Izvorni znanstveni članak
The importance of systemic risk assessment in a risk-based common European Union deposit insurance system: case of Lithuania
Ausrine Lakstutiene
; School of Economics and Business, Kaunas University of Technology, Kaunas, Lithuania
Aida Barkauskaite
; School of Economics and Business, Kaunas University of Technology, Kaunas, Lithuania
Justyna Witkowska
; Faculty of Economic Sciences, University of Warmia and Mazury, Olsztyn, Poland
Sažetak
The financial crisis has shown that the deposit insurance system did
not help to maintain depositors’ confidence and financial stability
for the whole banking sector. In order to ensure equal protection to
depositors in all European Union countries, the European Commission
presented the common European Union risk-based deposit insurance
system model in 2015. In this model, the individual risk of each bank
should be measured. However, there are discussions in scientific
literature that the amount of systemic risk of the banks should be
measured. In the current economy it is very important to measure the
arising amount of systemic risk in the banking sector, but even the
new E.U. common deposit insurance system model of 2015 does not
take systemic risk assessment into account. The aim of the research
is to evaluate the risk-based common European deposit insurance
system impact on deposit insurance premiums to Lithuanian banks:
not only individual banks’ risks, but the systemic risk as well. The
most appropriate systemic risk assessment method was selected
according to different scientific researchers and strong Lithuanian
banking sector concentration. The results showed that inclusion of
the systemic risk assessment in risk-based deposit insurance system
helps to have more accurate bank risk assessment.
Ključne riječi
Deposit insurance; riskbased; systemic risk
Hrčak ID:
200642
URI
Datum izdavanja:
3.12.2018.
Posjeta: 775 *