Deposit insurance, discipline market, moral hazard and risk in Banking: A quantitative approach
The cross-country evidences from two empirical approaches presented in this paper show that explicit deposit insurance scheme reduces market discipline by decreasing capital ratio and required interest rate, while it increases bank’s risk by increasing loan loss reserve and decreasing liquidity rati...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/22838/ |
| _version_ | 1848792459945967616 |
|---|---|
| author | Feng, Jialun |
| author_facet | Feng, Jialun |
| author_sort | Feng, Jialun |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | The cross-country evidences from two empirical approaches presented in this paper show that explicit deposit insurance scheme reduces market discipline by decreasing capital ratio and required interest rate, while it increases bank’s risk by increasing loan loss reserve and decreasing liquidity ratio. I also use a dataset of deposit insurance design features to examine how different design features e.g. coverage, management affect deposit interest rates and market discipline.
Keywords: Deposit insurance; Market discipline; Moral hazard; Bank risks |
| first_indexed | 2025-11-14T18:44:45Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-22838 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:44:45Z |
| publishDate | 2009 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-228382018-01-01T16:40:33Z https://eprints.nottingham.ac.uk/22838/ Deposit insurance, discipline market, moral hazard and risk in Banking: A quantitative approach Feng, Jialun The cross-country evidences from two empirical approaches presented in this paper show that explicit deposit insurance scheme reduces market discipline by decreasing capital ratio and required interest rate, while it increases bank’s risk by increasing loan loss reserve and decreasing liquidity ratio. I also use a dataset of deposit insurance design features to examine how different design features e.g. coverage, management affect deposit interest rates and market discipline. Keywords: Deposit insurance; Market discipline; Moral hazard; Bank risks 2009-09-08 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/22838/1/dissertation_2009.pdf Feng, Jialun (2009) Deposit insurance, discipline market, moral hazard and risk in Banking: A quantitative approach. [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | Feng, Jialun Deposit insurance, discipline market, moral hazard and risk in Banking: A quantitative approach |
| title | Deposit insurance, discipline market, moral hazard and risk in Banking:
A quantitative approach |
| title_full | Deposit insurance, discipline market, moral hazard and risk in Banking:
A quantitative approach |
| title_fullStr | Deposit insurance, discipline market, moral hazard and risk in Banking:
A quantitative approach |
| title_full_unstemmed | Deposit insurance, discipline market, moral hazard and risk in Banking:
A quantitative approach |
| title_short | Deposit insurance, discipline market, moral hazard and risk in Banking:
A quantitative approach |
| title_sort | deposit insurance, discipline market, moral hazard and risk in banking:
a quantitative approach |
| url | https://eprints.nottingham.ac.uk/22838/ |