The role of deposit insurance and bank’s asset size in the 2008 financial crisis
Autor(a) principal: | |
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Data de Publicação: | 2014 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/14906 |
Resumo: | In this paper we analyze the role of deposit insurance in providing the market with liquidity in times of financial turmoil. To do so, we look at the variation in insured and uninsured deposits between 2005Q3 and 2011Q3, controlling for liquidity, solvency and capital adequacy indicators, and find evidence that deposit insurance does provide some confidence in keeping funds in banks in times of turmoil. Additionally we follow an event study methodology to assess the impact of deposit insurance oriented policies on bank holding companies stock market returns, and find a TBTF effect. |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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The role of deposit insurance and bank’s asset size in the 2008 financial crisisDeposit insuranceFDICToo Big To FailIn this paper we analyze the role of deposit insurance in providing the market with liquidity in times of financial turmoil. To do so, we look at the variation in insured and uninsured deposits between 2005Q3 and 2011Q3, controlling for liquidity, solvency and capital adequacy indicators, and find evidence that deposit insurance does provide some confidence in keeping funds in banks in times of turmoil. Additionally we follow an event study methodology to assess the impact of deposit insurance oriented policies on bank holding companies stock market returns, and find a TBTF effect.NSBE - UNLFerreira, MiguelRUNKanji, Hetal Rajesh2015-05-11T08:28:05Z2014-052014-05-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/14906TID:201528541enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-05-22T17:18:31Zoai:run.unl.pt:10362/14906Portal AgregadorONGhttps://www.rcaap.pt/oai/openairemluisa.alvim@gmail.comopendoar:71602024-05-22T17:18:31Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
title |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
spellingShingle |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis Kanji, Hetal Rajesh Deposit insurance FDIC Too Big To Fail |
title_short |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
title_full |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
title_fullStr |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
title_full_unstemmed |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
title_sort |
The role of deposit insurance and bank’s asset size in the 2008 financial crisis |
author |
Kanji, Hetal Rajesh |
author_facet |
Kanji, Hetal Rajesh |
author_role |
author |
dc.contributor.none.fl_str_mv |
Ferreira, Miguel RUN |
dc.contributor.author.fl_str_mv |
Kanji, Hetal Rajesh |
dc.subject.por.fl_str_mv |
Deposit insurance FDIC Too Big To Fail |
topic |
Deposit insurance FDIC Too Big To Fail |
description |
In this paper we analyze the role of deposit insurance in providing the market with liquidity in times of financial turmoil. To do so, we look at the variation in insured and uninsured deposits between 2005Q3 and 2011Q3, controlling for liquidity, solvency and capital adequacy indicators, and find evidence that deposit insurance does provide some confidence in keeping funds in banks in times of turmoil. Additionally we follow an event study methodology to assess the impact of deposit insurance oriented policies on bank holding companies stock market returns, and find a TBTF effect. |
publishDate |
2014 |
dc.date.none.fl_str_mv |
2014-05 2014-05-01T00:00:00Z 2015-05-11T08:28:05Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/14906 TID:201528541 |
url |
http://hdl.handle.net/10362/14906 |
identifier_str_mv |
TID:201528541 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
mluisa.alvim@gmail.com |
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1817545532080390144 |