Please use this identifier to cite or link to this item: https://hdl.handle.net/10953/1367
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dc.contributor.authorGómez Fernández-Aguado, P.-
dc.contributor.authorTrigo Martínez, E.-
dc.contributor.authorMoreno Ruíz, R.-
dc.contributor.authorPartal Ureña, A.-
dc.date.accessioned2024-01-08T13:18:17Z-
dc.date.available2024-01-08T13:18:17Z-
dc.date.issued2023-
dc.identifier.issn1059-0560es_ES
dc.identifier.other10.1016/j.iref.2021.11.013es_ES
dc.identifier.urihttps://hdl.handle.net/10953/1367-
dc.description.abstractWe carry out a quantitative analysis of the financing measures proposed for the European Deposit Insurance Scheme (EDIS) regarding the target level of the fund and the contribution scheme of member entities. We estimate the loss distribution of the EDIS considering different sources of systemic risk associated with the correlations between bank assets and we analyse the sensitivity of the results to bank portfolio risk. Our findings show how the interconnection between banks of different countries has an important influence on accumulated losses in the tail of the distribution. Likewise deterioration in the quality of bank portfolios produces a significant reduction in the fund’s loss-absorbing capacity, which calls into question its soundness in times of economic recession. Finally, the contribution scheme provides more equitable risk measures and may be an appropriate incentive to reduce moral hazard in the Banking Union.es_ES
dc.language.isoenges_ES
dc.publisherElsevieres_ES
dc.relation.ispartofReview of Economics and Finance, 78, pp. 234 - 247es_ES
dc.subjectBank risk, Systemic risk, Deposit insurance, Banking Uniones_ES
dc.titleEvaluation of European Deposit Insurance Scheme Funding based on risk analysises_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.subject.udcG21, G28.es_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses_ES
dc.type.versioninfo:eu-repo/semantics/acceptedVersiones_ES
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