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A Study of Mutual Insurance for Bank Deposits

Author

Listed:
  • 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)

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

Suggested Citation

  • Carole Bernard & Olivier Le Courtois & François Quittard-Pinon, 2005. "A Study of Mutual Insurance for Bank Deposits," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(2), pages 129-146, December.
    • Handle: RePEc:pal:genrir:v:30:y:2005:i:2:p:129-146
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    Cited by:

    1. Chen, An & Suchanecki, Michael, 2007. "Default risk, bankruptcy procedures and the market value of life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 231-255, March.
    2. Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.

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