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Premium setting and bank behavior in a voluntary deposit insurance scheme
期刊文章

Premium setting and bank behavior in a voluntary deposit insurance scheme

Ting-Fang Chiang, E-Ching WuMin-Teh Yu
Review of Quantitative Finance and Accounting, 卷.29(2), 頁碼.205-222
08/2007

摘要

Compulsory Deposit insurance Insurance premium Moral hazard Social welfare Voluntary Accounting Business Management and Accounting (all) Finance
This study analyzes the effect of premium rates on banks' incentives to join a deposit insurance scheme and their incentives to invest in risky projects under a voluntary deposit insurance scheme. We find that in order to maximize social welfare, the insurance agency must either set the premium rate to be low so as to attract all banks to join the insurance scheme, or not to have the deposit insurance at all. However, the low premium rate in the voluntary scheme does not balance the budget of the deposit insurance. We also show that in the compulsory deposit insurance scheme, however, it is possible to impose an optimal premium rate that can balance the insurance agency's budget and achieve the highest social welfare. The results also present the dominance of the compulsory scheme over the voluntary scheme in terms of maximizing social welfare and balancing the budget. © 2007 Springer Science+Business Media, LLC.

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