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Note: How Much Money Does the Deposit Guarantee Fund Need?

Authors: Ihor Voloshyn;

Note: How Much Money Does the Deposit Guarantee Fund Need?

Abstract

It is shown that required amount of funds of Deposit Guarantee Fund may be estimated through a deposits’ value at credit risk defined as a payoff of European call option written on unexpected credit losses with the strike price equaled to bank’s equity maturing at average term of deposits. It is proposed that the premiums of participating banks to Deposit Guarantee Fund should depend on the share of deposits at credit risk in all deposits that are not covered by reserves in Central Bank.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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