S.).
    13. Jan Bartholdy & Glenn Boyle & Roger Stover, 2004. "Deposit insurance and the stock market: evidence from Denmark," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 567-578.
    14. Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2010. "Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(2), pages 83-98, June.
    15. Menz, Klaus-Michael, 2010. "Market discipline and the evaluation of Euro financial bonds--An empirical analysis," Research in International Business and Finance, Elsevier, vol. 24(3), pages 315-328, September.
    16. Joseph P.H. Fan & Sheridan Titman & Garry Twite, 2010. "An International Comparison of Capital Structure and Debt Maturity Choices," NBER Working Papers 16445, National Bureau of Economic Research, Inc.
    17. Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2013. "Evaluating the effects of the EU directive proposal for risk-based deposit insurance premiums in Spain," Working Papers 13.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
    18. Clemens Bonner & Iman Lelyveld & Robert Zymek, 2015. "Banks’ Liquidity Buffers and the Role of Liquidity Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(3), pages 215-234, December.
    19. Andrea Zaghini, 2014. "Bank Bonds: Size, Systemic Relevance and the Sovereign," International Finance, Wiley Blackwell, vol. 17(2), pages 161-184, June.
    20. Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros, 2011. "Too Big to Fail Perception by Depositors: an empirical investigation," Working Papers Series 233, Central Bank of Brazil, Research Department.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fednep:y:2010:i:aug:p:89-99:n:v.16no.1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Gabriella Bucciarelli (email available below). General contact details of provider: https://edirc.repec.org/data/frbnyus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.