Везде
INTEREST RATES OF RUSSIAN BANKS. MARKET DISCIPLINE AND DEPOSIT INSURANCE
Table of contents
Annotation Estimate Publication content
References Comments
Share
QR
Metrics
INTEREST RATES OF RUSSIAN BANKS. MARKET DISCIPLINE AND DEPOSIT INSURANCE
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Anatoly Peresetsky 
Edition
Issue №1
Pages
3-15
Abstract
The work studies the formation of interest rates on deposits of private depositors in Russian banks in 2002-2005. The presence of market discipline in the Russian banking sector is shown. A study of the impact of the deposit insurance system indicates an increase in interest rates, and hence the risks of banks, after the introduction of the system.
Date of publication
01.01.2007
Number of purchasers
0
Views
775
Readers community rating
0.0 (0 votes)
Cite   Download pdf
1

References



Additional sources and materials

Agentstvo po strakhovaniyu vkladov (2005): Agentstvo po strakhovaniyu vkladov. Http://www.asv.org.rn.
 
 Karminskij A.M., Peresetskij A.A., Petrov A.E. (2005): Rejtingi v ehkonomike. M.: Fin. i stat.
 
 Peresetskij A.A., Karminskij A.M., Sust A.G.O. van (2004): Modelirovanie rejtingov nadezhnosti rossijskikh bankov // Ehkonomika i mat. metody. T. 40. № 4.
 
 Berger A.N., Udell G.F. (1992): Some Evidence on the Empirical Significance of Credit Rationing // J. of Polit. Econ. Vol. 100. № 5.
 
 Calomiris C.W., Powell A. (2000): Can Emerging Market Regulators Establish Credible Discipline? The Case of Argentina, 1992-1999. NBER Working Paper № 7715.
 
 Caprio G., Honohan P. (2004): Can Unsophisticated Market Provide Discipline? World Bank Research Working Paper № 3364.
 
 Demirguc-Kunt A., Detragiache E. (2002): Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation // J. of Monetary Econ. Vol. 49. № 7.
 
 Demirguc-Kunt A., Huizinga H. (2004): Market Discipline and Deposit Insurance // J. of Monetary Econ. Vol. 51.
 
 Gambacorta L. (2004): How Do Banks Set Interest Rates? NBER Working Paper № 10295.
 
 Gonzalez F. (2005): Bank Regulation and Risk-taking Incentives: An International Comparison of Bank Risk // J. of Banking & Finance. Vol. 29.
 
 Graeve F.D., Jonghe O.D., Vennet R.V. (2004): The Determinants of Pass-through of Market Conditions to Bank Retail Interest Rates in Belgium. National Bank of Belgium Working Paper № 47.
 
 Hannan T., Hanweck G. (1988): Bank Insolvency and the Market for Large Certificates of Deposits // J. of Money, Credit and Banking. Vol. 20.
 Ioannidou V.P., Dreu J. de (2006): The Impact of Explicit Deposit Insurance on Market Discipline. Tilburg University CentER discussion paper № 2006—05.
 
 Karas A., Pyle W., Schoors K. (2005): How do Russian Depositors Discipline their Banks? BOFIT Seminar. Http://www.bof.fi/bofit/seminar/monday/market.pdf.
 
 Martinez-Peria M.S., Schmukler S.L. (2001): Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance and Banking Crises // J. of Finance. Vol. 56.
 
 Nier E., Baumann U. (2006): Market Discipline, Disclosure and Moral Hazard in Banking // J. of Financial Intermediation. Vol. 15. № 3.
 
 Peresetsky A., Karminsky A., Golovan S. (2004): Probability of Default Models of Russian Banks. Bank of Finland BOFIT Discussion paper № 21/2004.

Comments

No posts found

Write a review
Translate